Publications

(2020). New and Old Sorts: Implications for Optimal Portfolios.

(2020). Unifying Risk and Return: A Bayesian approach.

(2020). Value Return Predictability Across Asset Classes and Commonalities in Risk Premia. Review of Finance (Forthcoming).

PDF Code DOI Preprint

(2020). New and Old Sorts: Implications for Asset Pricing. SSRN.

PDF Preprint