Permanent shocks, signal extraction, and portfolio selection, with Korhan Nazliben, Journal of Economic Dynamics and Control, 2018, Volume 92, 47-68.

Purchasing an annuity now or later? The role of interest rates, with Markwat, T., and R. Molenaar, Bankers, Markets & Investors, 2016, ESKA Publishing, issue 142, 4-17.

Momentum and Mean Reversion in Strategic Asset Allocation, with Ralph Koijen and Alessandro Sbuelz, Management Science, 2009, 55(7), 1199-1213.

Measuring Financial Contagion: A Copula Approach, Journal of Empirical Finance, 2007, 14, 401-423.

Consumption, the Persistence of Shocks, and Asset Price Volatility, Journal of Monetary Economics, 2006, 53, 1741-1760. Lead article.