Research Papers Presented

Research Papers Presented: January 2017- December 2017

Yale University Cowles Foundation Luncheon, New Haven, CT, March 29th, 2017

Yale University Inspiring Yale Event, New Haven, CT, March 29th, 2017

The Graduate School of CUNY, New York, NY, May 12th, 2017

University of Zurich, Zurich, Switzerland, May 30th, 2017

Federal Reserve Bank of Washington D.C., keynote speaker, June 27th-28th, 2017

International Monetary Fund, Washington D.C., June 29th, 2017

Yale University Herb Scarf Summer Fellows, New Haven, CT, June 6th, 2017

16th Crete Conference, Keynote Speaker, Milos, Greece, July 10-14, 2017

28th International Conference on Game Theory at Stony Brook University, July 17th-21st, 2017

The Stanislaw Ulam Memorial Lecture Series at Santa Fe Institute, Santa Fe, NM, September 25th-September 26th, 2017

Strategic Investment 13th Annual Idea Lab Conference, Washington, D.C., Wednesday, September 27th, 2017

Stanford University, Academic Tribute to Kenneth Arrow, Stanford, CA, Monday, October 9th, 2017

Stephen A. Ross Memorial Conference at MIT, Cambridge, MA, Friday, October 20th, 2017

Research Papers Presented: January 2016- December 2016

MIT/Harvard Theory Seminar, Cambridge, MA, February 3, 2016.

Stanford University Arrow Lectures, Stanford, CA, April 19-20, 2016.

ESRB, Frankfurt, Germany, June 4-7, 2016

ESSFM, Gerzensee, Switzerland, July 18-19, 2016

Fifth Wharton Conference on Liquidity and Financial Crises, Key Note Speaker October 14-15, 2016

Columbia Arrow Lectures, Columbia University, November 10, 2016

Research Papers Presented: January 2015- December 2015

DNB-ECB Conference, Amsterdam, Netherlands, January 29-30, 2015.

The Graduate School of CUNY, February 3, 2015.

Richard Ely Distinguished lecture Series

Central Bank of  Uruguay, Montevideo, August 3-5, 2015.

World Congress of the Econometric Society, Montreal, Canada August 21-22, 2015.

Yale The Club, October 13, 2015

Honoring Hugo Sonnenschein, University of Chicago, October 23-24, 2015.

OECD Complexity of the Economy, Paris, France, October 26, 2015.

NBER/NSF/CEME Mathematical Economics Conference, Key Note Speaker, University of Virginia, November 6-7, 2015.

Research Papers Presented: January 2014- December 2014

31st Annual French Finance Association Conference, Aix-en-Provence, May 19-22, 2014

10th Annual Cowles Conference on General Equilibrium and its Applications, Yale University, April     25-27, 2014.

Final Conference of the Macro-prudential Research (MaRs) Network of the

European System of Central Banks, Frankfurt, Germany, June 23-24, 2014.

13th Crete Conference, Milos, Greece, July 13-17, 2014


Research Papers Presented:  January 2013 – December 2013

   9th Annual Cowles Conference on General Equilibrium and its Applications, Yale University, April 26-28, 2013

            Alexander Brody Memorial Lecture and Dinner, Yeshiva University, New York, NY, April 30, 2013

Bank of Greece Conference, The Crisis in the Euro Area, Athens, Greece, May 23-24, 2013

Conference on Greek Economic Policy, Athens, Greece, May 27-28, 2013

Inaugural China Meeting of the Econometric Society, Beijing, China, June 14-16, 2013

Santa Fe Institute’s Summer Garden Party, Aspen, CO, June 29, 2013

CRETE, Naxos, Greece, July 14-18, 2013

JP Morgan Fellows Program, Organization Department of the CCP (China), The Leverage Cycle:

   Cause and Cure for the Current Crisis, New Haven, CT, August 20, 2013

Federal Reserve Bank of Dallas on “The Causes and Macroeconomic Consequences of Uncertainty,” The Leverage Cycle and Volatility, Dallas, TX, October 3-4, 2013

