Items where Author is "Gollier, Christian"

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Article

Gollier, Christian (2019) Valuation of natural capital under uncertain substitutability. Journal of Environmental Economics and Management, 94. pp. 54-66.

Gollier, Christian (2019) Variance stochastic orders. Journal of Mathematical Economics, n° 80. pp. 1-8.

Gollier, Christian (2019) Aversion to risk of regret and preference for positively skewed risks. Economic Theory. (In Press)

Gollier, Christian and Kimball, Miles S. (2018) Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions. Journal of Risk and Insurance, 85 (2). pp. 397-430.

Gollier, Christian and Kimball, Miles S. (2018) New methods in the classical economics of uncertainty : Comparing risks. Geneva Risk and Insurance Review, 43 (1). pp. 5-23.

Dietz, Simon, Gollier, Christian and Kessler, Louise (2018) The climate beta. Journal of Environmental Economics and Management, 87. pp. 258-274.

Gollier, Christian (2018) Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing. Journal of Economic Dynamics and Control, 95. pp. 155-171.

Gollier, Christian (2016) Evaluation of long-dated assets : The role of parameter uncertainty. Journal of Monetary Economics, 84. pp. 66-83.

Gollier, Christian (2016) Valorisation des investissements ultra-longs et développement durable. Actualité économique, 92 (4).

Gollier, Christian (2016) Gamma discounters are short-termist. Journal of Public Economics, 142. pp. 83-90.

Gollier, Christian (2016) Taux d’actualisation et rémunération du capital. Revue Française d'économie, 30.

Bobtcheff, Catherine, Chaney, Thomas and Gollier, Christian (2016) Analysis of systemic risk in the insurance industry. Geneva Risk and Insurance Review, 41 (1). pp. 73-106.

Gollier, Christian and Tirole, Jean (2015) Negotiating effective institutions against climate change. Economics of Energy and Environmental Policy, 4 (2). pp. 5-27.

Cherbonnier, Frédéric and Gollier, Christian (2015) Decreasing Aversion under Ambiguity. Journal of Economic Theory, vol. 157. pp. 606-623.

Gollier, Christian (2015) Discounting, Inequality and Economic Convergence. Journal of Environmental Economics and Management, vol.69. pp. 53-61.

Gollier, Christian (2015) Long-term savings: The case of life insurance in France. Financial Stability Review (Banque de France), 19. pp. 129-136.

Attanasi, Giuseppe Marco, Gollier, Christian, Montesano, Aldo and Pace, Noémie (2014) Eliciting ambiguity aversion in unknown and in compound lotteries: A smooth ambiguity model experimental study. Theory and Decision, vol.77 (n°4). pp. 485-530.

Gollier, Christian (2014) Optimal insurance design of ambiguous risks. Economic Theory, vol. 57 (n° 3). pp. 555-576.

Gollier, Christian and Hammitt, James K. (2014) The Long-Run Discount Rate Controversy. Annual Review of Resource Economics, vol.6. pp. 273-295.

Gollier, Christian (2014) Discounting and Growth. American Economic Review (AER), vol. 104 (n° 5). pp. 534-537.

Arrow, Kenneth J., Cropper, Maureen, Gollier, Christian, Groom, Ben, Heal, Geoffrey, Newell, R., Nordhaus, William D., Pindyck, R., Pizer, W., Portney, P., Sterner, Thomas, Tol, R. and Weitzman, Martin L. (2014) Should governments use a declining discount rate in project analysis? Review of Environmental Economics and Policy, 8. pp. 145-163.

Alary, David, Gollier, Christian and Treich, Nicolas (2013) The Effect of Ambiguity Aversion on Insurance and Self-protection. The Economic Journal, vol. 123 (n° 573). pp. 1188-1202.

Gollier, Christian, Hammitt, James K. and Treich, Nicolas (2013) Risk and choice: A research saga. Journal of Risk and Uncertainty, 47 (2). pp. 129-145.

Arrow, Kenneth J., Cropper, Maureen, Gollier, Christian, Groom, Ben, Heal, Geoffrey, Newell, R., Nordhaus, William D., Pindyck, R., Pizer, W., Portney, P., Sterner, Thomas, Tol, R. and Weitzman, Martin L. (2013) Determining Benefits and Costs for Future Generations. Science, 341 (6144). pp. 349-350.

Gollier, Christian (2012) Actualisation et développement durable : en faisons-nous assez pour les générations futures ? Annales d'Économie et de Statistique, 1. pp. 51-90.

Gollier, Christian (2012) The debate on discounting: Reconciling positivists and ethicists. Chicago Journal of International Law, 13 (2). pp. 551-566.

Gollier, Christian (2011) Discounting and risk adjusting non-marginal investment projects. European Review of Agricultural Economics, 38 (3). pp. 325-334.

