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 Mommy Track in the Workplace. Evidence from a Big Firm.

No keyword available

Computation of the marginal contribution of Sharpe ratio and other performance ratios.

Marginal contribution, Portfolio analysis, Recovery and incremental Sharpe ratio, Sharpe, Treynor

Higher hospital referral concentration associated with lower‐risk patients in skilled nursing facilities.

Healthcare Organizations and Systems, Medicare, hospitals, long-term care: home care/nursing homes, referrals and referral networks

Consumer Mobility, Online and On-site Commerce and the Geographic Concentration of Economic Activity: Evidence from 20 Billion Transactions.

 

COVID-19 lockdowns and demographically-relevant Google Trends: A cross-national analysis.

COVID-19, Comparison, Europe, Google search, Google trends, Lockdown, Search terms - fertility - relationship formation - relationship dissolution, Topics, USA

“Taking diversity into account”: real effects of accounting measurement on asset allocation.

No keyword available

Distinguish the indistinguishable: a Deep Reinforcement Learning approach for volatility targeting models.

Deep Reinforcement learning, Features sensitivity, Model-based, Model-free, Portfolio allocation, Walk forward

Competition and Mergers with Strategic Data Intermediaries.

 

Distribution and statistics of the Sharpe Ratio.

AR1, Compounding effect on Sharpe, Cramer Rao bound, G11 Sharpe ratio, JEL classification C12, Student distribution

COVID-19 Acceleration and Vaccine Status in France - Summer 2021.

Acceleration Index, COVID-19, France, Vaccine Status, Viral Acceleration

Health measures and long-term care use in the European frail population.

Frailty, Long-term care, Sarcopenia, Self-rated health

Does investor sentiment on social media provide robust information for Bitcoin returns predictability?