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

394

SSRN CITATIONS
Rank 48,849

SSRN RANKINGS

Top 48,849

in Total Papers Citations

2

CROSSREF CITATIONS

8

Scholarly Papers (3)

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 244 (128,999)

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 46 (422,417)
Citation 6

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: 43 Posted: 18 Jan 2019 Last Revised: 07 Jan 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 83 (308,030)

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Expected Housing Returns, Risk Premia, Underdiversification, Market Segmentation

3.

The Term Structures of Expected Loss and Gain Uncertainty

Number of pages: 35 Posted: 30 Aug 2019 Last Revised: 02 Dec 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 21 (532,334)

Abstract:

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quadratic risk premium, loss uncertainty, gain uncertainty, term structure