Publications
2023
How Integrated Are Credit and Equity Markets? Evidence from Index Options, Pierre Collin-Dufresne, Benjamin Junge, Anders B. Trolle, Journal of Finance, forthcoming. Link to SSRN.
Is There a Replication Crisis in Finance? Theis Ingerslev Jensen, Bryan Kelly, and Lasse Heje Pedersen, Journal of Finance, forthcoming. Link to SSRN.
Principal Portfolios, Bryan Kelly, Semyon Malamud, and Lasse Heje Pedersen, Journal of Finance, Vol. 78(1), pp. 347-387. DOI: https://doi.org/10.1111/jofi.13199
The page was last edited by: Department of Finance // 01/18/2023