Fousseni Chabi-Yo

Finance · 2008–2012

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 38 citations into it; #8,167 of 10,518 by trust here, #6,671 by citations
• Economics and Econometrics — 28 citations into it; #19,052 of 23,481 by trust here, #21,405 by citations

Whom Fousseni Chabi-Yo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Yacine Aït-Sahalia
2. Steven Heston
3. Robert J. Barro
4. Lu Zhang
5. René Garcia
6. Alexandre Ziegler
7. Ravi Bansal
8. Andrew W. Lo
9. David S. Bates
10. H. Shefrin

Who trusts Fousseni Chabi-Yo overall

1. Lars Peter Hansen

Papers from Fousseni Chabi-Yo's perspective

Ordered by how strongly the researchers Fousseni Chabi-Yo trusts endorse each paper. Same corpus, a different order for every researcher.

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
2. Nonparametric Risk Management and Implied Risk Aversion
3. Empirical Pricing Kernels
4. The Equity Premium Puzzle
5. The Pricing of Options and Corporate Liabilities
6. Option-Implied Risk Aversion Estimates
7. The Value Premium
8. A Closed-Form GARCH Option Valuation Model
9. Rare Disasters and Asset Markets in the Twentieth Century
10. Post-'87 crash fears in the S&P 500 futures option market

Their papers

• Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors (2012) — 57 citations
• State Dependence Can Explain the Risk Aversion Puzzle (2008) — 124 citations