A Generalized Measure of Riskiness. - Turan G. Bali; Nusret Cakici; Fousseni Chabi-Yo (Manag. Sci., 2011)

Pricing Kernels with Stochastic Skewness and Volatility Risk. - Fousseni Chabi-Yo (Manag. Sci., 2012)

Aggregation of preferences for skewed asset returns. - Fousseni Chabi-Yo; Dietmar P. J. Leisen; Eric Renault (J. Econ. Theory, 2014)

The Term Structures of Coentropy in International Financial Markets. - Fousseni Chabi-Yo; Riccardo Colacito (Manag. Sci., 2019)

Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. - Fousseni Chabi-Yo; Chukwuma Dim; Grigory Vilkov (Manag. Sci., 2023)

A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models. - Fousseni Chabi-Yo; Johnathan A. Loudis (Manag. Sci., 2024)

An Intertemporal Risk Factor Model. - Fousseni Chabi-Yo; Andrei S. Gonçalves; Johnathan A. Loudis (Manag. Sci., 2025)