Work

Deposit Insurance Reform: A Functional Approach

Optimal Investment Strategies for University Endowment Funds

Operation and Regulation in Financial Intermediation: A Functional Perspective

Continuous-Time Finance

On the Management of Deposit Insurance and Other Guarantees

Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model

On the Management of Financial Guarantees

Financial Innovation and Economic Performance

Continuous-Time Stochastic Models

Capital Market Theory and the Pricing of Financial Securities

The Financial System and Economic Performance

Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding

On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance

Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs

On the Current State of the Stock Market Rationality Hypothesis

Dividend Behavior for the Aggregate Stock Market

A Simple Model of Capital Market Equilibrium with Incomplete Information

In Honor of Nobel Laureate, Franco Modigliani

Pension Plan Integration as Insurance against Social Security Risk

Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices