Publications

(2022). Non-standard Errors. The Journal of Finance (forthcoming).

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(2022). Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets. Accepted, Review of Finance.

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(2022). Integrating Factor Models. The Journal of Finance (2023), 78, 1593-1646.

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(2019). Large Scale Portfolio Optimization under Transaction Costs and Model Uncertainty. Journal of Econometrics, 212 (1), 221-240.

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