- “Sizing up Repo,” with Arvind Krishnamurthy and Stefan Nagel, The Journal of Finance, 2014
- “On Two Approaches to Coherent Risk Contribution,” with Alexander Cherny, Mathematical Finance, 2011
- “Persuading the Principal to Wait,” with Andrzej Skrzypacz and Pavel Zryumov, 2018, revise and resubmit in Journal of Political Economy.
- “Frequent Monitoring in Dynamic Contracts,” 2018, revise and resubmit in Journal of Economic Theory.
- Previously titled “Optimal Design of Internal Disclosure”.
- “Design of Macro-Prudential Stress Tests,” with Andrzej Skrzypacz and Pavel Zryumov, 2018, reject and resubmit in Review of Financial Studies.
- “Within Fund Complex Incentives,” with Ron Kaniel, 2018.
Work in Progress
- “Debt and Human Capital,” with Felipe Varas and Pavel Zryumov.