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37
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36
French
1
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Renault, Eric
27
Chabi-Yo, Fousseni
8
Garcia, René
4
Leisen, Dietmar P.J.
4
Pastorello, Sergio
3
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3
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2
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2
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2
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2
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Journal of econometrics
10
The review of financial studies
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Econometric theory
2
Journal of economic dynamics & control
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Annales d'économie et de statistique
1
Econometric reviews
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
Journal de la Société Française de Statistique
1
Journal of banking & finance
1
Journal of financial economics
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Review of financial economics : RFE
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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OLC EcoSci
ECONIS (ZBW)
198
RePEc
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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
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
Pricing the American put option: A detailed convergence analysis for binomial models
Leisen, Dietmar P.J.
- In:
Journal of economic dynamics & control
22
(
1998
)
8-9
,
pp. 1419-1444
Persistent link: https://www.econbiz.de/10006788550
Saved in:
4
Stock Evolution Under Stochastic Volatility: A Discrete Approach
Leisen, Dietmar P.J.
- In:
The journal of derivatives : the official publication …
8
(
2000
)
2
,
pp. 9-27
Persistent link: https://www.econbiz.de/10005953658
Saved in:
5
Equilibrium open interest
Judd, Kenneth L.
;
Leisen, Dietmar P.J.
- In:
Journal of economic dynamics & control
34
(
2010
)
12
,
pp. 2578-2601
Persistent link: https://www.econbiz.de/10008715762
Saved in:
6
Staged venture capital contracting with ratchets and liquidation rights
Leisen, Dietmar P.J.
- In:
Review of financial economics : RFE
21
(
2012
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10009830675
Saved in:
7
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:
8
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:
9
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:
10
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
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