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(2022): Decision Weights for Experimental Asset Prices Based on Visual Salience, The Review of Financial Studies, 35 (11), 5094–5126 More info
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(2022): Dynamics of stock market developments, financial behavior, and emotions, Journal of Banking & Finance p. 106711 More info
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(2021): Option-implied skewness: Insights from ITM-options, Journal of Economic Dynamics and Control, 131 More info
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(2021): Idiosyncratic volatility, option-based measures of informed trading, and investor attention, Review of Derivatives Research 24(1)
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(2021): A toolkit for robust risk assessment using F-divergences, Management Science, 67(10), 6529-6552 More info
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(2019): Technical Note-The joint impact of F-divergences and reference models on the contents of uncertainty sets, Operations Research, 67(2), 428-435 More info
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(2018): How price path characteristics shape investment behavior, Journal of Economic Behavior and Organization, 154, 33-59 More info
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(2017): Don’t lapse into temptation: A behavioral explanation for policy surrender, Journal of Banking and Finance, 79, 12-27 More info
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(2016): Minimum return guarantees, investment caps, and investment flexibility, Review of Derivatives Research, 19, 85-111, 2016 More info
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(2015): Robust Measurement of Heavy-Tailed Risks: Theory and Implementation, Journal of Economic Dynamics and Control, 61, 183-203 More info
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(2014): Cross-Hedging Minimum Return Guarantees: Basis and Liquidity Risks, Journal of Economic Dynamics and Control, 41, 93-109 More info
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(2012): Variable annuities and the option to seek risk: Why should you diversify?, Journal of Banking and Finance, 36, 2417-2428 More info
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(2011): Pricing and upper price bounds of relax certificates, Review of Managerial Science, 5, 309-336 More info
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(2010): On the Optimal Design of Insurance Contracts with Guarantees, Insurance: Mathematics and Economics, 4, 485-492 More info