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Assistant Professor of Finance Marshall School of Business University of Southern California 3670 Trousdale Parkway Bridge Hall 308 Los Angeles, CA 90089-0804 USA |
E-mail: sangvina@marshall.usc.edu Tel: (213) 740 6532 Fax: (213) 740 6650 |
1. "The Expectations Hypothesis", forthcoming, The Encyclopedia of Quantitative Finance.
2.
"Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?", with Jessica Wachter, Journal of Finance 60:179--230, February 2005.
1. "A Parsimonious Arbitrage-Free Model for Stocks and Bonds", October 2009.
2. "Strategic Allocation: The Role of Corporate Bond Indices?", February 2009. (Appendix)
3. "Decomposing Corporate Bond Indices Returns", June 2009.
4. "Common Risk Factors of Corporate Bond Indices", May 2009.
5. "Allocations when Bond and Stock Premia are Time Varying", February 2007
1. "Crises and Contagion", September 2002.