Working Papers (pdf format)
Competitive Compensation and Dispersion in
Executive Stock Options as a Screening Mechanism (joint with
Abel Cadenillas and Jaksa Cvitanic).
Relative Wealth Concerns, and the Cross-Section of Stock Returns
(joint with Juan-Pedro Gomez and Richard Priestley).
Empirical Performance of Levy Option Pricing Models
(joint with Ming Ji).
Optimal Acquisition of a Partially Hedgeable House
(joint with Coskun Cetin).
Thou Shalt not Covet Thy (suburban) Neighbor's Car
(joint with Joshua Shemesh).