Gollier, Christian (2011) Does Ambiguity Aversion Reinforce Risk Aversion? Applications to Portfolio Choices and Asset Pricing. Review of Economic Studies, 78 (4). pp. 1329-1344.

Gollier, Christian and Schlee, Edward (2011) Information and the Equity Premium. Journal of the European Economic Association, 9 (5). pp. 871-902.

Gollier, Christian (2011) On the Underestimation of the Precautionary Effect in Discounting. Geneva Risk and Insurance Review, 36. pp. 95-111.

Gollier, Christian and Muermann, Alexander (2010) Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment. Management Science, 56 (8). pp. 1272-1284.

Gollier, Christian and Weitzman, Martin L. (2010) How Should the Distant Future be Discounted When Discount Rates are Uncertain? Economics Letters, 107 (3). pp. 350-353.

Gollier, Christian (2010) Debating about the Discount Rate: The Basic Economic Ingredients. Perspektiven der Wirtschaftspolitik, 11 (1). pp. 38-55.

Gollier, Christian (2010) Ecological Discounting. Journal of Economic Theory, 145 (2). pp. 812-829.

Gollier, Christian (2010) Expected Net Present Value, Expected Net Future Value, and the Ramsey Rule. Journal of Environmental Economics and Management, 59 (2). pp. 142-148.

Gollier, Christian (2009) Should we Discount the Far-Distant Future at its Lowest Possible Rate? Economics: The Open-Access, Open-Assessment E-Journal, 3 (2009-2).

Gollier, Christian (2008) Discounting with Fat-Tailed Economic Growth. Journal of Risk and Uncertainty, 37 (2). pp. 171-186.

Gollier, Christian, Koundouri, Phoebe and Pantelidis, Theologos (2008) Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy. Economic Policy, 23 (56). pp. 757-795.

Bobtcheff, Catherine, Gollier, Christian and Zeckhauser, Richard (2008) Resource Allocations when Projects have Ranges of Increasing Returns. Journal of Risk and Uncertainty, 37 (1). pp. 1-33.

Gollier, Christian (2008) Intergenerational Risk-Sharing and Risk-Taking of a Pension Fund. Journal of Public Economics, 92 (5-6). pp. 1463-1485.

Gollier, Christian (2008) Non à une régulation court-termiste! Revue Banque (259). pp. 13-14.

Gollier, Christian (2008) Understanding Saving and Portfolio Choices with Predictable Changes in Asset Returns. Journal of Mathematical Economics, 44 (4/6). pp. 445-458.

Gollier, Christian (2008) Assets Relative Risk for Long-Term Investors. Life & Pensions (1).

Gollier, Christian (2008) Liquidité, incertitude et crise. Revue d'économie financière. pp. 12-133.

Gollier, Christian (2007) Whom Should We Believe? Aggregation and Heterogeneous Beliefs. Journal of Risk and Uncertainty, 35 (2). pp. 107-127.

Gollier, Christian (2007) The Consumption-Based Determinants of the Term Structure of Discount Rates. Mathematics and Financial Economics, 1 (2). pp. 81-101.

Brunnermeier, Markus K., Gollier, Christian and Parker, Jonathan A. (2007) Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns. American Economic Review, 97 (2). pp. 159-165.

Gollier, Christian and Nakamura, Jean-Louis (2007) Investisseurs socialement responsables : quelle rationalité pour quelles perspectives ? Cahiers Français (337). pp. 90-97.

Gollier, Christian (2007) Effet de serre : vers une vérité actuarielle. Risques - Les Cahiers de l'Assurance, 69. pp. 54-59.

Gollier, Christian (2007) Une culture des partenariats privés à l'université de Toulouse. Risques - Les Cahiers de l'Assurance, 69. pp. 106-110.

Gollier, Christian (2007) Comment intégrer le risque dans le calcul économique? Revue d'Économie Politique, 117 (2). pp. 209-223.

Gollier, Christian (2007) La finance durable du rapport Stern. Revue d'Économie Politique, 117 (4). pp. 467-477.

Gollier, Christian (2007) Notre responsabilité sociale envers les générations futures confrontées au risque. Actes de Savoirs (2). pp. 45-48.

Gollier, Christian (2006) Psychologie et économie du risque: Vers de nouveaux paradigmes de comportement face au risque? Risques - Les Cahiers de l'Assurance (67). pp. 71-75.

Gollier, Christian (2006) Réparation du préjudice et efficacité. Risques - Les Cahiers de l'Assurance, 68.

Gollier, Christian and Schlee, Edward (2006) Increased Risk-Bearing with Background Risk. Topics in Theoretical Economics, 6 (1).

Eeckhoudt, Louis and Gollier, Christian (2005) The Impact of Prudence on Optimal Prevention. Economic Theory, 26 (4). pp. 989-994.

