· Dates for working papers indicate the first version.

· The most recent version is available from the SSRN.

Working Papers

Digging into Commodities (with Harrison Hong), September 2008.

[SSRN]

Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets, November 2007.

[SSRN]

Why Do Household Portfolio Shares Rise in Wealth? (with Jessica A. Wachter), September 2006.

[SSRN]

Implementing the Econometric Methods in “Efficient Tests of Stock Return Predictability” (with John Y. Campbell), March 2005.

[PDF file]

Does School Quality Matter? Returns to Education and the Characteristics of Schools in South Africa (with Anne Case), October 1999.

[NBER]

Ph.D. Thesis

Essays on Consumption and Expected Returns, Harvard University, May 2004.

[PDF file]

· Zellner Thesis Award in Business and Economic Statistics, American Statistical Association, 2005