Caio Almeida, Kim Ardison, and René Garcia, “Nonparametric Assessment of Hedge Fund Performance”, Journal of Econometrics, vol. 214, n. 2, February 2020, pp. 349–378.
Carlos Heitor Campania, and René Garcia, “Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon”, The North American Journal of Economics and Finance, April 2019.
René Garcia, and Nour Meddahi, “Prime de risque et prix du risque sur les actions”, Revue d'économie financière, n. 133, March 2019, pp. 199–210.
Caio Almeida, Kim Ardison, René Garcia, and Jose Vicente, “Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy”, Journal of financial econometrics, vol. 15, n. 3, July 2017, pp. 418–426.
Caio Almeida, Kim Ardison, René Garcia, and Jose Vicente, “Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy”, Journal of financial econometrics, vol. 15, n. 3, July 2017.
Caio Almeida, Kim Ardison, René Garcia, and Jose Vicente, “Non-Parametric Tail Risk, Stock Returns and the Macroeconomy”, Journal of financial econometrics, vol. 15, n. 3, June 2017, pp. 333–376.
Caio Almeida, and René Garcia, “Economic Implications of Nonlinear Pricing Kernels”, Management Science, vol. 63, n. 10, 2017, pp. 3361–3380.
Marco Bonomo, René Garcia, Nour Meddahi, and Roméo Tédongap, “The long and the short of the risk-return trade-off?”, Journal of Econometrics, vol. 187, n. 2, August 2015, pp. 580–592.
Marco Bonomo, René Garcia, Nour Meddahi, and Roméo Tédongap, “Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices”, The Review of Financial Studies, vol. 24, n. 1, 2011, pp. 82–122.
René Garcia, and Jean-Jacques Laffont, “Disequilibrium Econometrics for Business Loans”, Econometrica, vol. 45, n. 5, July 1977, pp. 1187–1204.