1. Asymmetric correlations of equity portfolios;Andrew Ang;Journal of Financial Economics,2002
2. Downside risk;Andrew Ang;Review of Financial Studies,2006
3. Hybrid tail risk and expected stock returns: when does the tail wag the dog?;Turan G Bali;Review of Asset Pricing Studies,2014
4. Rare disasters and asset markets in the twentieth century;Robert J Barro;Quarterly Journal of Economics,2006
5. Rare disasters, asset prices, and welfare costs;Robert J Barro;American Economic Review,2009