//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On portfolio separation theore...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Undetermined
2
Type of publication
All
Article
112
Language
All
Undetermined
107
French
3
English
2
Author
All
Ghysels, Eric
79
Renault, Eric
27
Chabi-Yo, Fousseni
8
Andreou, Elena
7
Hall, Alastair
6
Valkanov, Rossen
6
Guay, Alain
5
Anderson, Evan W.
4
Garcia, René
4
Juergens, Jennifer L.
4
Santa-Clara, Pedro
4
Chen, Xilong
3
Dufour, Jean-Marie
3
Pastorello, Sergio
3
Sinko, Arthur
3
Sohn, Bumjean
3
Swanson, Norman R.
3
Touzi, Nizar
3
Antoine, Bertille
2
Campbell, Bryan
2
Cao, Charles
2
Carrasco, Marine
2
Chabot, Benjamin
2
Cherkaoui, Mouna
2
Chernov, Mikhail
2
Engle, Robert F.
2
Florens, Jean-Pierre
2
Granger, Clive W.J.
2
Hatheway, Frank
2
Jagannathan, Ravi
2
Jasiak, Joanna
2
Kourtellos, Andros
2
Lee, Hahn Shik
2
Meddahi, Nour
2
Ng, Serena
2
Patilea, Valentin
2
Pereira, João Pedro
2
Perron, Pierre
2
Siklos, Pierre L.
2
Tauchen, George
2
more ...
less ...
Published in...
All
Journal of econometrics
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
The review of financial studies
8
Journal of empirical finance
6
Econometric theory
4
Journal of financial economics
4
The review of economics and statistics
4
Working paper / National Bureau of Economic Research, Inc
4
Econometric reviews
3
L' Actualité économique : revue trimest.
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of finance : the journal of the American Finance Association
3
Journal of economic dynamics & control
2
L' économétrie appliquée
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Annales d'économie et de statistique
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics & philosophy
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
International economic review
1
Journal de la Société Française de Statistique
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of international money and finance
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Southern economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The Manchester School
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of futures markets
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
523
RePEc
286
EconStor
20
BASE
4
USB Cologne (EcoSocSci)
2
Other ZBW resources
2
more ...
less ...
Showing
1
-
10
of
112
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
THE ET INTERVIEW: CHRISTIAN GOURIÉROUX AND ALAIN MONFORT
Ghysels, Eric
;
Renault, Eric
- In:
Econometric theory
28
(
2012
)
4
,
pp. 889-915
Persistent link: https://www.econbiz.de/10009996870
Saved in:
4
Pricing Kernels with Stochastic Skewness and Volatility Risk
Chabi-Yo, Fousseni
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 624-641
Persistent link: https://www.econbiz.de/10009842796
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip
;
Chabi-Yo, Fousseni
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 191-209
Persistent link: https://www.econbiz.de/10009979029
Saved in:
8
Explaining the idiosyncratic volatility puzzle using Stochastic Discount Factors
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1971-1984
Persistent link: https://www.econbiz.de/10009030540
Saved in:
9
A Generalized Measure of Riskiness
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1406-1424
Persistent link: https://www.econbiz.de/10009252594
Saved in:
10
L'analyse économétrique et la saisonnalité
Ghysels, Eric
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10009898939
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->