Papers
Stock Market Mean Reversion and Portfolio Choice over the Life Cycle, with Alexander Michaelides (Journal of Financial and Quantitative Aanalysis, 52-3, 2017)
Life Cycle Consumption and Portfolio Choice with an Imperfect Predictor, Job Market Paper
Research Papers In Progress
Expected Stock Returns, Variance Risk Premia and Portfolio Choice over the Life Cycle, with Francisco Gomes, Alexander Michaelides and Yu Zheng.