Gollier, Christian and Zeckhauser, Richard (2005) Aggregation of Heterogeneous Time Preferences. Journal of Political Economy, 113 (4). pp. 878-896.

Gollier, Christian, Proult, David, Thais, Françoise and Walgenwitz, Gilles (2005) Choice of Nuclear Power Investments under Price Uncertainty: Valuing Modularity. Energy Economics, 27 (4). pp. 667-685.

Eeckhoudt, Louis, Gollier, Christian and Treich, Nicolas (2005) Optimal Consumption and the Timing of the Resolution of Uncertainty. European Economic Review, 49 (3). pp. 761-773.

Gollier, Christian (2005) Coût de l'inassurabilité et coûts de l'assurance. Revue d'économie financière (n°80). pp. 39-52.

Gollier, Christian (2005) Les déterminants socio-économiques des comportements face aux risques : commentaire. Revue Économique, 56. pp. 417-422.

Gollier, Christian (2005) Quel taux d'actualisation pour l'avenir ? Revue Française d'Économie, 19. pp. 59-82.

Alary, David and Gollier, Christian (2004) Debt Contract, Strategic Default, and Optimal Penalities with Judgement Errors. Annals of Economics and Finance, 2 (5). pp. 357-372.

Gollier, Christian (2004) Misery Loves Company: Equilibrium Portfolios with Heterogeneous Consumption Externalities. International Economic Review, 45 (4). pp. 1169-1192.

Gollier, Christian (2004) Maximizing the Expected Net Future Value as an Alternative Strategy to Gamma Discounting. Finance Research Letters, 1 (2). pp. 85-89.

Gollier, Christian (2004) Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability. Contributions to Theoretical Economics, 4 (1).

Gollier, Christian and Schlesinger, Harris (2003) Preserving Preference Rankings under Background Risk. Economics Letters, vol. 80 (n° 3). pp. 337-341.

Gollier, Christian, Hilton, Denis and Raufaste, E. (2003) Daniel Kahneman et l'analyse de la décision face au risque. Revue d'Economie Politique, 3. pp. 295-307.

Gollier, Christian and Treich, Nicolas (2003) Decision-Making under Scientific Uncertainty: The Economics of the Precautionary Principle. Journal of Risk and Uncertainty, 27. pp. 77-103.

Gollier, Christian (2002) Time Horizon and the Discount Rate. Journal of Economic Theory, 107 (2). pp. 463-473.

Gollier, Christian (2002) Time Diversification, Liquidity Constraints, and Decreasing Aversion to Risk on Wealth. Journal of Monetary Economics, 49 (7). pp. 1439-1459.

Gollier, Christian and Zeckhauser, Richard (2002) Time Horizon and Portfolio Risk. Journal of Risk and Uncertainty, 24 (3). pp. 195-212.

Gollier, Christian and Schlesinger, Harris (2002) Changes in Risk and Asset Prices. Journal of Monetary Economics, 49 (4). pp. 761-795.

Gollier, Christian (2002) Discounting an Uncertain Future. Journal of Public Economics, 85. pp. 149-166.

Gollier, Christian (2001) Wealth Inequality and Asset Pricing. Review of Economic Studies, 68. pp. 181-203.

Gollier, Christian and Haritchabalet, Carole (2000) Assurance et prévention optimale. Revue d'Économie Politique, 110 (2). pp. 181-205.

Gollier, Christian, Jullien, Bruno and Treich, Nicolas (2000) Scientific Progress and Irreversibility: an Economic Interpretation of the Precautionary Principle. Journal of Public Economics, 75. pp. 229-253.

Gollier, Christian, Lindsey, J. and Zeckhauser, Richard (1997) Investment Flexibility and the Acceptance of Risk. Journal of Economic Theory. pp. 219-242.

Gollier, Christian (1997) A Note on Portfolio Dominance. Review of Economic Studies, 64. pp. 147-150.

Biais, Bruno and Gollier, Christian (1997) Trade Credit and Credit Rationing. Review of Financial Studies, 10. pp. 903-937.

Gollier, Christian and Schlesinger, Harris (1996) Arrow's Theorem on the Optimality of Deductibles: A Stochastic Dominance Approach. Economic Theory, 7. pp. 359-363.

Eeckhoudt, Louis, Gollier, Christian and Schlesinger, Harris (1996) Changes in Background Risk, and Risk Taking Behaviour. Econometrica, 64. pp. 683-690.

Gollier, Christian (1996) Repeated Optional Gambles and Risk Aversion. Management Science, 42. pp. 1524-1530.

Gollier, Christian and Pratt, J. W. (1996) Risk Vulnerability and the Tempering Effect of Background Risk. Econometrica, 64. pp. 1109-1124.

Gollier, Christian (1995) The Comparative Statics of Changes in Risk Revisited. Journal of Economic Theory, 66. pp. 522-536.

