Regulation of Bank Proprietary Trading Post 2007-09 Crisis: An Examination of the Basel Framework and Volcker Rule, 2021, with Gordon J. Alexander and Shu Yan, Journal of International Money and Finance 119, 102490.
Portfolio Selection with Mental Accounts: An Equilibrium Model with Endogenous Risk Aversion, 2020, with Gordon J. Alexander and Shu Yan, Journal of Banking and Finance 110, 105599.
Bank Capital Regulation of Trading Portfolios: An Assessment of the Basel Framework, 2017, with Gordon J. Alexander, Journal of Money, Credit and Banking 49, 603–634.
On Regulatory Responses to the Recent Crisis: An Assessment of the Basel Market Risk Framework and the Volcker Rule, 2015, with Gordon J. Alexander and Shu Yan, Financial Markets, Institutions and Instruments 24, 87–125 [Lead Article].
Bank Regulation and International Financial Stability: A Case against the 2006 Basel Framework for Controlling Tail Risk in Trading Books, 2014, with Gordon J. Alexander and Shu Yan, Journal of International Money and Finance 43, 107–130.
A Comparison of the Original and Revised Basel Market Risk Frameworks for Regulating Bank Capital, 2013, with Gordon J. Alexander and Shu Yan, Journal of Economic Behavior and Organization 85, 249–268.
When More is Less: Using Multiple Constraints to Reduce Tail Risk, 2012, with Gordon J. Alexander and Shu Yan, Journal of Banking and Finance 36, 2693-2716.
Active Portfolio Management with Benchmarking: A Frontier Based on Alpha, 2010, with Gordon J. Alexander, Journal of Banking and Finance 34, 2185–2197.
Reducing Estimation Risk in Optimal Portfolio Selection When Short Sales Are Allowed, 2009, with Gordon J. Alexander and Shu Yan, Managerial and Decision Economics 30, 281–305 [Lead Article].
Stress Testing by Financial Intermediaries: Implications for Portfolio Selection and Asset Pricing, 2009, with Gordon J. Alexander, Journal of Financial Intermediation 18, 65–92.
Active Portfolio Management with Benchmarking: Adding a Value-at-Risk Constraint, 2008, with Gordon J. Alexander, Journal of Economic Dynamics and Control 32, 779–820.
Mean-Variance Portfolio Selection with 'at-Risk' Constraints and Discrete Distributions, 2007, with Gordon J. Alexander and Shu Yan, Journal of Banking and Finance 31, 3761–3781.
Does the Basle Capital Accord Reduce Bank Fragility? An Assessment of the Value-at-Risk Approach, 2006, with Gordon J. Alexander, Journal of Monetary Economics 53, 1631–1660.
A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model, 2004, with Gordon J. Alexander, Management Science 50, 1261–1273.
Economic Implications of Using a Mean-VaR Model for Portfolio Selection: A Comparison with Mean-Variance Analysis, 2002, with Gordon J. Alexander, Journal of Economic Dynamics and Control 26, 1159–1193.
A Note on the Rights Valuation Formula Commonly Presented in Finance Textbooks, 2001, with Gordon J. Alexander, Journal of Applied Finance 11, 102–109.
Regulation of Bank Proprietary Trading: An Assessment of the Reforms after the Great Recession and Directions for Possible Improvement, 2021, Banking & Financial Services Policy Report 40, 1–13.
