The main purpose of this site is to make available the research and educational material I developed while I was a Finance Professor.
Finance: Journal of Finance - "Robust structure without predictability: The 'Compass Rose' pattern of the stock market"
Statistics: Annals of Statistics - "Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size"
Economics: Journal of Political Economy - "Gain, loss and asset pricing"
Click to discover more about my research.