Job market paper
- Monetary policy, price of risk and growth. (with Xintong Li)
Working Paper
This paper shows the propogation of monetary policy to firm R&D and medium run TFP via the risk premium channel.
Peer reviewed articles
- Optimal asset allocation and nonlinear return predictability from the dividend-price ratio. (with Fabrizio Ghezzi, Allan Timmermann, Thomas Q. Pedersen)
Annals of Operations Research, October 2024.
Published Version
This paper examines non-linear present value models for optimal asset allocation.
Working papers
- Green innovation under pressure. (with Xintong Li)
Working Paper - Examination of term structure in endowment economy models.
Draft coming soon [link]
This paper examines change in the direction and pace of green vs non-green innovation after climate disasters.
This paper examines the properties of the term strucrture in cross-sectional endowment economy models.