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Research Interests
Empirical Asset Pricing
Financial Econometrics
Areas of expertise
Non-standard Consumption-based Asset Pricing
Non-standard Portfolio Choice
Regime Switching and Affine Models
Ongoing projects
Credit and Inflation Derivatives
Asset Pricing Models with Downside Risks
Links to my co-authors
Abraham Lioui
Johannes Breckenfelder
Magnus Dahlquist
Adam Farago
René Garcia
Nour Meddahi
Marco Bonomo
Bruno Feunou
Jean-Sébastien Fontaine
Mohammad Jahan-Parvar
Abderrahim Taamouti
Patrick Augustin
© Roméo Tédongap