Heterogeneity and Option Pricing, (with Joram Mayshar), Review of Derivatives, Research, 2000 .
Risk, Returns and Values in the Presence of Differential Taxation, co-authored with Oded Sarig. Journal of Banking and Finance, 2003.
On the Use of Numeraire Methods in Option Pricing, (with Tomas Björk and Zvi Wiener). Journal of Derivatives, 2002.
Hedging With Forwards And Puts In Complete And Incomplete Markets, (Casper Oosterhof, Journal of Banking and Finance, 2004.
The Timing of Initial Public Offerings, joint paper with Mark Helmantel and Oded Sarig, Journal of Financial Economics, 2005.
Shrinking the Covariance Matrix—Simpler is Better, co-authored with David J. Disatnik. Journal of Portfolio Management, 2007.
Rules of Thumb for Endowment Management (very preliminary, 2010)
Valuing Employee Stock Options in Imperfect Markets, co-authored with Menachem Abudy, 2010