NBER Conference on “Lessons from the Crisis for Monetary Policy”, Discussant for“Conventional

and Unconventional Monetary Policy with Endogenous Collateral Constraints” by Michael

Woodford Boston, MA, October 18-19, 2013

Research Papers Presented:  January 2012 – December 2012

2012 ASSA Annual Meeting, Chicago, IL, January 4-7, 2012

Mars, Inc. Board of Directors Meeting, February 15, 2012

Bric by Bric, The Emerging Markets Conference on Emerging Markets Finance: Challenges &

Opportunities, Yale Undergraduate Business Society, New Haven, CT, March 24, 2012

8th Annual Cowles Conference on General Equilibrium and its Applications, Yale University, April 27-29, 2012

Whitney Center, New Haven, CT, May 7, 2012

Global ARC London (GARC), London, UK, May 21-23, 2012

Probability, Control and Finance: A Conference in Honor of Ioannis Karatzas, Columbia University, New York, NY, June 7, 2012

Conference in Economic Theory in Honor of Jerry Green, Tel Aviv University, Tel Aviv, Israel, June 13-15, 2012

Bulgarian National Bank Conference, Sofia, Bulgaria, July 5-6, 2012

CRETE, Milos, Greece, July 11-15, 2012

Moderator for Navigating the Leverage Cycle, Inaugural BNY Mellon Global Capital Market Symposium, New York, NY, July 17, 2012

Office of Financial Reform’s Inaugural Workshop, U.S. Department of Treasury, Washington, DC, August 2, 2012

Panelist for a Santa Fe Institute Workshop, Combining Information Theory and Game Theory, Santa

Fe, NM, August 13 – 16, 2012

JP Morgan Fellows Program, Organization Department of the CCP (China), The Leverage Cycle:

   Cause and Cure for the Current Crisis, New Haven, CT, August 21, 2012

WEF-Young Global Leaders Event, State of the Global Economy and Economic Governance, New

Haven, CT, October 8, 2012

Panel Speaker, Yale Economics Panel, The Economy and The Election-The Macroeconomy, Yale

Law School, New Haven, CT, November 1, 2012

The 65th Annual General Meeting of the Hale Foundation, New York, NY, November 7, 2012

Research Conference at the Central Bank of Chile, Santiago, Chile, November 15-16, 2012

Research Papers Presented:  January 2011 – December 2011

SWET Conference, San Luis Obisbo, CA, February 26-27, 2011

Stanford Reading Group, Monica Piazzesi, Martin Schneider, February 2011

Working Group on Economic Policy, Hoover Institution, Stanford University, February 18, 2011

SIEPR Economic Summit, Stanford University, March 11, 2011

Brown Bag Lunch, Stanford Graduate School of Business, March 2011

Memorial for Lionel McKenzie, University of Rochester, March 28, 2011

Symposium on the Subprime Crisis, Yale Law School, April 1, 2011

Yale Economists and the Crisis Panel, Economics Alumni Conference, Yale University, April 9, 2011

Princeton Theory Group, Princeton, NJ, April 14, 2011

Alternative Investments, Hedge Fund of Stewart Greenfield & David Storrs, Southport, CT, April 27, 2011

7th Annual Cowles Conference on General Equilibrium and its Applications, Yale University, April 29 – May 1, 2011

2nd Annual CAIA (Chartered Alternative Investment Analyst Assoc), Global Arc, London, UK, May 11, 2011

Keynote address, 15th International Conference on Macroeconomic Analysis and

International Finance, University of Crete, Rethymno, Greece, May 27, 2011

Graduation Speech, University of Athens Economics and Business, June 1, 2011

75th 22nd Jerusalem Summer School in Economic Theory, The Hebrew University, Jerusalem, June 23, 2011

Anniversary of Keynes General Theory, University of Cambridge, UK, June 20-22, 2011

CRETE, Milos Greece, July 8-13, 2011

Strategic Investment Group, Washington, DC, September 14, 2011

Panel Discussion with President Richard Levin, Yale Law School, October 13, 2011

9th Annual GAAI (Global Absolute Return Congress), Boston, MA, October 18, 2011

The Forum on Young Global Leaders, World Economic Forum, Jackson Institute for Global Affairs, Yale University, October 24, 2011

