Concepedia
Statistics
Publications
24
Citations
1.1K
H-Index
16
Active since
2007
Affiliations
University of Massachusetts Amherst(Current)
Fisher College
Bank of Canada
Temple University
Fox College
Fousseni Chabi-Yo is an author at University of Massachusetts Amherst specializing in asset pricing, business, and finance.
Top concepts
FinanceBusinessAsset PricingFinancial EconomicsEconomicsManagementEmpirical FinanceStatisticsOption PricingEngineering
Publications per year
2007–2023
Crash sensitivity and the cross section of expected stock returns
Fousseni Chabi-Yo, Stefan Ruenzi, Florian Weigert · MADOC (University of Mannheim) · 2018 · 174 citations
Empirical Finance, Financial Economics, Asset Pricing +15
Pricing Kernels with Stochastic Skewness and Volatility Risk
Fousseni Chabi-Yo · Management Science · 2011 · 151 citations
Option Pricing, Multivariate Stochastic Volatility, Volatility Modeling +15
State Dependence Can Explain the Risk Aversion Puzzle
Fousseni Chabi-Yo, René García, Éric Renault · Review of Financial Studies · 2007 · 135 citations
Engineering, Behavioral Decision Making, Choice Theory +24
The conditional expected market return
Fousseni Chabi-Yo, Johnathan Loudis · Journal of Financial Economics · 2020 · 101 citations
Expectation Formation, Economics, Conditional Expected Market +6
A Generalized Measure of Riskiness
Turan G. Bali, Nusret Cakici, Fousseni Chabi-Yo · Management Science · 2011 · 62 citations
Generalized Options, Financial Risk Management, Risk Metric +25
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