Working Papers
- “Intermediated Asymmetric Information, Compensation, and Career Prospects,” with Ron Kaniel, revise and resubmit in The American Economic Review.
- “Trading Information“, with Andrzej Skrzypacz and Pavel Zryumov.
Published Papers
- “The Design of Macro-Prudential Stress Tests,” with Pavel Zryumov and Andrzej Skrzypacz, The Review of Financial Studies, 2023. Online Appendix.
- “Frequent Feedback in Dynamic Contracts,” Journal of Economic Theory, 2022. Online Appendix.
- Previously titled “Optimal Design of Internal Disclosure”.
- “Persuading the Principal to Wait,” with Andrzej Skrzypacz and Pavel Zryumov, Journal of Political Economy, 2020. Online Appendix.
- “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.
Work in Progress
- “Strategic Disclosure in Bankruptcy,” with Alex Gorbenko.
- “Family Driven Asset Allocation,” with Ron Kaniel.
- “Managing Inflation Expectations,” with Hengjie Ai.