- “On Two Approaches to Coherent Risk Contribution,” with Alexander Cherny, Mathematical Finance, 2011.
- “Sizing up Repo,” with Arvind Krishnamurthy and Stefan Nagel, The Journal of Finance, 2014.
- “Persuading the Principal to Wait,” with Andrzej Skrzypacz and Pavel Zryumov, Journal of Political Economy, 2020.
- “Frequent Monitoring in Dynamic Contracts,” conditionally accepted at Journal of Economic Theory, 2020.
- Previously titled “Optimal Design of Internal Disclosure”.
- “Design of Macro-Prudential Stress Tests,” with Andrzej Skrzypacz and Pavel Zryumov, reject and resubmit in Review of Financial Studies.
- “Intermediated Asymmetric Information, Compensation, and Career Prospects,” with Ron Kaniel, revise and resubmit in The American Economic Review.
Work in Progress
- “Debt and Human Capital,” with Felipe Varas and Pavel Zryumov.