Fousseni Chabi-Yo
University of Massachusetts Amherst
H-index: 16
North America-United States
Top articles of Fousseni Chabi-Yo
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
A decomposition of conditional risk premia and implications for representative agent models | Management Science | Fousseni Chabi-Yo Johnathan A Loudis | 2023/11/22 |
Generalized bounds on the conditional expected excess return on individual stocks | Management Science | Fousseni Chabi-Yo Chukwuma Dim Grigory Vilkov | 2023/2 |
An intertemporal risk factor model | Johnathan, An Intertemporal Risk Factor Model (January 23, 2023) | Fousseni Chabi-Yo Andrei S Gonçalves Johnathan Loudis | 2023/1/23 |
Never a dull moment: Entropy risk in commodity markets | The Review of Asset Pricing Studies | Fousseni Chabi-Yo Hitesh Doshi Virgilio Zurita | 2023/12/1 |
A factor model for stock returns based on option prices | Available at SSRN 3487947 | Turan G Bali Fousseni Chabi-Yo Scott Murray | 2022/3/31 |
A factor model for stock options | Available at SSRN 4308916 | Turan G Bali Jie Cao Fousseni Chabi-Yo Linjia Song Xintong Zhan | 2022/12/21 |
Conditional Leverage and the Term Structure of Option-Implied Equity Risk Premia | Available at SSRN 4130268 | Fousseni Chabi-Yo Hugues Langlois | 2022/11/23 |
Multivariate crash risk | Journal of Financial Economics | Fousseni Chabi-Yo Markus Huggenberger Florian Weigert | 2022/7/1 |
Maxing Out Entropy: A Conditioning Approach | Available at SSRN 3691907 | Fousseni Chabi-Yo Yan Liu | 2020/9/13 |
The conditional expected market return | Journal of Financial Economics | Fousseni Chabi-Yo Johnathan Loudis | 2020/9/1 |
Distorting arrow-debreu securities: New entropy restrictions implied by the option cross section | Available at SSRN 3519667 | Fousseni Chabi-Yo Yan Liu | 2020 |
Co-Authors
