René Garcia

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

ORCID: 0000-0003-2780-2671

Department of Economics, Université de Montréal, and Toulouse School of Economics; Université de Montréal & Toulouse School of Economics

Publications

• Intermediary Leverage Shocks and Funding Conditions — The Journal of Finance 2025
• High-Frequency Tail Risk Premium and Stock Return Predictability — Journal of Financial and Quantitative Analysis 2024
• Economic Implications of Nonlinear Pricing Kernels — Management Science 2017
• A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns — Journal of Financial and Quantitative Analysis 2014
• Bond Liquidity Premia — The Review of Financial Studies 2012
• Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices — The Review of Financial Studies 2011
• State Dependence Can Explain the Risk Aversion Puzzle — The Review of Financial Studies 2008
• Proper Conditioning for Coherent VaR in Portfolio Management — Management Science 2007
• Asymptotic Properties of Monte Carlo Estimators of Derivatives — Management Science 2005
• A Monte Carlo Method for Optimal Portfolios — The Journal of Finance 2003
• Tail Risk and Asset Prices in the Short-Term — Review of Finance