Fousseni Chabi-Yo, Ph.D.

2005 Université de Montréal, Montréal, Canada 
"Fousseni Chabi-Yo"


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Rene Garcia grad student 2005 Université de Montréal
 (Asymmetry risk, state variables and stochastic discount factor specification in asset pricing models.)
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Bali TG, Cakici N, Chabi-Yo F. (2015) A new approach to measuring riskiness in the equity market: Implications for the risk premium Journal of Banking and Finance. 57: 101-117
Chabi-Yo F, Leisen DPJ, Renault E. (2014) Aggregation of preferences for skewed asset returns Journal of Economic Theory. 154: 453-489
Bali TG, Cakici N, Chabi-Yo F. (2011) A generalized measure of riskiness Management Science. 57: 1406-1423
Chabi-Yo F, Garcia R, Renault E. (2008) State dependence can explain the risk aversion puzzle Review of Financial Studies. 21: 973-1011
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