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.