Fousseni Chabi-Yo, Ph.D.
Affiliations: | 2005 | Université de Montréal, Montréal, Canada |
Area:
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"Fousseni Chabi-Yo"Parents
Sign in to add mentor| 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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Publications
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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 |