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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Experiments on compound risk in relation to simple risk and to ambiguity.

Ambiguity, Risk

Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable.

Ambiguity, Elicitation methods, Loss aversion, Prospect theory, Risk, Utility for gains and losses

Essays on ambiguity and optimal growth with renewable resources.

Ambiguity, Ambiguïté, Contrat optimal, Croissance optimale, Economics of risk, Optimal contract, Optimal growth, Économie du risque

Risk analysis of a debt portfolio.

Ambiguity, Ambiguité, Cash flow model, Chaine de Markov, Distribution béta inflatée en un, Factor migration model, Filtre de Kalman, Forward looking, Inflated beta distribution, Kalman filter, Markov chain, Model de migration à facteurs, Modèle de cash-flow, Point in time

Intertemporal equilibria with Knightian uncertainty.

Ambiguity, Dynamic general equilibrium, General equilibrium theory, Incomplete preferences, Knightian uncertaintyagainst uncertainty at all, Knightian uncertaintyagainst uncertainty at all Dynamic general equilibrium, No trade

The conditions for the emergence of a bioenergy sector.

Ambiguity, Ambiguïté, Bioenergy, Bioénergie, CO2 price, Investissement irréversible, Irreversible investment, Optimisation, Optimization, Prix du CO2, Torrefaction, Torréfaction

The value of a statistical life under ambiguity aversion.

AMBIGUITY, BENEFIT-COST ANALYSIS, ENVIRONMENTAL RISKS, HEALTH POLICY, RISK-AVERSION, UNCERTAINTY, VALUE-OF-A-STATISTICAL-LIFE, WILINGNESS-TO-PAY

Essays on the economic analysis of corporate liability.

Ambiguity, Ambiguïté, Boycott, Care, Causality, Causalité, Civil liability, Confiance institutionnelle, Corporate social responsability, Institutional trust, Prévention, Responsabilité civile, Responsabilité sociale de l'entreprise

Certifiable information: revelation and persuasion.

Ambiguity, Ambiguïté, Certifiable information, Communication stratégique, Consultation séquentielle, Game theory, Information certifiable, Sequential consultation, Strategic communication, Théorie des jeux

Economic analysis of prevention behaviors in the face of health risks.

Ambiguity, Ambiguïté, Aversion au risque, Aversion to ambiguity, Aversion à l’ambiguïté, Bivariate risk, Breast cancer, Cancer du sein, Expected utility, Health prevention, Health risk, Incertain, Perception du risque, Perspective theory, Prévention en santé, Rank-dependent-utility, Risk aversion, Risk perception, Risque bi-varié, Risque santé, Théorie perspective, Uncertainty, Utilité espérée, Utilité espérée dépendante du rang

An experimental study of preferences for information.

Ambiguity, Ambiguïté, Decision making, Economie expérimentale, Ellsberg paradox, Experimental Economics, Paradoxe d'Ellsberg, Preferences for information, Prise de décision, Préférences pour l'information

Strategies of Information Acquisition Under Uncertainty.

Ambiguity, Ambiguïté, Comparaison Sociale, Expériences de laboratoires., Job search models, Laboratory experiments., Recherche d’emploi, Risk, Risque, Social Comparison