On a New Approach for Analyzing and Managing Macrofinancial Risks
March-April 2013 | Risk Management/Stocks | Paper
with Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo, and Loriana Pelizzon. Financial Analysis Journal, Vol. 69(2): 22-33,
Distinguished Professor of Finance, MIT Sloan School & Nobel Laureate – Economics 1997