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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Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News.

Bitly, Information Demand, Investors' Attention, Macroeconomic News, Media Coverage, Public information, US Treasury futures, Uncertainty

Ambiguity Preferences and Portfolio Choices: Evidence from the Field.

Portfolio choice, Risk, Uncertainty

Essays in Macroeconomics

Business Survey, Echanges extérieurs, Enquêtes de conjoncture, Incertitude, Markup, Pouvoir de marché, Secular stagnation, Stagnation séculaire, Trade, Uncertainty, Zero Lower Bound

Learning Through Crowdfunding.

Moral hazard, Real options, Reward-based crowdfunding, Uncertainty

Efficient allocations and Equilibria with short-selling and Incomplete Preferences.

Ambiguïté, Equilibrium with inertia, Equilibrium with short-selling, Incertitude, Incomplete preferences, No arbitrage, Non arbitrage, Préférences incomplètes, Risk, Risk adjusted prior, Risque, Risque ajusté, Uncertainty, Équilibre avec inertie, Équilibre avec ventes à découvert

Carbon mitigation potential of the French forest sector under threat of combined physical and market impacts due to climate change.

Bilan de carbone, Bio-economic model, Carbon balance, Changement climatique, Climate change, Forest sector, Foresterie, Global change, Incertitude, Modèle bioéconomique, Tree cultivation, Uncertainty

Stochastic Impulse Control with Uncertainty in Finance and Insurance.

Bayesian filtering, CAT bond, Contrôle optimal, Filtrage Bayesien, Incertitude, Incidence sur le marché, Market impact, Obligation catastrophe, Optimal control, Optimal trading, Trading optimal, Uncertainty

The energy transition.

Comportements des ménages, Efficacité énergétique, Energy efficiency, Household behaviours, Incertitude, Irreversibility, Irréversibilité, Renewable energy, Smart grids, Uncertainty, Énergie renouvelable

The economic potential of Demand Response in liberalised electricity markets – A quantitative assessment for the French power system.

Aggregator, Agrégateur, Demand Response, Effacements de Demande, Electricity markets, Incertitude, Marchés de l’électricité, Stochastic Dual Dynamic Programming, Uncertainty

Pandemic economics: Optimal dynamic confinement under uncertainty and learning.

Confinement, Covid, Learning, Pandemic, Uncertainty

Uncertainty in historical Value-at-Risk: an alternative quantile-based risk measure.

Historical method, Prudential financial regulation, Stress risk measure, Stress testing, Tail risk measure, Uncertainty, Value-at-Risk

Dynamics and distribution of climate change impacts : insights for assessing mitigation pathways.

Changement climatique, Climate change, Impacts, Incertitude, Inequality, Integrated modelling, Inégalité, Modélisation intégrée, Uncertainty