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-taking channel.
Awarded the Richard A. Libby Fellowship.
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
This paper examines change in the direction and pace of green vs non-green innovation after climate disasters.
Work in progresss
- Dissecting risk characteristics of multi-product firms. (with Xintong Li)
This paper examines the effect of product composition on firm level economic outcomes.