[7] Beyond Volatility Timing: The Hidden Power of Target Timing in Portfolio Management, Journal of Portfolio Management, forthcoming.
[6] Market Neutrality and Beta Crashes, Journal of Empirical Finance, January 2025, Volume 80, 101577.
[5] Improving Volatility-Managed Portfolios in Real Time, Critical Finance Review, 2025, forthcoming.
[4] Enhancing Betting Against Beta with Stochastic Dominance, Journal of Empirical Finance, 2024, Volume 76, 101465. with Olga Kolokolova
[3] Efficient Portfolios and Extreme Risks: A Pareto-Dirichlet Approach, Annals of Operations Research, 2024, Volume 335, pages 261–292. with Olivier Le Courtois
[2] Semivariance Below the Maximum: Assessing the Performance of Economic and Financial Prospects, Journal of Economic Behavior & Organization, 2023, Volume 209, pages 185-199. with Olivier Le Courtois
[1] Is the Index Efficient? A Worldwide Tour with Stochastic Dominance, Journal of Financial Markets, 2022, Volume 59, Part B, 100660. with Olga Kolokolova and Olivier Le Courtois
