Work

A New Framework for Analyzing and Managing Macrofinancial Risks of An Economy

Paul Samuelson and Financial Economics

Made to Measure Is the Best Fit for Future Pensions

Observations on Innovation in Pension Fund Management in the Impending Future

Allocating Shareholder Capital to Pension Plans

Swapping Your Country’s Risks

You Have More Capital than You Think

Thoughts on the Future: Theory and Practice in Investment Management

The Design of Financial Systems: Towards a Synthesis of Function and Structure

Financial Engineering Graduation Speech, UC Berkeley

In Memory of Robert K. Merton

Do a Firm’s Equity Returns Reflect the Risk of Its Pension Plan?

The Real Problem with Pensions

A Simple Way to Value Stock Options

Transparency, Risk Management and International Financial Fragility

For the Last Time: Stock Options are an Expense

Footnote Reporting Distorts Impact of Stock Options

Baker Library FEA

International Pension Swaps

Options Should be Reflected in the Bottom Line