Fundamental Indexation, with Robert D. Arnott and Philip Moore, 2005, Financial Analysts Journal
Cap-Weighted Portfolios are Sub-Optimal Portfolios, 2006, Journal of Investment Management
Noise, CAPM and the Size and Value Effects, with Robert D. Arnott, 2008, Journal of Investment Management
A Model of R&D Valuation and the Design of Research Incentives with Eduardo Schwartz, 2008, Insurance: Mathematics and Economics
A Structural Model for Default Risk with Pedro Santa-Clara and Jesús Saá-Requejo, 2010, Journal of Fixed Income
Performance Attribution: Measuring Dynamic Allocation Skill with Vitali Kalesnik and Brett Myers, 2010, Financial Analysts Journal
Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios with Denis Chaves, Feifei Li and Omid Shakernia, 2011, Journal of Investing.
A Survey of Alternative Equity Index Strategies with Tzee-man Chow, Vitali Kalesnik, and Bryce Little, 2011, Financial Analyst Journal. [2011 CFA Graham and Dodd Scroll Award; 2011 FAJ Readers' Choice Award]
What Drives Equity Market Non-Participation? 2012, North American Journal of Finance and Economics.
Efficient Algorithms for Computing Risk Parity Portfolio Weights with Denis Chaves, Feifei Li and Omid Shakernia, 2012, Journal of Investing.
The Risk in Risk Parity: A Factor-Based Analysis of Asset-Based Risk Parity with Vineer Bhansali, Josh David, Graham Rennison and Feifei Li, 2012, Journal of Investing.
When Sell-Side Analysts Meet High-Volatility Stocks: An Alternative Explanation for the Low-Volatility Puzzle with Hideaki Kudo and Toru Yamada, 2013, Journal of Investment Management.
A Framework for Analyzing Asset Allocation Alpha with Omid Shakernia, 2013, Journal of Index Investing. [2013 William F. Sharpe Award for Best Paper]
The Surprising Alpha from Malkiel's Monkey and Upside-Down Strategies with Robert D. Arnott, Vitali Kalesnik and Phil Tindall, 2013, Journal of Portfolio Management, [2013 Q-Group Conference Selection; 2013 Jacob-Levy/Fabozzi-Bernstein Outstanding Paper Award]
What Drives the Value Effect? Risk versus Mispricing: Evidence from International Markets with Denis Chaves, Vitali Kalesnik and Joseph Shim, 2013, Journal of Investment Management, [2013 JOIM Conference Selection]
A Study of Low-Volatility Portfolio Construction Methods with Tzee-man Chow, Li-lan Kuo and Feifei Li, 2014, Journal of Portfolio Management, [2014 Jacob-Levy/Fabozzi-Bernstein Outstanding Paper Award]
The Folly of Blame: Why Investors Should Care About Their Managers' Culture with Jim Ware and Chuck Heisinger, 2015, Journal of Portfolio Management.
A Framework for Assessing Factors and Implementing Smart Beta Strategies with Vitali Kalesnik and Vivek Viswanathan, 2015, Journal of Index Investing. [2015 William Sharpe Award] Option Writing Strategies in a Low Volatility Framework with Xianfa (Donald) He and Neil Rue, 2015, Journal of Investing]
Can Noise Create the Size and Value Effect? with Robert D. Arnott, Jun Liu, and Harry Markowitz, 2015 Management Science. [2008 AFA Conference Selection; 2010 JOIM Conference Selection]]
Timing Poorly: a guide to generating poor returns while investing in successful strategies with Brett Myers and Ryan Whitby, 2016, Journal of Portfolio Management. [2016 JOIM Conference Selection].
The Self Fulfilling Prophecy of Popular Asset Pricing Model with Bradford Cornell 2016, Journal of Investment Management]
Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Costs with Noah Beck, Vitali Kalesnik and Helge Kostka, 2016, Financial Analyst Journal. [2016 CFA Graham and Dodd Scroll Award]
The Performance Impact of Alternative Methods for Choosing Investment Managers with Bradford Cornell and David Nanigian, 2016, Journal of Portfolio Management.
Does Past Performance Matter in Investment Manager Selection with Bradford Cornell and David Nanigian, 2017, Journal of Portfolio Management.
Anomalies in Chinese A-Shares with Jason Hsu, Vivek Viswanathan, Michael Wang, and Phillip Wool, 2018, Journal of Portfolio Management.
Outperformance Through Investing in ESG in Need with Jason Hsu, Xiaoyang Liu, Keren Shen, Vivek Viswanathan, and Yanxiang Zhao, 2018, Journal of Index Investing.