4400 University Drive
Fairfax, VA 22030
United States
http://sites.google.com/view/bohuhome
George Mason University
Graphic Annual Reports, Images, Graph, Visual, Attention, Fundamental Strategy, Anomaly, Big Data
LASSO, Fat Tails, Model Risk, Robust Optimization, Limits to Arbitrage
Position limits, speculation, hedging, liquidity, information asymmetry, imperfect competition, futures, commodity markets
benchmarking, learning technology, attention allocation, price informativeness, market efficiency, asset comovements
Sticky prices, open-loop equilibrium, closed-loop equilibrium, discrete-time games, limit game
