| 主要论著 |
"Viable Costs and Equilibrium Prices in Frictional Securities Markets," Annals of Economics and Finance, Vol. 2, No. 2, 297-323, November 2002
"Do Call Prices and the Underlying Stock Always Move in the Same Direction?"( with G. Bakshi and C. Cao), Review of Financial Studies, Vol. 13, 549-584, 2000
"Pricing and Hedging Long-Term Options" (with G. Bakshi and C. Cao), Journal of Econometrics, 1998
"Empirical Performance of Alternative Option Pricing Models" (with G. Bakshi and C. Cao), Journal of Finance, Vol. LII, No. 5, 1997
"Equilibrium Valuation of Foreign Exchange Claims" (with G. Bakshi), Journal of Finance, Vol. LII, No. 2, 1997
"An Alternative Valuation Model for Contingent Claims" (with G. Bakshi), Journal of Financial Economics, Vol. 44, 1997
"The Spirit of Capitalism and Stock Market Prices" (with G. Bakshi), American Economic Review, Vol. 86, No. 1, 1996
"Portfolio Performance Measurement: Theory and Applications" (with P. Knez), Review of Financial Studies, Vol. 9, No. 2, 1996
"Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economies" (with G. Bakshi), Review of Financial Studies, Vol. 9, No. 1, 1996
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