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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Authoritarian finance. Towards the end of neoliberalism.

Autoritarisme, Libéralisme, Libéralisme économique

Statistical inference for random variance option pricing.

 

Frequency causality measures and Vector AutoRegressive (VAR) models: An improved subset selection method suited to parsimonious systems.

Frequency causality measures, Portfolio allocation, Subset selection methods, VAR model, Weighted financial networks

Does the gender mix influence collective bargaining on gender equality? Evidence from France.

Collective bargaining, Gender diversity, Gender equality

Building infrastructures for Fossil-and Bio-energy with Carbon Capture and Storage: insights from a cooperative game-theoretic perspective.

 

Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach.

 

Who stays and who leaves? Immigration and the selection of natives across locations.

Employment, France, Immigration, Wages

Deterministic mean field games with control on the acceleration and state constraints.

 

An Impulse-Regime Switching Game Model of Vertical Competition.

Commodity markets, Impulse controls, Nash equilibrium, Optimal switching, Quasi-variational inequalities, Stochastic differential games

(De)stabilizing speculation on futures markets : an alternative view point.

 

Micro-econometrics analyses of the role served by Emergency Departments within the French health care system.

 

How to elicit distributional preferences: A stress-test of the equality equivalence test.

Altruism, Concern for efficiency, Distributive justice, Fairness models, Indifference curves, Inequity aversion, Quasi-maximin, Social preference