Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Which private equity model for emerging countries? A proposal for an entrepreneurial capital investment inspired by the world of technology start-ups and based on the Timmons model: the case of the creation of a fund in Egypt.

Capital investissement, Capital risque, Egypt, Egypte, Emerging markets, Entrepreneuriat, Entrepreneurship, Finance, Innovation, Mediterranean, Mena, Méditerranée, Pays émergents, Pme, Private Equity, Psem, Sme, Timmons, Venture capital

Law and financial crisis: regulation and settlement of banking and financial disputes.

Banque, Conflit, Crise économique, Droit bancaire, Droit financier, Finance

Dynamic Large Financial Networks via Conditional Expected Shortfalls.

Expectile regression, Finance, Financial networks, Portfolio analysis, Systemic risk

Contribution to numerical methods applied to finance and differential games.

Barriere, Finance, Jeu differentiel, Recherche operationnelle. Gestion, Sciences et techniques, Solution viscosite, Theorie jeu

Optimal diversification and the transition to net zero : a methodological framework for measuring climate goal alignment of investor portfolios.

Changement climatique, Climate change, Economie bas-carbone, Finance, Low-carbon economy, Modern Portfolio Theory, Theorie moderne de portefeuille

International political economy of climate negotiations and consideration of mitigation and adaptation costs.

Adaptation, Atténuation, Changements climatiques, Climate change, Cost evaluation, Evaluation des coûts, Finance, Financement, Mitigation

Factor Models and General Definition.

Arbitrage pricing theory APT, Capital asset pricing model CAPM, Factor models, Finance, Sharpe's market model

Dark pools and high-frequency trading: a useful evolution?

Finance

Applications of artificial intelligence in e-commerce and finance.

Application, Apprentissage automatique, Artificial intelligence, E-commerce, Experimentation, Expérimentation, Finance, Intelligence artificielle, Machine learning, Moteur de recherche, Search engine, Séries temporelles, Time series

Price formation and order placement strategies in financial markets.

Coût de transaction, Finance, Fixation des prix, Information financière, Ordres de bouse

Instituting inconsistency.

Assurance, Finance, Institution, Mathématiques financières, Risque

Why do we use false models?

Finance, Modélisation, Statistiques