Alain Monfort

Finance · 2006–2017

A researcher in the Science corpus: 5 papers; trusts 19 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Alain Monfort trusts overall

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

  1. Franc J. G. M. Klaassen
  2. Qiang Dai
  3. Kenneth J. Singleton
  4. Ravi Bansal
  5. P. Cheng
  6. Christian Gouriéroux
  7. Jean-François Cardoso
  8. Aapo Hyvärinen
  9. Jun Pan
  10. Andrew Ang

Who trusts Alain Monfort overall

  1. Anh Le

Papers from Alain Monfort's perspective

Ordered by how strongly the researchers Alain Monfort trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  3. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  4. Specification Analysis of Affine Term Structure Models
  5. Fast and robust fixed-point algorithms for independent component analysis
  6. Generalized autoregressive conditional heteroskedasticity
  7. High-Order Contrasts for Independent Component Analysis
  8. Term premia and interest rate forecasts in affine models
  9. Empirical Dynamic Asset Pricing
  10. A blind source separation technique using second-order statistics

Their papers