Annual Business Network and Board of Trustees Symposium, Santa Fe Institute, Santa Fe, NM,

November 5, 2011

Yale Company of Scholars Lecture Series, Yale University, November 15, 2011

The Macroprudential Toolkit: Measurement and Analysis, The Office of Financial Research

Washington, DC, December 2, 2011

Workshop on Asset Prices and the Business Cycle, CREI, Universitat Pompeu Fabra, Barcelona,

Spain, December 15-16, 2011

Research Papers Presented:  January 2010 – December 2010

ASSA Conference, Atlanta, GA, January 3-5, 2010

Finance Macro Conference, Columbia, February 19, 2010

Financial Crisis Inquiry Commission Testimony, Washington, DC, February 27-28, 2010

Finance Seminar at Kellogg SOM, Northwestern, April 7, 2010

Economics Department, Chicago, April 8, 2010

Economics Department, Wisconsin, April 9, 2010

NBER Securitization Working Group, Chicago, April 24, 2010SFI Science Board Symposium, Santa Fe, April 29-May 1, 2010

Peter Diamond Seminar, Boston Fed, May 1, 2010

Testified at House of Representatives Finance Committee, Washington, DC, May 5, 2010

Yale Club of San Diego, May 18, 2010

University of California at San Diego, Economics Department, May 19, 2010

University of California at Los Angeles, Economics Department, May 20, 2010

George Washington University-IMF conference on Financial Regulation, Washington, May 26, 2010

Committee to Establish a National Finance Institute Symposium in Washington DC, June 21, 2010

Agent-Based Modeling of Economy Workshop, Airlie Center, Warrenton, VA, June 27-30, 2010

Tinos, Greece, July 7-11, 2010

Research Papers Presented:  January 2009 – December 2009

Yale Law School, February 13, 2009

Yale Law School, February 17, 2009

Federal Reserve Bank of New York, keynote speaker, February 19-20, 2009

UMinnesota, March 9, 2009

Testified House Subcommittee on Housing March 19, 2009

Bewley conference, Austin Texas, April 3-4, 2009

New York Fed Liquidity conference, April 7, 2009

NBER Macro-annual conference, Cambridge, MA, April 10-11, 2009

Yale President Levin conference on financial crisis, April 14, 2009

Cowles-Caress conference at Yale University, April 17-19, 2009

Columbia Business School lunch seminar, April 21, 2009

Tobin conference, Jacksonville, April 24, 2009

New York Fed workshop, May 7, 2009

Hopkins Speech in honor of distinguished alum Harold Koh, May 8, 2009

Stanford Business School, May 27, 2009

Seoul, Korea, Bank of Korea, June 2-3, 2009

Conference in honor of Andreu Mas-Colell, Barcelona, June 4, 2009

Plenary presentation at summer Econometric society meetings, Boston, June 2009

New Haven, Yale 50th reunion class panel, June 6, 2009

Ischia, Italy, SAET, June 26, 2009

Tinos, Greece, CRETE, July 10, 2009

New York, World Economic Forum, July 16, 2009

Boston, NBER conference on aging, July 22, 2009

Boston, Tobin project, July 23, 2009

Cornell/Penn State Conference, Cornell University, September 26-27, 2009

Systemic Risk Initiative, Santa Fe Institute, New York, October 15-16, 2009

Sloan Foundation 75th Anniversary Symposium, New York, October 19, 2009

XXI International Conference of the “Giordano Dell’Amore” Observatory, Milan Italy,

November 6-7, 2009

Santa Fe Institute, November 12-15, 2009

Federal Reserve Bank of New York, November 20, 2009

Research Dept of IMF, Washington, DC, November 23-25, 2009

Financial Crisis Conference, Michigan, December 4, 2009

Round Table, Federal Reserve, December 11, 2009

Black Rock, New York, December 14, 2009

Research Papers Presented:  January 2008 – December 2008

Yale Theory Workshop March, 2008

Yale Theory Workshop April, 2008

National Press Club Washington conference in honor of Peter Diamond’s George Ball award at NASI, May 29, 2008

