Publications

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

Delegated Asset Management, Investment Mandates, and Capital Immobility

Zhiguo He, Wei Xiong

Journal of Financial Economics February2013 Vol. 107 Issue 2 Pages 239–258.

The Mystery of Zero-Leverage Firms

Ilya A. Strebulaev, Baozhong Yang

Journal of Financial Economics February2013 Vol. 109 Issue 1 Pages 1-23.

Gaussian Macro-Finance Term Structure Models with Lags

Kenneth J. Singleton, Scott Joslin, Anh Le

Journal of Financial Economics 2013 Vol. 11 Issue 4 Pages 581-609.

It's the Market: The Broad-Based Rise in the Return to Top Talent

Steven Kaplan, Joshua D. Rauh

American Economic Association 2013 Vol. 27 Issue 3 Pages 35-56.

Local Overweighting and Underperformance: Evidence from Limited Partner Private Equity Investments

Yael V. Hochberg, Joshua D. Rauh

The Review of Financial Studies 2013 Vol. 26 Issue 2 Pages 403-451.

The Floor-Leverage Rule for Retirement

Jason S. Scott, John G. Watson

Financial Analysts Journal 2013 Vol. 69 Issue 5 Pages 45-60.

Business Cycle Variation in the Risk-Return Trade-Off

Hanno Lustig, Adrien Verdelhan

Journal of Monetary Economics December2012 Vol. 59 Pages S35-S49.

Dynamic Agency and the q Theory of Investment

Peter M. DeMarzo, Michael J. Fishman, Zhiguo He, Neng Wang

The Journal of Finance December2012 Vol. 67 Issue 6 Pages 2295–2340.

Capital Mobility and Asset Pricing

Darrell Duffie, Bruno Strulovici

Econometrica November2012 Vol. 80 Issue 6 Pages 2469-2509.