General equilibrium:
Not too much trade (joint with Ken Judd and Karl Schmedders) jks3.pdf (see also our reply to Bossaerts and Zame, BZ.pdf)
Two-fund separation and bond portfolios (with Ken Judd and Karl Schmedders) jks4.pdf
Partial equilibrium:
Life-cycle portfolio choice (with Steve Davis and Paul Willen) Lifecycle.pdf
Collateral and portfolio choice (with Paul Willen) willen-kubler.pdf