- Journal of Economic Literature Classification (44)
- C - Mathematical and Quantitative Methods (44)
- C5 - Econometric Modeling (44)
- C50 - General (1)
- C5 - Econometric Modeling (44)
- C - Mathematical and Quantitative Methods (44)
2010
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
2011
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.
2015
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.
2019
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.
2022
Musolesi, Antonio, Prete, Giada Andrea and Simioni, Michel (2022) Is infrastructure capital really productive? Non-parametric modeling and data-driven model selection in a cross-sectionally dependent panel framework. TSE Working Paper, n. 22-1335, Toulouse
2024
Reynaert, Mathias, Xu, Wenxuan and Zhao, Hanlin (2024) Estimating Choice Models with Unobserved Expectations over Attributes. TSE Working Paper, n. 24-1571, Toulouse