Econometrica, 1990 to present.
Review of Finance, 1995 to present.
Advances in Mathematical Economics, 1998 to present.
Journal of Financial Economics, 2001 to present.
Mathematics and Financial Economics, 2007 to present.
AEJ: Microeconomics, 2007 to present.
International Journal of Central Banking, 2009 to present.
Stochastic Systems, 2009 to present.
Review of Asset Pricing Studies, 2010 to present.
Institute for Global Finance, University of New South Wales, Senior Fellow.
P.R.I.M.E. Finance Foundation, Panel of Recognized International Market Experts in Finance.
Stanford University, Financial Institution Resolution Group, Member.
Stanford University, Financial and Risk Modeling Institute, Co-Director.
Asian Bureau of Finance and Economics Research, Senior Academic Fellow.
Member, World Economic Forum’s Global Agenda Council on the Global Financial System.
World Economic Forum, The Role of Financial Services in Society, Steering Committee.
SWIFT Institute Advisory Council.
American Academy of Arts and Sciences, Fellow, member of Nominating Committee.
Econometric Society, Fellow and Member of Council, member of Finance Committee, Nominating Committee, and Advisory Board.
National Bureau of Economic Research, Research Associate.
Federal Reserve Bank of New York, Financial Advisory Roundtable.
Financial Economists Roundtable.
Pacific Institute of Mathematical Sciences, Board of Directors.
Working Group on Global Markets, Stanford University.
Squam Lake Group, Member.
Stanford Institute of Economic Policy Research (SIEPR), Senior Fellow.
Society of Financial Econometrics (SoFiE), Fellow.
Hausdorff Research Institute for Mathematics, University of Bonn, Stochastic Dynamics in Economics and Finance, Advisory Board.
Swiss Finance Institute, Scientific Council.
Federal Reserve Bank of Chicago, central clearing.
Incisive Media, public speaking.
Rothwell, Figg, Ernst & Manbeck, Washington DC, Consultation (intellectual property rights).
Lehman Estate (New York), Consulting on litigation-related issues.
Matterhorn Investment Management (hedge fund), Consultation.
Kepos Capital (hedge fund), Academic Advisory Board.
Moody's Corporation, Board of Directors.
iShares, Board of Directors.
PayNet Inc. (estimation of default probabilities).
Public Prosecutor of Milan (valuation of swap agreements).
(Includes activities with at least $5000 in total compensation over the past 3 years)
Past professional and business activities: see Curriculum Vitae.