Roméo Tédongap

Roméo Tédongap

École Supérieure des Sciences Économiques et Commerciales ESSEC - Cergy-Pontoise / France
Business & Management / Business Administration
AD Scientific Index ID: 1661774
ESSEC Business School
person_outline Roméo Tédongap's MOST POPULAR ARTICLES
1-) Generalized disappointment aversion, long-run volatility risk, and asset pricesM Bonomo, R Garcia, N Meddahi, R TédongapThe Review of Financial Studies 24 (1), 82-122, 2011148*2011
2-) Real economic shocks and sovereign credit riskP Augustin, R TédongapJournal of Financial and Quantitative Analysis 51 (2), 541-587, 2016112*2016
3-) Downside risks and the cross-section of asset returnsA Farago, R TédongapJournal of Financial Economics 129 (1), 69-86, 20181112018
4-) Modeling market downside volatilityB Feunou, MR Jahan-Parvar, R TédongapReview of Finance 17 (1), 443-481, 20131172013
5-) Asymmetries and portfolio choiceM Dahlquist, A Farago, R TédongapThe Review of Financial Studies 30 (2), 667-702, 2017762017