Research

A collection of my papers, in their various states

Working Papers

  1. Entity Neutering [SSRN] [Code] by Joseph Engelberg, Asaf Manela, William Mullins, and Luka Vulicevic

Inactive Papers

  1. Bayesian Pockets of Cross-Sectional Predictability by Luka Vulicevic
  2. Arbitrage Between Retail and Secondary Markets, Time Will Tell [SSRN] by Luka Vulicevic and Mitchell Riddell

Nothing takes place in the world whose meaning is not that of some maximum or minimum.
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Leonhard Euler