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)