BOLOOR FOROOSH, Ali, CHRISTOFFERSEN, Peter, FOURNIER, Mathieu, GOURIEROUX, Christian;
« Beta Risk in the Cross-Section of Equities »,
The Review of Financial Studies, 2020 (status : accepted).
CHRISTOFFERSEN, Peter, FOURNIER, Mathieu, JACOBS, Kris, KAROUI, Mehdi;
« Option-Based Estimation of the Price of Co-Skewness and Co-Kurtosis Risk »,
Journal of Financial and Quantitative Analysis, 2020 (status : accepted).
CHRISTOFFERSEN, Peter, FOURNIER, Mathieu, JACOBS, Kris;
« The Factor Structure in Equity Options »,
The Review of Financial Studies, vol. 31, no 2, 2018, p. 595-637.
