| Publications Title | Journal Name | Year | ABDC Ranking |
|---|---|---|---|
| The risk and return of equity and credit index options | Journal of Financial Economics | 2024 | A* |
| Modeling Conditional Factor Risk Premia Implied by Index Option Returns | The Journal of Finance | 2024 | A* |
| Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk | Journal of Financial and Quantitative Analysis | 2021 | A* |
| Beta Risk in the Cross-Section of Equities | The Review of Financial Studies | 2020 | A* |
| A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth | Journal of Financial and Quantitative Analysis | 2020 | A* |
| The Factor Structure in Equity Options | The Review of Financial Studies | 2018 | A* |