Almeida, Caio, Ardison, Kim, Freire, Gustavo, Garcia, René 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, René, Corazza, Marco, Shah Khan, Faisal, La Torre, Davide 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, Marco, Garcia, René, Shah Khan, Faisal, La Torre, Davide 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, René and Marinenko, Alissa (2024) Portfolio Allocation and Reinforcement Learning. In: Artificial Intelligence and Beyond for Finance. Corazza, Marco, Garcia, René, Shah Khan, Faisal, La Torre, Davide 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

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

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

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

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

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

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

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

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