Downloadable papers
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