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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Young people and the private car: A love-hate relationship.

 

Feedback spillovers across tasks, self-confidence and competitiveness.

 

Downstream mergers in vertically related markets with capacity constraints.

 

Environmental markets exacerbate inequalities.

Common-pool resources, Cooperative game, Emission permits, Environmental externalities, Fairness, Property rights, Tradable quotas

A Meta-Measure of Performance related to Charactersitics of both Investors and Investments.

Higher Moments, Performance measure, Utility Framework

Bias correction for drift and volatility estimation of jump diffusion processes and non - parametric adaptive estimation of the invariant measure.

Méthode de filtrage des sauts, Threshold estimator

Quantization and martingale couplings.

 

The impact of entrepreneurship education through the lens of its evaluation: for a multidimensional approach to the effectiveness of entrepreneurship education.

Dimensions de l'évaluation de l'impact de l'éducation en entrepreneuriat, Dimensions of assessing the impact of entrepreneurship education, Effectiveness of entrepreneurship education, Efficacité de l'éducation en entrepreneuriat, Enseignement supérieur, Higher Education, Impact de l'éducation en entrepreneuriat, Impacts of entrepreneurship education, Legitimacy of entrepreneurship teachers, Légitimité des enseignants en entrepreneuriat

Asymptotic statistics of some time series with memory.

Autoregressive model, Bruit gaussien fractionnaire, Fractional Gaussian noise, Local asymptotic normality, Long memory process, Modèle autorégressif, Modélisation chronologique, Normalité locale asymptotique, Processus longue mémoire, Time series analysis

Real-time electricity pricing to balance green energy intermittency.

Demand response, Dynamic pricing, Electricity, Intermittency, Renewables, Smart meters

On the nonparametric inference of coefficients of self-exciting jump-diffusion.

Adaptation, Hawkes process, Jump diffusion, Nonparametric, Volatility estimation

Pollution permits and policy constraints in an interlocking generations model.

GENERATIONS IMBRIQUEES, PERMIS DE POLLUTION, SEGMENTATION DU MARCHE