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State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2008) 2, pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
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Disentangling risk aversionand intertemporal substitution through a reference level
Garcia, René; Renault, Eric; Semenov, Andrei - In: Finance research letters 3 (2006) 3, pp. 181-193
Persistent link: https://www.econbiz.de/10003374037
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Funding liquidity, market liquidity and the cross-section of stock returns
Fontaine, Jean-Sébastien; Garcia, René; Gungor, Sermin - 2016
Persistent link: https://www.econbiz.de/10011458739
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Generalized disappointment aversion, long-run volatility risk and asset prices
Bonomo, Marco Antonio; Garcia, René; Meddahi, Nour; … - 2010
Persistent link: https://www.econbiz.de/10008749056
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The option CAPM and the performance of hedge funds
Díez de los Ríos, Antonio; Garcia, René - In: Review of derivatives research 14 (2011) 2, pp. 137-167
Persistent link: https://www.econbiz.de/10009272484
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Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio; Garcia, René; Meddahi, Nour; … - In: The review of financial studies 24 (2011) 1, pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
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Assessing misspecified asset pricing models with empirical likelihood estimators
Almeida, Caio; Garcia, René - In: Journal of econometrics 170 (2012) 2, pp. 519-537
Persistent link: https://www.econbiz.de/10009686763
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The long and the short of the risk-return trade-off
Bonomo, Marco Antonio; Garcia, René; Meddahi, Nour; … - In: Journal of econometrics 187 (2015) 2, pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
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The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10002655756
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Option prices, preferences, and state variables
Garcia, René (contributor); Luger, Richard (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002750617