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Government of the United States of America - Risk Analysis Division
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Stock Buybacks, Corporate Finance, Market Efficiency
Time-varying skewness, GARCH, non-central t-distribution, leverage effect
Risk premium, reward to risk, volatility, skewness, risk premium puzzle, reward for skewness
R&D Benefits and Detriments, Bonds, Agency Conflicts, Option Pricing
credit risk, consumer finance, credit cards, risk management, machine learning, big data
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Foreign Exchange, Predictability, Market Efficiency
Asset Pricing, GMM, Learning, Size Effect
Credit ratings, issuer bias, default risk, financing constraints
Fed Funds Rate, Implied Volatility, Volatility Skew Surface, Greenspan Put.
CAPM, Skewness, Downside Risk, Tail Risk, Momentum, Non-Normality, Markowitz, Efficient Frontier, 3 Factor Model, Risk Premia, Time-Varying Risk
R&D, market efficiency, operating performance
R&D, market efficiency
Mergers and Acquisitions, Operating Performance, Corporate Finance
Asset Pricing, Futures, Volatility
Seasoned Equity Offering, Bonds, Market Efficiency, Wealth Transfer
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