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Fousseni Chabi-Yo

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Journal Articles

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2024
[j6]
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  - journals/mansci/ChabiYoL24
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Fousseni Chabi-Yo, Johnathan A. Loudis:
A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models. Manag. Sci. 70(10): 6804-6834 (2024)
2023
[j5]
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Fousseni Chabi-Yo, Chukwuma Dim, Grigory Vilkov:
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. Manag. Sci. 69(2): 922-939 (2023)
2019
[j4]
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Fousseni Chabi-Yo, Riccardo Colacito:
The Term Structures of Coentropy in International Financial Markets. Manag. Sci. 65(8): 3541-3558 (2019)
2014
[j3]
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  - journals/jet/Chabi-YoLR14
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Fousseni Chabi-Yo, Dietmar P. J. Leisen, Eric Renault:
Aggregation of preferences for skewed asset returns. J. Econ. Theory 154: 453-489 (2014)
2012
[j2]
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  - journals/mansci/Chabi-Yo12
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Fousseni Chabi-Yo:
Pricing Kernels with Stochastic Skewness and Volatility Risk. Manag. Sci. 58(3): 624-640 (2012)
2011
[j1]
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Turan G. Bali, Nusret Cakici, Fousseni Chabi-Yo:
A Generalized Measure of Riskiness. Manag. Sci. 57(8): 1406-1423 (2011)

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