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Academic Interests:
 Asset Pricing
Risk
Management
Corporate Social Responsibility
M&A Arbitrage
Optimal Contracting
Monetary
Policy Impact on Asset Prices
SSRN Website:
Selected Published Work:
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Beliefs Regarding Fundamental Value and Optimal Investing (with J. Cvitanic and B. Cornell), 2010, Annals of Finance. Vol.
6 (1), pp 83-105. |
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Optimal Incentive Contracts under Relative Income Concerns (with X. Wan), 2010, Mathematics and Financial Economics. Vol.
4 (1), pp 57-86. |
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The Reaction of Real
Estate-related Industries to the federal Reserve Policy Actions
(with M. Majbouri), 2010, Real Estate Economics. Vol.
38 (2), pp 355-398. |
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Optimal Risk Taking under Flexible Income, 2007, (with J. Cvitanic and F. Zapatero). Management Science, Vol. 53 (10), pages1594-1604. |
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The Reaction of Term Structure of Interest Rates to the Monetary Policy Actions (with I. Cialenco), 2006, Journal of Fixed Income. Vol. 16 (2), pages 76-91. |
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The Effects of Tax Convexity on Corporate Investment
Decisions and Tax Burdens (with S. Sarkar), 2006, Journal of Public Economic Theory. 8(2). Pages 293-320. |
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Monte Carlo Simulations of Optimal Portfolios in Complete Markets (with J.Cvitanic and F.Zapatero), 2003, Journal of Economic Dynamics and Control, Volume 27, Issue 6, pages 907-1161 |
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Small random perturbations of Hamiltonian Systems, (with P.H.Baxendale), 2002, The Annals of Probability, Vol. 30, pages 101-134 |
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Stochastic Averaging for Nilpotent Ito Systems (with
P.H.Baxendale), 2001, Stochastic Processes and
Applications, 95, pages 219-233 |
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Selected Working Papers:
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Corporate Socially Responsible firms perform Well! Evidence from Financial and Operational Performances. 2007, (with L. K. Whitney), Working paper, Pepperdine University. |
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Does the Stock Market Under-React to the Federal Reserve’s Monetary Policy Actions?, 2008, (with L. K. Whitney), Working paper, Pepperdine University. |
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Relative Income Concerns and
Performance, 2011, Working Paper, Pepperdine University. |
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