Ricardo Lopez Aliouchkin

Syracuse University - Whitman School of Management

Assistant Professor

721 University Ave

Syracuse, NY NY 13244

United States

http://www.ricardolopezaliouchkin.com/

SCHOLARLY PAPERS

4

DOWNLOADS

618

SSRN CITATIONS
Rank 42,613

SSRN RANKINGS

Top 42,613

in Total Papers Citations

4

CROSSREF CITATIONS

13

Scholarly Papers (4)

Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns

Number of pages: 50 Posted: 06 Nov 2017 Last Revised: 04 Nov 2019
Bruno Feunou, Ricardo Lopez Aliouchkin, Roméo Tédongap and Lai Xu
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 269 (139,551)
Citation 1

Abstract:

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Cross-section of stocks, out-of-the-money options, variance risk premium

Loss Uncertainty, Gain Uncertainty, and Expected Stock Returns

Number of pages: 50 Posted: 04 Jun 2018 Last Revised: 28 Oct 2019
Bruno Feunou, Ricardo Lopez Aliouchkin, Roméo Tédongap and Lai Xu
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 62 (430,457)
Citation 10

Abstract:

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Cross-section of stocks, out-of-the-money options, variance risk premium

2.

Homeowners' Risk Premia: Evidence from Zip Code Housing Returns

Number of pages: 83 Posted: 18 Jan 2019 Last Revised: 05 May 2020
Esther Eiling, Erasmo Giambona, Ricardo Lopez Aliouchkin and Patrick Tuijp
University of Amsterdam - Amsterdam Business School, Syracuse University - Whitman School of Management - Finance Department; James D. Kuhn Center for Real Estate, Syracuse University - Whitman School of Management and University of Amsterdam - Finance Group
Downloads 147 (243,180)
Citation 2

Abstract:

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Expected Housing Returns, Risk Premia, Underdiversification, Market Segmentation

3.

Downside Risk and the Cross-section of Corporate Bond Returns

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 29 Posted: 27 Oct 2020
Patrick Augustin, Linxiao Francis Cong, Ricardo Lopez Aliouchkin and Roméo Tédongap
McGill University, McGill University - Desautels Faculty of Management, Syracuse University - Whitman School of Management and ESSEC Business School
Downloads 98 (326,367)

Abstract:

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4.

The Term Structures of Expected Loss and Gain Uncertainty

Number of pages: 76 Posted: 30 Aug 2019 Last Revised: 24 Mar 2020
Bruno Feunou, Ricardo Lopez Aliouchkin, Roméo Tédongap and Lai Xu
Bank of Canada, Syracuse University - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 42 (503,049)

Abstract:

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Quadratic payoff, quadratic loss, quadratic gain, quadratic risk premium, options