Browsing All of EconStor by Author Chabi-Yo, Fousseni
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2007 | Implications of asymmetry risk for portfolio analysis and asset pricing | Chabi-Yo, Fousseni; Leisen, Dietmar; Renault, Eric |
2007 | A no-arbitrage analysis of macroeconomic determinants of term structures and the exchange rate | Chabi-Yo, Fousseni; Yang, Jun |
2008 | On portfolio separation theorems with heterogeneous beliefs and attitudes towards risk | Chabi-Yo, Fousseni; Ghysels, Eric; Renault, Eric |
2010 | Idiosyncratic coskewness and equity return anomalies | Chabi-Yo, Fousseni; Yang, Jun |
2021 | Multivariate crash risk | Chabi-Yo, Fousseni; Huggenberger, Markus; Weigert, Florian |