- Journal of Economic Literature Classification (45)
- C - Mathematical and Quantitative Methods (45)
- C5 - Econometric Modeling (45)
- C50 - General (1)
- C5 - Econometric Modeling (45)
- C - Mathematical and Quantitative Methods (45)
Article
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
(2015)
The long and the short of the risk-return trade-off?
Journal of Econometrics, 187 (n°2).
pp. 580-592.
Chiappori, Pierre-André, Salanié, Bernard
, Salanié, François
and Gandhi, Amit
(2019)
From Aggregate Betting Data to Individual Risk Preferences.
Econometrica, vol. 87 (n° 1).
pp. 1-36.
Musolesi, Antonio, Prete, Giada Andrea and Simioni, Michel
ORCID: https://orcid.org/0000-0002-4516-8750
(2025)
Is infrastructure capital really productive? Nonparametric modeling and data-driven model selection in a cross-sectionally dependent panel framework.
Journal of Productivity Analysis.
Monograph
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
Reynaert, Mathias, Xu, Wenxuan and Zhao, Hanlin
(2024)
Estimating Choice Models with Unobserved Expectations over Attributes.
TSE Working Paper, n. 24-1571, Toulouse