Fousseni Chabi-Yo

14 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-8200-9372

Isenberg School of Management, University of Massachusetts, Amherst, Massachusetts 01003

Publications

• An Intertemporal Risk Factor Model — Management Science 2025
• A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models — Management Science 2024
• Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks — Management Science 2023
• Multivariate crash risk — Journal of Financial Economics 2022
• The conditional expected market return — Journal of Financial Economics 2020
• The Term Structures of Coentropy in International Financial Markets — Management Science 2019
• New Entropy Restrictions and the Quest for Better-Specified Asset-Pricing Models — Journal of Financial and Quantitative Analysis 2019
• Crash Sensitivity and the Cross Section of Expected Stock Returns — Journal of Financial and Quantitative Analysis 2018
• A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem — The Review of Financial Studies 2018
• Variance bounds on the permanent and transitory components of stochastic discount factors — Journal of Financial Economics 2012
• Pricing Kernels with Stochastic Skewness and Volatility Risk — Management Science 2012
• A Generalized Measure of Riskiness — Management Science 2011
• Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence — The Review of Financial Studies 2008
• State Dependence Can Explain the Risk Aversion Puzzle — The Review of Financial Studies 2008