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

3

DOWNLOADS

647

CITATIONS

0

Scholarly Papers (3)

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 - Whitman School of Management
Downloads 369 (76,334)

Abstract:

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

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 - Whitman School of Management, ESSEC Business School and Syracuse University
Downloads 217 (134,302)

Abstract:

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Variance Forecasting, Signed Jump Risk Premium

Variance Premium, Downside Risk, and Expected Stock Returns

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 47 Posted: 04 Jun 2018
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 17 (536,626)

Abstract:

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Variance Forecasting, Signed Jump Risk Premium

3.

The Cross-Section of Expected Housing Returns

Number of pages: 63 Posted: 18 Jan 2019
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 44 (393,171)

Abstract:

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Expected Housing Returns, Idiosyncratic Risk, Systematic Risk, Market Segmentation