Cohen, Lauren, Christopher Malloy and Quoc Nguyen. 2020. Lazy Prices, Journal of Finance.
Bartl, Daniel, Samuel Drapeau, and Ludovic Tangpi. 2020. Computational Aspects of Robust Optimized Certainty Equivalents and Option Pricing, Mathematical Finance.
Sylvain Leduc and Zheng Liu. 2020. The Weak Job Recovery in a Macro Model of Search and Recruiting Intensity, American Economic Journal: Macroeconomics.
Drapeau, Samuel, Peng Luo, and Dewen Xiong. 2020. Characterization of fully coupled FBSDE in terms of portfolio optimization, Electronic Journal of Probability.
Christopher A. Parsons, Riccardo Sabbatucci, and Sheridan Titman. 2020. Geographic Lead-Lag Effects, The Review of Financial Studies.
Chen, Huaizhi, Lauren Cohen, Umit Gurun, Dong Lou, and Christopher Malloy. 2020. IQ from IP: Simplifying Search in Portfolio Choice, Journal of Financial Economics.
2020. Parasites and Paragons: Ownership Reform and Concentrated Interest among Minority Shareholders, Journal of Management Studies.