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Computer Physics Communications, ISSN 0010-4655, 2011, Volume 182, Issue 4, pp. 1034 - 1046
Journal Article
Physical Review Letters, ISSN 0031-9007, 02/2017, Volume 118, Issue 5, p. 052002
Measurements of the cross section for producing b quarks in the reaction pp -> b (b) over barX are reported in 7 and 13 TeV collisions at the LHC as a function... 
RATIO | QCD | DECAYS | ROOT-S=7 TEV | LHC | PHYSICS, MULTIDISCIPLINARY | Hadrons | Uncertainty | Large Hadron Collider | Collisions | Decay | Mathematical models | Cross sections | Muons | Physics - High Energy Physics - Experiment | Física de partícules | Experiments | Particle physics | Physics | High Energy Physics - Experiment | PHYSICS OF ELEMENTARY PARTICLES AND FIELDS
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 02/2020, Volume 135, Issue 2, pp. 271 - 292
We construct a robust stochastic discount factor (SDF) summarizing the joint explanatory power of a large number of cross-sectional stock return predictors.... 
Factor models | Shrinkage | SDF | Cross section | Machine learning | ANOMALIES | BIAS | RETURNS | BUSINESS, FINANCE | MODELS | ECONOMICS | STOCKS | SELECTION | Analysis | Candidates | Securities markets | Stochastic models | Five factor model | Power
Journal Article
The Journal of Finance, ISSN 0022-1082, 2/2006, Volume 61, Issue 1, pp. 259 - 299
We examine the pricing of aggregate volatility risk in the cross-section of stock returns. Consistent with theory, we find that stocks with high sensitivities... 
Stock prices | Construction aggregate | Investment risk | Price volatility | Volatility | Expected returns | Liquidity | Price momentum | Financial portfolios | Analytical forecasting | DISTRIBUTIONS | BUSINESS, FINANCE | PRICES | GAINS | EQUILIBRIUM | NEWS | RISK | ECONOMICS | STOCHASTIC VOLATILITY | MODEL | OPTIONS | CONSUMPTION | Prices and rates | Stocks | Forecasts and trends | Rate of return | Analysis | Volatility (Finance)
Journal Article
Physics Letters B, ISSN 0370-2693, 02/2016, Volume 753, Issue C, pp. 629 - 638
Journal Article
Physical Review Letters, ISSN 0031-9007, 02/2017, Volume 118, Issue 7, p. 071301
New constraints are presented on the spin-dependent weakly-interacting-massive- particle-(WIMP-) nucleon interaction from the PandaX-II experiment, using a... 
PHYSICS, MULTIDISCIPLINARY | SEARCHES | Couplings | Confidence intervals | Dark matter | Exposure | Nuclei | Cross sections | Standards
Journal Article