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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The Covid Year in France: A Tale of Two Lockdowns.

Covid-19, Digital inequality, Lockdown, Well-being, Working from home

Co-existence of trend and value in financial markets: Estimating an extended Chiarella model.

 

On ruin theory with prevention.

 

Facebook: Germany reopens the way to data regulation by competition law.

 

No–arbitrage commodity option pricing with market manipulation.

 

The consumer of tomorrow: a responsible consumer?

 

How to fight against tax fraud?

 

A Stochastic Data-Based Traffic Model Applied to Vehicles Energy Consumption Estimation.

Clustering, Energy Consumption, Traffic modeling

The CJEU draws the hard core of a future regulation of algorithms.

Algorithmes, Artificial inteligence, Droits fondamentaux, Fundamental rights, Lutte contre le terrorisme

Cooperation and equity in the river sharing problem.

EXTERNALITIES, FAIRNESS, GAME, MARCHE DE L'EAU, NEGOTIATION, RULES, WATER ALLOCATION, WATER MARKET

Bundlers' dilemmas in financial markets with sampling investors.

Bounded rationality, Complex financial products, Disagreement, Market efficiency, Sampling

Three essays on regulation and taxation of stocks and derivatives.

Capital gains tax, Derivatives markets, Efficience des marchés, Financial regulation, Financial transaction tax, French STT, Individual traders, Marchés des actions, Marchés des produits dérivés, Market efficiency, Régulation financière, Stock markets, Taxe sur les gains en capital, Taxe sur les transactions financières, Taxe sur les transactions financières (STT)