Roméo TÉDONGAP
Roméo TÉDONGAP
ESSEC Business School Paris-Singapore
Bestätigte E-Mail-Adresse bei essec.edu - Startseite
TitelZitiert vonJahr
Generalized disappointment aversion, long-run volatility risk, and asset prices
M Bonomo, R Garcia, N Meddahi, R Tédongap
The Review of Financial Studies 24 (1), 82-122, 2010
113*2010
Modeling market downside volatility
B Feunou, MR Jahan-Parvar, R Tédongap
Review of Finance 17 (1), 443-481, 2011
662011
Real economic shocks and sovereign credit risk
P Augustin, R Tédongap
Journal of Financial and Quantitative Analysis 51 (2), 541-587, 2016
64*2016
Consumption volatility and the cross-section of stock returns
R Tédongap
Review of Finance 19 (1), 367-405, 2014
45*2014
A stochastic volatility model with conditional skewness
B Feunou, R Tédongap
Journal of Business & economic statistics 30 (4), 576-591, 2012
39*2012
Risk premium, variance premium, and the maturity structure of uncertainty
B Feunou, JS Fontaine, A Taamouti, R Tédongap
Review of Finance 18 (1), 219-269, 2013
372013
Downside risks and the cross-section of asset returns
A Farago, R Tédongap
Journal of Financial Economics 129 (1), 69-86, 2018
29*2018
Which parametric model for conditional skewness?
B Feunou, MR Jahan-Parvar, R Tédongap
The European Journal of Finance 22 (13), 1237-1271, 2016
272016
Asymmetries and portfolio choice
M Dahlquist, A Farago, R Tédongap
The Review of Financial Studies 30 (2), 667-702, 2016
222016
The long and the short of the risk-return trade-off
M Bonomo, R Garcia, N Meddahi, R Tédongap
Journal of econometrics 187 (2), 580-592, 2015
132015
Implied volatility and skewness surface
B Feunou, JS Fontaine, R Tédongap
Review of Derivatives Research 20 (2), 167-202, 2017
10*2017
Variance premium, downside risk, and expected stock returns
B Feunou, R Lopez Aliouchkin, R Tédongap, L Xu
Paris December 2018 Finance Meeting EUROFIDAI-AFFI, 2017
72017
Asymmetry matters: A high-frequency risk-reward trade-off
JH Breckenfelder, R Tédongap
Available at SSRN 1828283, 2012
52012
Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets
P Augustin, R Tédongap
Swedish House of Finance Research Paper, 2014
3*2014
The Equity Premium and the Maturity Structure of Uncertainty
B Feunou, JS Fontaine, A Taamouti, R Tédongap
Working Paper, Stockholm School of Economics, 2011
22011
The Term Structure of Expected Quadratic Loss and Gain
B Feunou, R Lopez Aliouchkin, R Tédongap, L Xu
Roméo and Xu, Lai, The Term Structure of Expected Quadratic Loss and Gain …, 2019
2019
Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns Internet Appendix
B Feunou, RL Aliouchkin, R Tédongap, L Xu
2019
Variance Premium, Downside Risk, and Expected Stock Returns Online Appendix
B Feunou, RL Aliouchkin, R Tédongap, L Xu
2018
Appendix on the” The Long and the Short of the Risk-Return Trade-Off”
M Bonomo, R Garcia, N Meddahi, R Tédongap
2014
Asymmetries and Portfolio Choice
MD Adám Faragó, R Tédongap
2014
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