Hebrew University, June-July 2008, three talks in honor of Kenneth Arrow

Naxos, Greece, July 2008

Santa Fe Institute, July 2008

Legg Mason, September 2008

Santa Fe retreat September 2008

Board of Governors, Federal Reserve in Washington, October 3, 2008

Congressional Budget Office, November 2008

MIT Department of Economics, December 2008, 1

MIT Department of Economics, December 2008, 2

Research Papers Presented:  January 2007 – December 2007

The Dissenters, New Haven, February 2007

Conference on Measuring and Managing Federal Financial Risk, Northwestern University, February 2007

University of Kyoto, Japan, March 2007

The Club, New Haven, March 2007

Kyoto University, Kyoto Japan, March 2007

Naxos, Greece, July 2007

University of Singapore, Singapore, August 2007

Philadelphia Federal Reserve Bank, November 2007

New York Federal Reserve Bank, December 2007

Cowles Lunch talk, December 2007

Yale dinner talk at the Club, February 2007

Research Papers Presented:  January 2006 – December 2006

Hopkins School Distinguished Alumnus Address, New Haven, May 2006

Fifth Greek Conference on Research in Economic Theory and Econometrics, Rethymnon, Crete, July 2006

SUNY (State University of New York), Universal Game Theory Jamboree in honor of Robert Aumann, July 2006

Society of Actuaries Conference on Retirement Spending, National Press Club, Washington DC, August 2006

NBER Conference on Social Security, Woodstock Vermont, October 2006

IMPA, Rio de Janeiro Brazil, December 2006

Research Papers Presented:  January 2005 – December 2005

University of Pennsylvania, April 2005

Guest Speaker, 2005 Lehman Brothers Liquid Markets Forum, April 2005

University of Illinois (2 talks), May 2005

Princeton University, May 2005

Santa Fe Institute, July 2005

Economic Theory Keynote Lecture, Fourth Conference on Research on Economic Theory and Econometrics, Syros, Greece, July 2005

 Research Papers Presented:  January 2004 – December 2004

Bank of England, March 2004

Oxford University, March 2004

Brookings Panel on Economic Activity, March 2004

Whitney Humanities Center, April 2004

NBER Conference on Asset Pricing, (University of Chicago) April 2004

GAIM, Guest Economist of the Year, Lausanne, Switzerland (2 talks), June 2004

Oxford University, June 2004

International Monetary Fund, June 2004

American Economic Association Meeting, Brown University, June 2004

SUNY, Stony Brook, Invited Speaker, 15th Annual Game Theory Conference, July 2004

Roy Seminar, Paris, November 2004

University of Mannheim, November 2004

University of Bonn, November 2004

University of Athens, December 2004

Université Paris 1 Panthéon-Sorbonne (Visiting Professor) (3 talks), Fall 2004

 Research Papers Presented:  September 2002 – August 2003

Cowles Foundation Lunch Talk, September 2002

MathTable, Undergraduate Mathematics Colloquium, Harvard University, November 2002

Invited Speaker, Conference on Game Theory and Its Applications, Mumbai, India, January 2003

Stanford University, April, 2003

University of Chicago, April 2003

Research Papers Presented:  September 2001 – August 2002

Cowles Foundation Lunch Talk, Yale University, October 2001

Conference in Honor of William Brainard, October 2001

Microeconomic Theory Workshop, Yale University, November 2001

Santa Fe Institute, November 2001

Women’s Club of New Haven, Saybrook College, Yale University, February 2002

Columbia University, Macroeconomic Seminar, February 2002

Cowles Conference on Applied General Equilibrium, Yale University, April 2002

Lehman Brothers Sixth Global Fixed Income Capital Markets Workshop, Aspen, CO, July 2002

