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Aggregation of Preferences for Skewed Asset Returns, Journal of Economic Theory, 154 (2014) pp. 453-489 (with Dietmar Leisen and Eric Renault). Variance bounds on the permanent and transitory components of stochastic discount factors, Journal of Financial Economics, Vol. 105, No 1 July 2012, pp. 191-208. (with Gurdip Bakshi) Pricing Kernels with Stochastic Skewness and Volatility Risk, Management Science, Vol. 58, No. 3, March 2012, pp. 624-640. Conditioning Information and Variance Bound on Pricing Kernels with Higher-Order Moments: Theory and Evidence, The Review of Financial Studies, 2008, 21 (1): 181-231. State Dependence Can Explain Risk-Aversion Puzzle, The Review of Financial Studies, 2008, 21 (2): 973-1011(with Eric Renault and René Garcia).
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