Fousseni Chabi-Yo

6편

• An Intertemporal Risk Factor Model
  ms · 2024 · 인용 3 · Financial Markets and Investment Strategies
• A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models
  ms · 2023 · 인용 11 · Financial Markets and Investment Strategies
• Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks
  ms · 2022 · 인용 47 · Financial Markets and Investment Strategies
• The Term Structures of Coentropy in International Financial Markets
  ms · 2018 · 인용 4 · Complex Systems and Time Series Analysis
• Pricing Kernels with Stochastic Skewness and Volatility Risk
  ms · 2011 · 인용 151 · Stochastic processes and financial applications
• A Generalized Measure of Riskiness
  ms · 2011 · 인용 62 · Financial Markets and Investment Strategies