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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Mean-variance portfolio selection with tracking error penalization.

Continuous-time mean-variance problem, Parameter misspecification, Robustified alloca- tion, Robustified allocation, Tracking error

Sequential communication with ex post participation.

 

Economic analysis of the grape market in Champagne in the absence of regulation.

Consommation distribution et transformation

IFRS 9: risk management tool or crisis gas pedal.

 

Containment for all, hardship for some. The results of the first wave of the CoCo project survey.

Confinement, Covid-19, Inégalités de genre, Santé mentale, Stratification sociale

When environmental regulation benefits polluters: an overview of the theoretical underpinnings of the Porter hypothesis.

Environnement espace et société

New Risks Chair: 2020 report.

 

BSC and long-term deployment: an actors' perspective.

 

Life after confinement: return to normal or search for a new course?

Confinement, Covid 19, France, Interactions sociales

Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise.

 

Industrial structure and strategic takeover in a differentiated market.

Consommation distribution et transformation

Some aspects of the central role of financial market microstructure : Volatility dynamics, optimal trading and market design.

Contrôle optimal, Market design, Market microstructure, Microstructure des marchés financiers, Optimal control, Organisation des marchés, Rough volatility, Volatilité rugueuse