Other

Other Publications

Fifty shades of QE: Central bankers versus academics, with Elisabeth Kempf, 2020, 
VoxEU, October 5. 

Mutual fund performance and flows under COVID-19, with Blair Vorsatz, 2020, 
VoxEU, July 30. 

Will COVID-19 be followed by inflation? An inter-generational transfer perspective, 2020, 
VoxEU, June 12. 

The Capital Markets Union: Key Challenges, with Franklin Allen, 2019,
Capital Markets Union and Beyond, edited by F. Allen, E. Faia, M. Haliassos, and K. Langenbucher, MIT Press.

Populism: Why in rich countries and good times, with Pietro Veronesi, 2019,
VoxEU, December 12.

A rational backlash against globalization, with Pietro Veronesi, 2018,
VoxEU, September 28.

Explaining the puzzle of high policy uncertainty and low market volatility, with Pietro Veronesi, 2017,
VoxEU, May 25.


Brexit versus Grexit: Why you might call a referendum and then reject its outcome, 2016,
VoxEU, July 4.

Uncertainty and valuations: A comment, with Pietro Veronesi, 2016,
Critical Finance Review 5, 129—134. (solicited comment).

The price of political uncertainty, with Bryan Kelly and Pietro Veronesi, 2014,
VoxEU, March 31.

The index is dead. Long live the index, with John Heaton and Aaron Foss, 2013,
Journal of Indexes, July/August.

Active funds have time on their side, 2012,
Bloomberg View, March 7.

When markets are hostage to political flux, with Pietro Veronesi, 2011,
Bloomberg View, November 9.

A model weighting game in estimating expected returns, 2001,
Financial Times, Mastering Investment, Part Two, May 21.

Articles and lectures in Slovakia (mostly in Slovak).

CRSP Indexes

The methodology for the new investable CRSP Indexes was designed by John Heaton and Lubos Pastor in cooperation with CRSP. See the CRSP website for more information.

On October 2, 2012, Vanguard announced the migration of 16 funds worth $376 billion, including their largest fund, to the new CRSP Indexes. Press releases: CRSPVanguard.