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Fousseni Chabi-Yo
Information about the author Fousseni Chabi-Yo will soon be added to the site.
Found
2 papers
in total
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Pricing Kernels with Stochastic Skewness and Volatility Risk
2012
I derive pricing kernels in which the market volatility is endogenously determined....
A Generalized Measure of Riskiness
2011
This paper proposes a generalized measure of riskiness that nests the original...
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