Publications

Firm Boundaries Matter: Evidence from Conglomerates and R&D Activity

Amit Seru

Journal of Financial Economics February2014 Vol. 111 Issue 2 Pages 381–405.

Internal Capital Market and Dividend Policies: Evidence From Business Groups

Radhakrishnan Gopalan, Vikram Nanda, Amit Seru

The Review of Financial Studies February2014 Vol. 27 Issue 4 Pages 1102–1142.

The Revenue Demands of Public Employee Pension Promises

Robert Novy-Marx, Joshua D. Rauh

American Economic Journal: Economic Policy February2014 Vol. 6 Issue 1 Pages 193-229.

Investment Busts, Reputation, and the Temptation to Blend in with the Crowd

Steven Grenadier, Andrey Malenko, Ilya A. Strebulaev

Journal of Financial Economics January2014 Vol. 111 Issue 1 Pages 137-157.

Uncertainty, Risk, and Incentives: Theory and Evidence

Zhiguo He, Si Li, Bin Wei, Jianfeng Yu

Management Science January2014 Vol. 60 Issue 1 Pages 1–264.

Efficient Credit Policies in a Housing Debt Crisis

Janice Eberly, Arvind Krishnamurthy

Brookings Papers on Economic Activity 2014 Issue Fall

Fairness and Efficiency in Multi-portfolio Optimization

Dan A. Iancu, Nikolaos Trichakis

Operations Research - forthcoming 2014

Fallacies and Irrelevant Facts in the Debate on Capital Regulation

Anat R. Admati, Peter M. DeMarzo, Martin Hellwig, Paul Pfleiderer

Central Banks at a Crossroads: Europe and Beyond Anthem Press London 2014 Pages 33-50.

Limited Capital Market Participation and Human Capital Risk

Jonathan B. Berk, Johan Walden

Review of Asset Pricing Studies 2014 Vol. 3 Issue 1 Pages 1-37.

Liquidity Mismatch Measurement

Markus Brunnermeier, Gary Gorton, Arvind Krishnamurthy

NBER Systemic Risk and Macro Modeling NBER 2014 Pages 99-112.

Remapping the Flow of Funds

Juliane Begenau, Monika Piazzesi, Martin K. Schneider

Risk Topography: Systemic Risk and Macro Modeling University of Chicago Press 2014 Pages 57-64.

The Compelling Case for Stronger and More Effective Leverage Regulation in Banking

Anat R. Admati

Journal of Legal Studies 2014 Vol. 43 Issue 3 Pages s35 - s61.

Tight Approximations of Dynamic Risk Measures

Dan A. Iancu, Marek Petrik, Dharmashankar Subramanian

Mathematics of Operations Research - forthcoming 2014

Financial Regulation Reform: Politics, Implementation and Alternatives

Anat R. Admati

North Carolina Banking Institute November2013 Vol. 18 Pages 71-81.

The Ins and Outs of Large Scale Asset Purchases

Arvind Krishnamurthy, A. Vissing-Jorgensen

Kansas City Federal Reserve Symposium on Global Dimensions of Unconventional Monetary Policy September162013

Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs

Kenneth J. Singleton, Scott Joslin, Anh Lee

Journal of Financial Economics September2013 Vol. 109 Issue 3 Pages 604-622.

Family, Education, and Sources of Wealth Among the Richest Americans, 1982-2012

Steven N. Kaplan, Joshua D. Rauh

American Economic Review May2013 Vol. 103 Issue 3 Pages 158-162.

The Wealth-Consumption Ratio

Hanno Lustig, Stijn Van Nieuwerburgh, Adrien Verdelhan

The Review of Asset Pricing Studies April112013 Vol. 3 Issue 1 Pages 38-94.

Intermediary Asset Pricing

Zhiguo He, Arvind Krishnamurthy

American Economic Review April2013 Vol. 103 Issue 2 Pages 732–770.

The Arithmetic of Investment Expenses

William F. Sharpe

Financial Analysts Journal March2013