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).
Application of contract theory to the regulation of energy markets, and study of the joint laws of a martingale and its current maximum.
Capacity market, Decarbonation, Décarbonation, Marché des capacités électriques, Martingale and running maximum, Martingale et son maximum courant, Moral hazard, Principal-Agent, Risque moral
Learning Through Crowdfunding.
Moral hazard, Real options, Reward-based crowdfunding, Uncertainty
Skin in the Game and Moral Hazard.
Moral hazard, Risk-sharing, Securitization, Skin in the game
A Tale of a Principal and Many, Many Agents.
Infinite dimensional HJB equations, McKean–Vlasov SDEs, Mean field FBSDEs, Mean field games, Moral hazard
A tale of a Principal and many many Agents.
Infinite dimensional HJB equations, McKean–Vlasov SDEs, Mean field FBSDEs, Mean field games, Moral hazard
Contracting theory with competitive interacting Agents.
Competition, Moral hazard, Multidimensional quadratic BSDEs, Nash equilibrium, Principal multi-agents problems, Relative performance
Application of contract theory to energy regulation problems, and study of the joint laws of a martingale and its running maximum.
Capacity market, Decarbonation, Décarbonation, Marché des capacités électriques, Martingale and running maximum, Martingale et son maximum courant, Moral hazard, Principal-Agent, Risque moral
Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday.
Asymmetric Information, Corporate Finance, Cyclical Monotonicity, Equity Market, Hedonic Model, Hedonic Price, Impulse Response Function, Life Insurance Contract, Money Market, Moral Hazard, Optimal Mass Transportation
Essays in banking and corporate finance.
Agency problem, Aléa moral, Bank supervision, Coûts d'émission de la dette, Credit rationing, Debt issuance costs, Incentive compensation, Investissement, Investment, La capacité d'emprunt, Moral hazard, Problème de l'agence, Recapitalisation, Recapitalization, Risque des pertes extrêmes, Rémunération incitative, Supervision bancaire, Tail risk
Bank competition, crisis and risk taking: Evidence from emerging markets in Asia.
Asia, Bank competition, Financial crisis, Moral hazard
Moral Hazard in Dynamic Risk Management.
Moral hazard, Principal–agent problem, Risk-management, Volatility/portfolio selection
Health care insurance policies When the provider and patient may collude.
adverse selection, health insurance-payment scheme, moral hazard, patient-provider coalition