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State Dependence Can Explain the Risk Aversion Puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2013) 2, pp. 973-972
Persistent link: https://www.econbiz.de/10010113669
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State Dependence Can Explain the Risk Aversion Puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2008) 2, pp. 973-1012
Persistent link: https://www.econbiz.de/10007984217
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State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2008) 2, pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
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Conditioning information and variance bounds on pricing kernels with higher-order moments : theory and evidence
Chabi-Yo, Fousseni - In: The review of financial studies 21 (2008) 1, pp. 181-231
Persistent link: https://www.econbiz.de/10003716152
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Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence
Chabi-Yo, Fousseni - In: The review of financial studies 21 (2013) 1, pp. 181-180
Persistent link: https://www.econbiz.de/10010113678
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Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence
Chabi-Yo, Fousseni - In: The review of financial studies 21 (2008) 1, pp. 181-232
Persistent link: https://www.econbiz.de/10007917713
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A recovery that we can trust? : deducing and testing the restrictions of the recovery theorem
Bakshi, Gurdip S.; Chabi-Yo, Fousseni; Gao, Xiaohui - In: The review of financial studies 31 (2018) 2, pp. 532-555
Persistent link: https://www.econbiz.de/10011925241