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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Real estate investment: Market volatility and optimal holding period under risk aversion.

Optimal holding period, Real estate market volatility, Real estate portfolio, Risk aversion

Why does the demand for shares fall during the crisis? The French case.

Demand for stocks, Risk aversion, Saver preferences, Time preference, Wealth

The cost of mitigating greenhouse gas emissions from crop fertilization.

Assurance à l’atténuation, Atténuation du changement climatique, Aversion pour le risque, Carbon price, Fertilisation, Fertilization,, Legume crops, Légumineuses, Mitigation cost, Mitigation insurance, Prix du carbone, Risk aversion

Risk and choice: A research saga.

Expected utility, Insurance, Portfolio choice, Prudence, Risk, Risk aversion, Self protection

Fees, performance and risk of Islamic and conventional investment funds: a theoretical and empirical approach.

Agency problems, Aversion au risque, Fonds Islamiques, Frais de gestion, Islamic funds, Management fees, Performance, Problèmes d’agence, Risk aversion, Risque systématique, Simulation, Systematic risk, Volatility, Volatilité

Decreasing term structure of psychological discount rates: Experimental estimation and determinants.

Behavioral economics, Hyperbolic discounting, Psychological time value, Risk aversion, Time preference

Risk Aversion and Technology Portfolios.

DEMAND, FIRM, INDUSTRY EQUILIBRIUM, Investment, MARKET, MERGERS, MODEL, PRICE UNCERTAINTY, REDUCTION, Risk aversion, SELECTION, Technology mix, VARIANCE

Risk aversion and technology mix in an electricity market.

Electricity market, Energy, Risk aversion, Technology choice, Technology mix

Socially responsible investment and portfolio selection.

Aversion au risque, Diversification, Investissement socialement responsable, Mean-variance Efficiency Test, Obligations d'Etat, Portfolio Selection, Risk aversion, Socially Responsible Investment, Sovereign Bonds, Sélection de portefeuille, Test d'efficience moyenne-variance

Citizen's participation in permit markets and social welfare under uncertainty.

Behavioral economics, Citizen participation, Emissions trading, Marginal abatement cost MAC curves, Prices versus quantities, Risk aversion, Uncertainty

Public safety under imperfect taxation.

Distortionary taxation, Environmental health, Imperfect taxation, Public safetyE, Risk aversion, Value per statistical life, Wealth inequality

Risky rents.

Contest, Rent seeking, Risk, Risk aversion, Shared rents