Robo-advising: Learning Investor's Risk Preferences via Portfolio Choices (with H. Alsabah, O. Ruiz Lacedelli and M. Stern). Journal of Financial Econometrics. Vol19, No. 2, 369–392, 2021. Invited Paper for the Special Issue on Recent developments/applications in machine learning, big data, and fintech.
Networks, Liquidity, Systemic Risk, and Financial Stability
The Effect of Mortgage Forbearance on Refinancing: Evidence from the CARES Act (with R. Jia and D.A. Rios). CEPR Covid Economics, No. 68, 10 February 2021 (preprint)
Liquidity Modeling for Credit Default Swaps: an overview (with D. Brigo and M.Pedrescu) Credit Risk Frontiers. The suprime crisis, Pricing and Hedging, CVA, MBS, Ratings and Liquidity, edited by T. Bielecki, D. Brigo and F. Patras. Bloomberg Press, Wiley, 2012. (Preprint)