Fousseni Chabi-Yo

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 2

Top Topics

Trading Strategies

Financial Markets

Possibilistic Logic

Top Venues

J. Econ. Theory

Publications

Fousseni Chabi-Yo, Chukwuma Dim, Grigory Vilkov
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. Manag. Sci. 69 (2) (2023)
Fousseni Chabi-Yo, Riccardo Colacito
The Term Structures of Coentropy in International Financial Markets. Manag. Sci. 65 (8) (2019)
Fousseni Chabi-Yo, Dietmar P. J. Leisen, Eric Renault
Aggregation of preferences for skewed asset returns. J. Econ. Theory 154 (2014)
Fousseni Chabi-Yo
Pricing Kernels with Stochastic Skewness and Volatility Risk. Manag. Sci. 58 (3) (2012)
Turan G. Bali, Nusret Cakici, Fousseni Chabi-Yo
A Generalized Measure of Riskiness. Manag. Sci. 57 (8) (2011)