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Asset Management Research

Brown Assets for the Prudent Investor” (with Alon Brav), Harvard Business Law Review Online, art. 2, 2021, at 1.

 

Synthetic Financial Data: An Application to Regulatory Compliance for Broker-Dealers” (with Jan Hendrik Witte), Journal of Financial Transformation, November 2019, 32-37 (2019).

 

How Active Management Survives” (with Ginger L. Pennington), Financial Planning Review (2019). (peer-reviewed)

 

Quantitative Investing and the Limits of (Deep) Learning from Financial Data,” 47 Journal of Financial Transformation, 117-122 (2018).

 

Why Indexing Works,” Applied Stochastic Models in Business and Industry, 2017, 33(6) (with Nick Polson and Jan Hendrik Witte). (peer-reviewed)

 

Rejoinder to ‘Deep learning for finance: deep portfolios’” Applied Stochastic Models in Business and Industry 33 (1), 2017, 19-21 (with Nick Polson and Jan Hendrik Witte). (peer-reviewed)

 

Deep learning for finance: deep portfolios,” Applied Stochastic Models in Business and Industry 33 (1), 2017, 3-12 (with Nick Polson and Jan Hendrik Witte). (peer-reviewed)

The Economics of Naked Short Selling,” Regulation, Vol. 31, No. 1, 46-51 (2008) (with Christopher L. Culp).

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