Nonparametric Assessment of Hedge Fund Performance ,” (2018), manuscript, Université de Montréal and TSE, (with Caio Almeida).

“Approximate Analytical Solutions for Consumption and Portfolio Decisions under Recursive Utility and Finite Horizon,” (2017), (with Carlos Campani).

“Optimal Portfolio Strategies in the Presence of Regimes in Asset Returns,” (2017), (with Carlos Campani),

“Limited participation in the joint behavior of asset prices and individual consumptions,” (2017), (with Veronika Czellar and François Le Grand).

“A Macro-finance Model of the Term Structure With Time-varying Market Prices of Risk,” (2015), (with Eric Jondeau and Florian Pelgrin), under revision.

“Funding Liquidity, Market Liquidity and the Cross-section of Stock Returns,” (2016),  (with Jean-Sébastien Fontaine and Sermin Gungor).

“Persistent Monetary Non-neutrality in an Estimated Model With Menu Costs and Partially Costly Information,” (2015) with Marco Bonomo and Carlos Carvalho, under revision.