Working Papers

"Yield Curve Predictors of Foreign Exchange Returns"
(with Andrew Ang)
(Current Version, January 2010)
Adobe PDF Version

"Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance"
(with Harrison Hong and Jeffrey Kubik)
(Current Version, November 2007)
Adobe PDF Version

"Intertemporal CAPM and the Cross-Section of Stock Return"
(Current Version, June 2003)
Adobe PDF Version