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Book
Confidence Risk and Asset Prices
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Year: 2009 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Learning and Asset-Price Jumps
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Year: 2009 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Long-Run Risks and Financial Markets
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Year: 2007 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Cointegration and Consumption Risks in Asset Returns
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Year: 2007 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Rational Pessimism, Rational Exuberance, and Asset Pricing Models
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Year: 2007 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Dynamic Trading Strategies and Portfolio Choice
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Year: 2004 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Interpretable Asset Markets?
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Year: 2002 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
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Year: 2000 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Welfare Costs of Long-Run Temperature Shifts
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Year: 2011 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Temperature, Aggregate Risk, and Expected Returns
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Year: 2011 Publisher: Cambridge, Mass. National Bureau of Economic Research

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