If you have any comments, complaints, and/or suggestions regarding to the
course, please let me know. Your information is anonymous unless you choose to
put your name in the message. Note also that I cannot reply unless you put
your email address in the message.
Rational
Inattention and Portfolio Selection (joint with Lixin
Huang), 2007, Journal of Finance 62, August, No. 4,
1999-2040. "This is an electronic version of an article published in
Journal of Finance complete citation information for the final version of
the paper, as published in the print edition of Journal of Finance, is
available on the Blackwell Synergy online delivery service, accessible via
the journal's website at www.blackwellpublishing.com/journals/jofi or
http://www.blackwell-synergy.com."
Optimal
Consumption and Investment with Transaction Costs and Multiple Risky
Assets, 2004, Journal of Finance 59, No. 1., 289-338. "This is an electronic version of an
article published in Journal of Finance complete citation information for
the final version of the paper, as published in the print edition of
Journal of Finance, is available on the Blackwell Synergy online delivery
service, accessible via the journal's website at
www.blackwellpublishing.com/journals/jofi or
http://www.blackwell-synergy.com."