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, 2011 | 153* | 2011 |
Real economic shocks and sovereign credit risk P Augustin, R Tédongap Journal of Financial and Quantitative Analysis 51 (2), 541-587, 2016 | 124* | 2016 |
Downside risks and the cross-section of asset returns A Farago, R Tédongap Journal of Financial Economics 129 (1), 69-86, 2018 | 114 | 2018 |
Modeling market downside volatility B Feunou, MR Jahan-Parvar, R Tédongap Review of Finance 17 (1), 443-481, 2013 | 114 | 2013 |
Asymmetries and portfolio choice M Dahlquist, A Farago, R Tédongap The Review of Financial Studies 30 (2), 667-702, 2017 | 67 | 2017 |
Consumption volatility and the cross-section of stock returns R Tédongap Review of Finance 19 (1), 367-405, 2015 | 63* | 2015 |
Which parametric model for conditional skewness? B Feunou, MR Jahan-Parvar, R Tédongap The European Journal of Finance 22 (13), 1237-1271, 2016 | 55 | 2016 |
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, 2014 | 54 | 2014 |
A stochastic volatility model with conditional skewness B Feunou, R Tédongap Journal of Business & economic statistics 30 (4), 576-591, 2012 | 47* | 2012 |
Loss uncertainty, gain uncertainty, and expected stock returns B Feunou, R Lopez Aliouchkin, R Tédongap, L Xu Roméo and Xu, Lai, Loss Uncertainty, Gain Uncertainty, and Expected Stock …, 2019 | 46* | 2019 |
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 | 26 | 2015 |
Disappointment aversion, term structure, and predictability puzzles in bond markets P Augustin, R Tédongap Management Science 67 (10), 6266-6293, 2021 | 13* | 2021 |
Implied volatility and skewness surface B Feunou, JS Fontaine, R Tédongap Review of derivatives research 20, 167-202, 2017 | 13* | 2017 |
Asymmetry matters: A high-frequency risk-reward trade-off J Breckenfelder, R Tédongap Available at SSRN 1828283, 2012 | 13 | 2012 |
The changing landscape of treasury auctions S Amin, R Tédongap Journal of Banking & Finance 148, 106714, 2023 | 6 | 2023 |
Downside risk and the cross-section of corporate bond returns P Augustin, LF Cong, R Lopez Aliouchkin, R Tédongap Proceedings of Paris December 2020 Finance Meeting EUROFIDAI-ESSEC, 2020 | 4 | 2020 |
The economic value of TIPS arbitrage mispricing V Dedes, R Tédongap Available at SSRN 3512853, 2018 | 3 | 2018 |
Portfolio Optimization and Asset Pricing Implications under Returns Non-Normality Concerns R Tédongap, J Tinang Finance 43 (1), 47-94, 2022 | 2 | 2022 |
The term structures of expected loss and gain uncertainty B Feunou, RL Aliouchkin, R Tédongap, L Xu Journal of Financial Econometrics 18 (3), 473-501, 2020 | 2 | 2020 |
Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses F Declerck, P Hikouatcha, G Tchoffo, R Tédongap Energy Economics 128, 107127, 2023 | 1 | 2023 |