Research
Publications On Efficiency in Disagreement Economies (with Johan Walden), forthcoming Social Choice and Welfare Links: WP Distortions and Efficiency in Production Economies with Heterogeneous Beliefs (with Johan Walden), Review of Financial Studies, 2022, 35 (4), 1775-1812. Links: WP version Asset Prices and Portfolio Choice with Learning from Experience (with Paul Ehling and Alessandro Graniero), Review of Economic Studies, 2018, 85 (3), 1752-1780. Links: SSRN Disagreement about Inflation and the Yield Curve (with Paul Ehling, Michael Gallmeyer and Philipp Illeditsch), Journal of Financial Economics, 2018, 127 (3), 459-484 Links: SSRN Risk Premia and Volatilities in a Non-Linear Term Structure Model (with Peter Feldhütter and Philipp Illeditsch), Review of Finance, 2018, 22 (1), 337-380. Links: SSRN Correlations (with Paul Ehling), Management Science, 2017, vol. 63. no 6., 1919-1937. Complete and Incomplete Financial Markets in Multi-Good Economies (with Paul Ehling), Journal of Economic Theory 160 (2015) 438-462. Links: SSRN Asset Prices and Real Exchange Rates with Deep Habits Review of Financial Studies, 2014, 27 (11), 3280-3317. Links: SSRN Market Selection and Welfare in a Multi-Asset Economy (with Yurii Fedyk and Johan Walden), Review of Finance, 2013, 17, 1179-1237 Links: WP version Working Papers International Capital Markets and Wealth Transfers (with Magnus Dahlquist, Anna Pavlova and Julien Penasse) Links: SSRN Inflation and the Relative Price Premium (with Yun Joo An, Fotis Grigoris and Preetesh Kantak) Links: SSRN Asset Pricing with the Awareness of New Priced Risk (with Philipp Illeditsch and Petra Sinagl) Links: SSRN |