On the Properties of the Constrained Hansen-Jagannathan Distance
with Nikolay Gospodinov and Raymond Kan, 2016, Journal of Empirical Finance 36, pp. 121-150.
with Nikolay Gospodinov and Raymond Kan, 2016, Journal of Empirical Finance 36, pp. 121-150.
with Raymond Kan, 2016, Management Science 62, pp. 1915-1943.
with Nikolay Gospodinov and Raymond Kan, 2014, Review of Financial Studies 27, pp. 2139-2170.
with Nikolay Gospodinov and Raymond Kan, 2014, Federal Reserve Bank of Atlanta Working Paper 2014-12.
with Raymond Kan and Jay Shanken, 2013, Journal of Finance 68, pp. 2617-2649.
with Nikolay Gospodinov and Raymond Kan, 2013, Journal of Econometrics 173, pp. 108-125.
with Nikolay Gospodinov, 2013, in Portfolio Theory and Management, H. Kent Baker, Greg Filbeck, eds., Chapter 3, pp. 46-72, Oxford University Press.
with Nikolay Gospodinov and Raymond Kan, 2012, Journal of Business and Economic Statistics 30, pp. 494-504.
with Raymond Kan, 2012, in Handbook of Computational Finance, Jin-Chuan Duan, James E. Gentle, Wolfgang Haerdle, eds., Chapter 9, pp. 223-251, Springer.
with Raymond Kan, 2011, Economics Letters 110, pp. 117-121.