The
following working papers are available in Acrobat pdf format. Clicking on the title below
will give you a chance to read the abstract of the paper and/or download the
draft.
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1. |
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Risk Attitudes Toward Small and Large Bets in the
Presence of Background Risk (with Valery Polkovnichenko) [October 2009] |
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2. |
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Career Concerns and the Active Fund Manager’s Problem
(with Richard B. Evans and Zhe Xu) [February 2009] |
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3. |
Linear Approximations and Tests
of Conditional Pricing Models (with Michael W. Brandt) [August 2008] |
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4. |
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Comparing Multifactor Models of the Term Structure
(with Michael W. Brandt) |
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![MCj04248260000[1]](WorkPap_image004.gif)