Ricardo Lopez Aliouchkin

Syracuse University

Assistant Professor

721 University Ave

Syracuse, NY NY 13244

United States

http://www.ricardolopezaliouchkin.com/

SCHOLARLY PAPERS

2

DOWNLOADS

576

CITATIONS

0

Scholarly Papers (2)

1.

Option-Implied Idiosyncratic and Systematic Risk in the Cross-Section of Expected Stock Returns

Swedish House of Finance Research Paper No 15-15
Number of pages: 52 Posted: 01 Nov 2015 Last Revised: 01 Dec 2015
Ricardo Lopez Aliouchkin
Syracuse University
Downloads 366 (75,762)

Abstract:

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Option-implied Risk, Equity Options, Co-skewness, Co-kurtosis

2.

Variance Premium, Downside Risk, and Expected Stock Returns

Number of pages: 49 Posted: 06 Nov 2017 Last Revised: 27 Nov 2017
Bruno Feunou, Ricardo Lopez Aliouchkin, Roméo Tédongap and Lai Xu
Bank of Canada, Syracuse University, ESSEC Business School and Syracuse University
Downloads 210 (136,607)

Abstract:

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Variance Forecasting, Signed Jump Risk Premium