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).
On existence and bubbles of Ramsey equilibrium with borrowing constraints.
Agents hétérogènes, Borrowing constraint, Bubbles, Bulles, Contraintes d'emprunt, Endogenous labor, Equilibre, Existence of equilibrium, Heterogeneous agents, Modèle de Ramsey, Ramsey model, Travail endogène
Financialization of Commodity : the Role of Financial Investors in Commodity Markets.
Commodity markets, Corrélation croisée des marchés, Couverture, Cross markets correlation, Equilibrium, Financialization, Financiarisation, Futures risk premium, Hedgers, Investisseurs, Investors, Marché des matières premières, Prices, Prime de risque des contrats à termes, Prix, Équilibre
Financialization of Commodity : the Role of Financial Investors in Commodity Markets.
Commodity markets, Corrélation croisée des marchés, Couverture, Cross markets correlation, Equilibrium, Financialization, Financiarisation, Futures risk premium, Hedgers, Investisseurs, Investors, Marché des matières premières, Prices, Prime de risque des contrats à termes, Prix, Équilibre
Some equilibrium models with asymmetric information.
Anticipations, Equilibre, Multidimensionnel, Optimisation de portefeuille, Prix en temps continu