代表作
1. The Adaptive Markets Hypothesis: An Evolutionary Approach to Understanding Financial System Dynamics. Oxford University Press, 2024. (With Andrew W. Lo)
2. Performance Attribution for Portfolio Constraints. Management Science, 2024. (With Andrew W. Lo)
3. Quantifying the Impact of Impact Investing. Management Science, 2024. (With Andrew W. Lo)
4. Optimal Impact Portfolios with General Dependence and Marginals. Operations Research, 2024. (With Andrew W. Lo, Lan Wu, and Chaoyi Zhao)
5. The Origin of Risk Aversion. Proceedings of the National Academy of Sciences, 2014. (With Thomas J. Brennan and Andrew W. Lo)
