Research


Working Papers





Technological Change under Ambiguity and Climate Policy Risk (with Luis García-Feijóo and Greg Tindall).

A Production-based Sustainable Asset Pricing Model: The ESG Factor under Ambiguity (with Luis García-Feijóo and Greg Tindall).

Capital Structure and the Franchise Decision: A Knightian View.

Ambiguity in the FOREX Market: Two Tales from Japan. 

Correlation Uncertainty and the Intermediary-based Asset Pricing Model.




Publications