Working
Papers
Financing the adoption of clean technology, with
Andrea
Lanteri. [Paper]
Collateral and secured debt, with S.
Viswanathan. [Paper] [Slides]
Financing insurance, with S.
Viswanathan. [Previously titled: Household
risk management.] [Paper]
[NBER
WP 22293] [Video of
Presentation] [Slides]
Sequential lifting of COVID-19 interventions with
population heterogeneity. [Paper] [NBER
WP 27063]
Renting for development, with Robert
M. Townsend. [Work in progress]
Publications
Constrained-efficient capital reallocation, with
Andrea
Lanteri, American Economic Review
113 (2023) 354-395. [Paper]
[Published
Article] [NBER
WP 28384] [Video of
Presentation] [Slides]
[Retracted]
Risk management in financial institutions, with S.
Viswanathan and Guillaume
Vuillemey, Journal of Finance 75
(2020) 591-637. [Paper]
[Published
Article] [Internet
Appendix] [NBER
WP 25698] [Slides]
[Lead article] [Brattle Group Distinguished
Paper Prize in Corporate Finance, Returned]
Financing durable assets, American Economic
Review 109 (2019) 664-701. [Paper]
[Published
Article] [NBER
WP 22324] [Video
of Presentation] [Slides]
Financial intermediary capital, with S.
Viswanathan, Review of Economic Studies
86 (2019) 413-455. [Paper]
[Published
Article] [NBER
WP 23302] [Slides]
Dynamic risk management, with Amir
Sufi and S.
Viswanathan, Journal of Financial
Economics 111 (2014) 271-296. [Paper]
[Published
Article] [Video
of Presentation] [Slides]
[Lead article]
Collateral and capital structure, with S.
Viswanathan, Journal of Financial
Economics 109 (2013) 466-492. [Paper] [Published Article]
[Slides]
Collateral, risk management, and the distribution
of debt capacity, with S.
Viswanathan, Journal of Finance 65
(2010) 2293-2322. [Paper] [Published
Article] [Slides]
Leasing, ability to repossess, and debt capacity,
with Andrea
L. Eisfeldt, Review of Financial
Studies 22 (2009) 1621-1657. [Paper] [Published
Article]
Managerial hedging and portfolio monitoring, with
Alberto
Bisin and Piero
Gottardi, Journal of the
European Economic Association 6 (2008)
158-209. [Paper] [Published
Article]
Managerial incentives, capital reallocation, and
the business cycle, with Andrea
L. Eisfeldt, Journal of
Financial Economics 87 (2008) 177-199. [Paper]
[Published
Article] [Jensen Prize for Corporate
Finance and Organizations 2008 Second
Prize]
New or used? Investment with credit constraints,
with Andrea
L. Eisfeldt, Journal of
Monetary Economics 54 (2007) 2656-2681.
[Paper] [Appendix]
[Published
Article]
Markets as beneficial constraints on the
government, with Alberto
Bisin, Journal of Public
Economics 90 (2006) 601-629. [Paper] [Published
Article]
Capital reallocation and liquidity, with Andrea
L. Eisfeldt, Journal of
Monetary Economics 53 (2006) 369-399. [Paper] [Published
Article] [Lead article]
Exclusive contracts and the institution of
bankruptcy, with Alberto
Bisin, Economic Theory 27 (2006)
277-304. [Paper]
[Published
Article] [Lead article]
Default and aggregate income, Journal of
Economic Theory 122 (2005) 225-253. [Paper] [Published
Article]
Entrepreneurial activity, risk, and the business
cycle, Journal of Monetary Economics 51
(2004) 555-573. [Paper]
[Published
Article] [Reprinted in: Simon C. Parker, ed.
(2011): Entrepreneurship in Recession, The
International Library of Entrepreneurship Series
20 (Edward Elgar, Williston, VT).]
Published
Discussion
Discussion of "From search to match:
When loan contracts are too long," Journal of
Money, Credit and Banking 43 Supplement
(2011) 413-417. [Paper]
[Published
Discussion]
Lecture
Notes
Methods lecture, Macro
Finance Society Workshop, 2023. [Collateral
and Capital Reallocation]
Practitioner talk, Fuqua
LinkedIn Live, 2021. [The
Risk Management Paradox]
Graduate lecture, FTG
Summer School, 2017. [Lecture
Syllabus] [Lecture
Notes on Collateral and Intermediation in
Equilibrium] [Video
of Lecture]
Graduate lecture, FTG
Summer School, 2015. [Lecture
Syllabus] [Lecture
Notes on Dynamic Collateralized Finance] [Video
of Lecture]
Undergraduate course, Econ 1760, Harvard
University, 2013. [Lecture
Notes on Collateral and Rental Markets], [Lecture
Notes on Risk Management].
Other
Working Papers and Work in Progress
Financing shortfalls and the value of aggregate
liquidity, with Andrea
L. Eisfeldt. [Paper]
A government failure theory of government, with Alberto
Bisin.
A Mirrleesian theory of Ramsey taxation, with Alberto
Bisin.
Selected
Professional Service
Area Coordinator, Duke finance area,
2022-present.
President, Foundation for
Advancement of Research in Financial Economics
(FARFE), 2018-present, and Director,
2016-2019.
Co-Organizer, Finance
Theory Webinar (FTWebinar),
2020-present (with Briana
Chang, Wisconsin; Barney
Hartman-Glaser, UCLA; and Peter
Kondor, LSE).
President, Financial
Intermediation Research Society (FIRS),
2023-2024; Vice President, 2022-2023; Vice
President Elect, 2021-2022; and Director,
2019-2022.
Associate Editor, Journal of Finance,
2018-2021.
President, Finance
Theory Group (FTG), 2013-2014, and
Board Member, 2011-2014.
Director, Western
Finance Association (WFA), 2013-2016.
Organizer, NBER
Corporate Finance Program Meeting,
Spring 2017, Chicago, IL (with Martin
Oehmke, LSE).
Organizer, CEPR European Summer
Symposium in Financial Markets Corporate
Finance Week, 2012
& 2013,
Gerzensee, Switzerland.
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