International Conference on Game Theory, SUNY, Stony Brook, NY, July 2002

 Research Papers Presented:  September 2000 – August 2001

Economics Department, Columbia University, November 2000

Capital Markets Workshop, London School of Economics, November 2000

Harvard Club of New York, November 2000

Cowles Foundation Conference on Incomplete Markets and Strategic Market Games, April 2001

Economics Department, Boston University, May 2001

Colin Clark Lecture, Australasian Meeting of Econometric Society, Auckland, New Zealand, July 2001

State University of New York, Stony Brook, July 2001

Santa Fe Institute, August 2001

Research Papers Presented:  September 1999 – August 2000

Federal Reserve Bank of New York, September 1999

Standard & Poor’s, Fitch’s, and Moody’s, New York, October 1999

Harvard/MIT Theory Workshop, Harvard University, November 1999

Santa Fe Institute Trustees Symposium, November 1999

General Equilibrium Conference, New York University, April 2000

College of Santa Fe, June 2000

Eleventh Stony Brook Festival on Game Theory, invited address, SUNY, Stony Brook, July 2000

Lehman Brothers, Fourth Global Bond Conference, Chateau Whistler Resort, British Columbia, August 2000

Eighth World Congress Meetings, Econometric Society, invited address, Seattle, August 2000

Research Papers Presented:  January 1999 – August 1999

International Association of Financial Engineers, February 1999

Academia, Venice, Italy, June 1999

Fourth Annual Economics Theory Conference, Rhodes, Greece, June 1999

Department of Economics, University of Siena, Pontignano, Italy, July 1999

Idea Channel, Palmer R. Chitester Fund, 1999 (video with James Tobin)

IAFE Symposium, New York, NY

Research Papers Presented:  January 1998 December 1998

National Academy of Social Insurance Tenth Annual Conference, Washington, DC

Outside Review Committee, Economics Department, New York University

Lehman Brothers Third Global Fixed-Income/Capital Market Workshop/Retreat, Sintra, Portugal

Seminar, Wharton School, University of Pennsylvania

Research Papers Presented:  September 1996 – December 1997

The Wharton School, Rodney L. White Center for Financial Research, 1997

Washington University at St. Louis, 1997

Iowa State University, 1997

Princeton University, 1997

NBER Conference on General Equilibrium, 1997

CORE European Workshop on General Equilibrium, 1997

University of Venice, 1997

Victor Rothschild Memorial Symposia, Institute for Advanced Studies at the Hebrew University of Jerusalem, 1997

Yale Alumni, 1997

Southern Connecticut State University, 1997

Yunch Unlimited, 1997

Research Papers Presented:  September 1995 – August 1996

NBER Conference on Derivatives, University of Chicago, September 1995

IMPA, Rio de Janeiro. Brazil, November 1995

Instituto Tecnologico Autonomo de Mexico, Mexico City, December 1995

First Boston, New York, January 1996

MIT, Luncheon Theory Seminar, January 1996

MIT, Luncheon Theory Seminar, February 1996

European Society of Economic Theory, Venice, Italy, June 1996

Stanford University, SITE Workshop, July 1996

Research Papers Presented:  September 1994 – August 1995

Columbia University, Department of Philosophy, Colloquium on the History of Science and Philosophy, March 1995

Harvard University-MIT Theory Workshop, March 1995

NBER Conference on General Equilibrium, University of Chicago, April 1995

CORE, University of Louvain-la-Neuve, May 1995

New York Metro INFORMS, the Penn Club, June 1995

SUNY, Stony Brook Conference, July 1995

Santa Fe Institute, Santa Fe, August 1995

Research Papers Presented:  September 1993 – August 1994

New York University Department, October 1993

University of Pennsylvania, Economics Department, November 1993

SUNY, Stony Brook Economics Department, December 1993

Stanford University-University of California, Berkeley, joint symposium, January 1994

