Chabi-Yo, Fousseni
VIAF ID: 44043721 ( Personal )
Permalink: http://viaf.org/viaf/44043721
Preferred Forms
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- 100 1 _ ‡a Chabi-Yo, Fousseni
- 100 1 _ ‡a Chabi-Yo, Fousseni
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4xx's: Alternate Name Forms (1)
Works
Title | Sources |
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Asymmetry risk, state variables and stochastic discount factor specification in asset pricing models. | |
Conditioning information and variance bounds on pricing kernels with higher-order moments : theory and evidence | |
Idiosyncratic coskewness and equity return anomalies | |
Implications of asymmetry risk for portfolio analysis and asset pricing | |
On portfolio separation theorems with heterogeneous beliefs and attitudes towards risk | |
State dependence in fundamentals and preferences explains risk-aversion puzzle, 2005: | |
The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments |