| Generalized disappointment aversion, long-run volatility risk, and asset prices M Bonomo, R Garcia, N Meddahi, R Tédongap The Review of Financial Studies 24 (1), 82-122, 2011 | 127* | 2011 |
| Modeling market downside volatility B Feunou, MR Jahan-Parvar, R Tédongap Review of Finance 17 (1), 443-481, 2013 | 84 | 2013 |
| Real economic shocks and sovereign credit risk P Augustin, R Tédongap Journal of Financial and Quantitative Analysis, 541-587, 2016 | 74* | 2016 |
| Downside risks and the cross-section of asset returns A Farago, R Tédongap Journal of Financial Economics 129 (1), 69-86, 2018 | 46 | 2018 |
| Consumption volatility and the cross-section of stock returns R Tédongap Review of Finance 19 (1), 367-405, 2015 | 45* | 2015 |
| A stochastic volatility model with conditional skewness B Feunou, R Tédongap Journal of Business & economic statistics 30 (4), 576-591, 2012 | 44* | 2012 |
| Risk premium, variance premium, and the maturity structure of uncertainty B Feunou, JS Fontaine, A Taamouti, R Tédongap Review of Finance 18 (1), 219-269, 2014 | 40 | 2014 |
| Which parametric model for conditional skewness? B Feunou, MR Jahan-Parvar, R Tedongap The European Journal of Finance 22 (13), 1237-1271, 2016 | 35 | 2016 |
| Asymmetries and portfolio choice M Dahlquist, A Farago, R Tédongap The Review of Financial Studies 30 (2), 667-702, 2017 | 30 | 2017 |
| The long and the short of the risk-return trade-off M Bonomo, R Garcia, N Meddahi, R Tédongap Journal of Econometrics 187 (2), 580-592, 2015 | 19 | 2015 |
| Implied volatility and skewness surface B Feunou, JS Fontaine, R Tédongap Review of Derivatives Research 20 (2), 167-202, 2017 | 10* | 2017 |
| Variance Premium, Downside Risk and Expected Stock Returns B Feunou, R Lopez Aliouchkin, R Tedongap, L Xi Bank of Canada, 2017 | 9 | 2017 |
| Asymmetry matters: A high-frequency risk-reward trade-off J Breckenfelder, R Tédongap Available at SSRN 1828283, 2012 | 6 | 2012 |
| Disappointment aversion, term structure, and predictability puzzles in bond markets P Augustin, R Tédongap Management Science, 2020 | 3* | 2020 |
| Loss uncertainty, gain uncertainty, and expected stock returns B Feunou, R Lopez Aliouchkin, R Tédongap, L Xu Roméo and Xu, Lai, Loss Uncertainty, Gain Uncertainty, and Expected Stock …, 2019 | 3 | 2019 |
| The economic value of TIPS arbitrage mispricing V Dedes, R Tédongap Available at SSRN 3512853, 2018 | 2 | 2018 |
| The Equity Premium and the Maturity Structure of Uncertainty B Feunou, JS Fontaine, A Taamouti, R Tédongap Working Paper, Stockholm School of Economics, 2011 | 2 | 2011 |
| Asset Pricing with Heterogeneous Agents: Estimation and Inference on International Stock Markets. R Tédongap, J Tinang | | 2020 |
| Downside Risk and the Cross-section of Corporate Bond Returns P Augustin, LF Cong, R Lopez Aliouchkin, R Tédongap Available at SSRN 3710533, 2020 | | 2020 |
| Can moments of consumption growth explain risk premium variation across international stock markets? R Tédongap, J Tinang | | 2020 |