University of California, Los Angeles, Economics Department, January 1995

Northwestern University, MEDS, March 1994

University of Athens Business School, April 1994

KEPE, Greek Council of Economic Advisors, Athens, April 1994

University of Thessalonica, Salonika, Greece, April 1994

Research Papers Presented:  September 1991 – August 1992

Santa Fe Institute, September 1991

University of Chicago, December 1991

University of California, Los Angeles, March 1992

Atlanta Federal Reserve Bank, April 1992

Washington D.C. Conference on Coordination, April 1992

Santa Fe Institute Conference, Conference on Biology and Economics, April 1992

SUNY, Albany, May 1992

CORE, Louvain-la-Neuve, Belgium, May-June 1992

Hebrew University, Jerusalem, June 1992

SUNY, Stony Brook Conference, July 1992

 Research Papers Presented:  September 1989 – August 1990

Carnegie-Mellon University, October 1989

University of Illinois, October, 1989

University of California, Berkeley, November 1989

New York University, November 1989

Allied Social Science Association Meetings, Atlanta, December, 1989

Harvard University, March 1990

IBM-Asilomar Conference Center, Symposium on Theoretical Aspects about Reasoning about Knowledge, Monterey, California, March 1990

Columbia University, April 1990

 Research Papers Presented:  September 1988 – August 1989

University of Bologna, (Value and Capital Fifty Years Later Conference), September 1988

Princeton University, September 1988

University of Michigan, October 1988

Tulane University, January 1989

Massachusetts Institute of Technology, March 1989

Santa Fe Institute, June 1989

Stanford University (IMSSS), August 1989

Research Papers Presented:  September 1987 – August 1988

Indira Gandhi Institute for Economic Development,

Bombay, December 1987

Indian Statistical Institute, New Delhi, December 1987

KEPE, Athens, May 1988

University of Bonn, June 1988

Ohio State University, Columbus, July 1988

Research Papers Presented:  January 1987 – August 1987

Stanford University, May 1987

University of Pennsylvania, March 1987

Cambridge University, May 1987

Université Catholique de Louvain, Louvain-la-Neuve, June 1987

Autonomous University of Barcelona, June 1987

Stanford University, (IMSSS), July-August 1987

Research Papers Presented:  January 1986 – December 1986

University of California, Berkeley, January 1986

University of California, Los Angeles, February 1986

Massachusetts Institute of Technology, April 1986

Cambridge University, May 1986

London School of Economics, May 1986

Université Catholique de Louvain-la-Neuve, May 1986

Stanford University, November 1986

Research Papers Presented:  September 1984 – August 1985

Hebrew University, Jerusalem, March 1985

NBER Conference on Mathematical Economics, Cambridge, Massachusetts, May 1985

International Conference on Nonlinear Economic Dynamics, Paris, June 1985

Stanford University (IMSSS), August 1984

 Research Papers Presented:  September 1983 – August 1984

University of California, Berkeley, November 1983

University of Minnesota, February 1984

University of Pennsylvania, March 1984

Northwestern University, April 1984

University of Chicago, April 1984

Princeton University, April 1984

Stanford University (Econometric Society Summer Session), June 1984

Stanford University (IMSSS), July 1984

University of California, Berkeley, August 1984

Stanford University (IMSSS), August 1984

Research Papers Presented:  September 1982 – June 1983

Harvard University, November 1982

Boston University, November 1982

University of Pennsylvania, March 1983

Princeton University, February 1983

Columbia University, February 1983

University of Pennsylvania, February 1983

University of Minnesota, February 1983

University of California, Berkeley, March 1983

Stanford Graduate School of Business, March 1983

University of Alaska, Anchorage, March 1983

Stanford Graduate School of Business May 1983

Research Papers Presented:  September 1981 June 1982

Cowles Foundation, Yale University, October 1981

Columbia University, November 1981

University of Pennsylvania, January 1982

Harvard University, February 1982

Princeton University, March 1982

NBER Conference on Mathematical Economics, Northwestern University, March 1982

Chicago University, April 1982

NBER Conference on Time and Uncertainty, Northwestern University, April 1982

Game Theory Conference, Yale University, May 1982

Research Papers Presented:  July 1980 – September 1981

Institute for Mathematical Studies in the Social Sciences, Stanford University, July-August 1980

Symposium on Information and Uncertainty, October 1980, Kellogg School of Management, Northwestern University