Group by: Item Type | Date | No Grouping
Jump to: 1977 | 2010 | 2011 | 2015 | 2016 | 2017 | 2019 | 2020 | 2024 | 2025
Number of items: 16.

1977

Garcia, RenéIdRef and Laffont, Jean-JacquesIdRef (1977) Disequilibrium Econometrics for Business Loans. Econometrica, 45 (5). pp. 1187-1204.

2010

Bonomo, Marco, Garcia, RenéIdRef, Meddahi, NourIdRef and Tédongap, RoméoIdRef (2010) Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices. TSE Working Paper, n. 10-187

2011

Bonomo, Marco, Garcia, RenéIdRef, Meddahi, NourIdRef and Tédongap, RoméoIdRef (2011) Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices. Review of Financial Studies, 24 (1). pp. 82-122.

2015

Bonomo, Marco, Garcia, RenéIdRef, Meddahi, NourIdRef and Tédongap, RoméoIdRef (2015) The long and the short of the risk-return trade-off? Journal of Econometrics, 187 (n°2). pp. 580-592.

2016

Fontaine, Jean-Sébastien, Garcia, RenéIdRef and Gungor, Sermin (2016) Funding Liquidity, Market Liquidity and the Cross-section of Stock Returns. , Toulouse

2017

Almeida, Caio, Ardison, Kim, Garcia, RenéIdRef and Vicente, Jose (2017) Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy. Journal of financial econometrics, 15 (3). pp. 418-426.

Almeida, Caio, Ardison, Kim, Garcia, RenéIdRef and Vicente, Jose (2017) Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy. Journal of financial econometrics, 15 (3). pp. 418-426.

Almeida, Caio, Ardison, Kim, Garcia, RenéIdRef and Vicente, Jose (2017) Non-Parametric Tail Risk, Stock Returns and the Macroeconomy. Journal of financial econometrics, 15 (3). pp. 333-376.

2019

Campania, Carlos Heitor and Garcia, RenéIdRef (2019) Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon. The North American Journal of Economics and Finance, 48. pp. 364-384.

Garcia, RenéIdRef and Meddahi, NourIdRef (2019) Prime de risque et prix du risque sur les actions. Revue d'économie financière (n° 133). pp. 199-211.

2020

Almeida, Caio, Ardison, Kim and Garcia, RenéIdRef (2020) Nonparametric assessment of hedge fund performance. Journal of Econometrics, vol. 214 (n° 2). pp. 349-378.

2024

Almeida, Caio, Ardison, Kim, Freire, Gustavo, Garcia, RenéIdRef and Orlowski, Piotr (2024) High-Frequency Tail Risk Premium and Stock Return Predictability. Journal of Financial and Quantitative Analysis, vol.59 (n°8). pp. 3633-3670.

Garcia, RenéIdRef, Corazza, MarcoIdRef, Shah Khan, Faisal, La Torre, DavideIdRef and Masri, Hatem (2024) Artificial Intelligence for Finance - Preface. In: Artificial Intelligence and Beyond for Finance World Scientific Publishing Europe. Series “Transformations in Banking, Finance and Regulation” Londres ISBN 978-1-80061-520-5

Corazza, MarcoIdRef, Garcia, RenéIdRef, Shah Khan, Faisal, La Torre, DavideIdRef and Masri, Hatem, eds. (2024) Artificial Intelligence and Beyond for Finance. Collection « Transformations in Banking, Finance and Regulation », vol. 15. World Scientific Publishing Europe Londres ISBN 9781800615205

Garcia, RenéIdRef and Marinenko, Alissa (2024) Portfolio Allocation and Reinforcement Learning. In: Artificial Intelligence and Beyond for Finance. Corazza, MarcoIdRef, Garcia, RenéIdRef, Shah Khan, Faisal, La Torre, DavideIdRef and Masri, Hatem (eds.) World Scientific Publishing. Series “Transformations in Banking, Finance and Regulation: Volume 15” Chapter 3. New Jersey pp. 103-148. ISBN 9781800615205

2025

Garcia, RenéIdRef, Czellar, VeronikaIdRef and Le Grand, François (2025) Uncovering asset market participation from household consumption and income. Journal of Econometrics, Vol. 248 (N° 105867).

This list was generated on Wed Apr 30 12:53:01 2025 CEST.