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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

© Roméo Tédongap