Fousseni D. Chabi Yo
Fousseni D. Chabi-Yo, assistant professor of finance, holds a PhD in economics from the Université de Montréal. He joins Fisher after serving as a research economist at the Bank of Canada since 2004.
Chabi-Yo’s research interests include theoretical and empirical asset pricing, heterogeneous investors in the financial market, derivatives, higher moments premium and financial econometrics. He has recently had articles published in the Journal of Financial Economics, Review of Financial Studies, Management Science, and the Journal of Banking and Finance.
Areas of Expertise
- Theoretical ad Empirical Asset Pricing
- Heterogeneous Investors
- Higher Moments Premium
- Financial Econometrics
- PhD in Economics, Université de Montréal
- MS in Applied Economics and Statistics, Ecole Nationale d'Economie Appliqueé, Dakar, Senegal
- MS in Applied Mathematics, Université Cheick Anta Diop, Dakar, Senegal
- BS in Mathematics, Université Cheick Anta Diop, Dakar, Senegal
Finance 722 - Investment Management
This course surveys the fundamental fields of the legal environment of business with a goal of helping you become an executive who is knowledgeable of the legal context in which the business organization operates. An important objective of this course is to help you develop a deeper attitude for the social responsibilities of business. Another goal is to improve your problem solving skills, analytical skills, and communication skills that are needed by business executives
- "Variance bounds on the permanent and transitory components of stochastic discount factors"
(with Gurdip Bakshi), Journal of Financial Economics (July 2012), Vol. 105, (Issue 1), 191–208.
- "Pricing Kernels with Stochastic Skewness and Volatility Risk"
Management Science (March 2012), Vol. 58, (Issue 3), 624-640. Online Appendix
- "A Generalized Measure of Riskiness" (with Turan Bali and Nusret Cakici),"
Management Science (August 2011), Vol. 57 (Issue 8), 1406–1423.
- "Explaining the Idiosyncratic Volatility Puzzle using Stochastic Discount Factors."
Journal of Banking and Finance (August 2011), Vol. 35 (Issue 8), 1971-1983.
- "Conditioning Information and Variance Bound on Pricing Kernels with Higher-Order Moments: Theory and Evidence"
The Review of Financial Studies (2008), Vol. 21 (Issue 1), 181-231.
- "State Dependence Can Explain Risk-Aversion Puzzle"
(with René Garcia, and Eric Renault) The Review of Financial Studies (2008), Vol. 21 (Issue 2), 973-1011.