Dreze, Jacques and Gollier, Christian (1993) Risk Sharing on the Labour Market and Second-Best Wage Rigidity. European Economic Review, 37. pp. 1457-1482.

Book Section

Gollier, Christian (2013) The economics of optimal insurance design. In: Handbook of Insurance 2d edition Springer. Chapter 4. pp. 107-122. ISBN 978-1-4614-0154-4

Gollier, Christian and Treich, Nicolas (2012) Option Value and Precaution. In: Encyclopedia of Energy: Natural Resources and Environmental Economics Elsevier. Chapter 159. pp. 332-338. ISBN 9780123750679

Gollier, Christian and Ivaldi, Marc (2009) A Merger in the Insurance Industry: Much Easier to Measure Unilateral Effects than Expected (part 3). In: Cases in European Competition Policy: The Economic Analysis Lyons, Bruce (ed.) Cambridge University Press. Chapter 12. pp. 293-311.

Gollier, Christian (2008) Optimal Portfolio Management for Individual Pension Plans. In: Pensions Strategies in Europe and the United State Fenge, Robert, de Ménil, Georges and Pestieau, Pierre (eds.) MIT Press. Chapter 9. pp. 273-292.

Gollier, Christian (2004) Insurability. In: Encyclopedia of Actuarial Science Wiley. pp. 899-903.

Monograph

Gollier, Christian (2019) A general theory of risk apportionment. TSE Working Paper, n. 19-1003, Toulouse

Cherbonnier, Frédéric and Gollier, Christian (2018) The economic determinants of risk-adjusted social discount rates. TSE Working Paper, n. 18-972, Toulouse

Gollier, Christian (2018) The cost-efficiency carbon pricing puzzle. TSE Working Paper, n. 18-952, Toulouse

Gollier, Christian (2016) Aversion to risk of regret and preference for positively skewed risks. TSE Working Paper, n. 16-646, Toulouse

Bec, Frédérique and Gollier, Christian (2014) Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup. TSE Working Paper, n. 14-523

Gollier, Christian and Pouget, Sébastien (2014) The "Washing Machine": Investment Strategies and Corporate Behavior with Socially Responsible Investors. TSE Working Paper, n. 14-457

Gollier, Christian and Pouget, Sébastien (2014) The "Washing Machine": Investment Strategies and Corporate Behavior with Socially Responsible Investors. LERNA Working Paper, n. 14.01.402

Gollier, Christian, Hammitt, James K. and Treich, Nicolas (2013) Risk and Choice: A Research Saga. TSE Working Paper, n. 13-444

Gollier, Christian, Hammitt, James K. and Treich, Nicolas (2013) Risk and Choice: A Research Saga. LERNA Working Paper, n. 13.11.398

Gollier, Christian (2013) A theory of rational short-termism with uncertain betas. TSE Working Paper, n. 13-389

Gollier, Christian (2012) Asset pricing with uncertain betas: A long-term perspective. TSE Working Paper, n. 12-354

Gollier, Christian (2012) Evaluation of long-dated assets : The role of parameter uncertainty. TSE Working Paper, n. 12-361, Toulouse

Gollier, Christian (2012) Evaluation of long-dated investments under uncertain growth trend, volatility and catastrophes. LERNA Working Paper, n. 12.28.385

Gollier, Christian (2012) A theory of rational short-termism with uncertain betas. LERNA Working Paper, n. 12.14.371

Attanasi, Giuseppe Marco, Gollier, Christian, Montesano, Aldo and Pace, Noémie (2012) Eliciting ambiguity aversion in unknown and in compound lotteries: A KMM experimental approach. TSE Working Paper, n. 12-338, Toulouse

Attanasi, Giuseppe Marco, Gollier, Christian, Montesano, Aldo and Pace, Noémie (2012) Eliciting ambiguity aversion in unknown and in compound lotteries: A KMM experimental approach. LERNA Working Paper, n. 12.21.378

Gollier, Christian and Pouget, Sébastien (2012) Equilibrium Corporate Behavior and Capital Asset Prices with Socially Responsible Investors. TSE Working Paper, n. 12-371, Toulouse

Gollier, Christian and Pouget, Sébastien (2012) Equilibrium Corporate Behavior and Capital Asset Prices with Socially Responsible Investors. LERNA Working Paper, n. 12.30.387

Gollier, Christian (2012) Optimal insurance design of ambiguous risks. TSE Working Paper, n. 12-303

Gollier, Christian and Pouget, Sébastien (2009) Shareholder Activism and Socially Responsible Investors: Equilibrium Changes in Asset Prices and Corporate Behavior. TSE Working Paper, n. 09-081

Gollier, Christian (2009) Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion. TSE Working Paper, n. 09-068

Gollier, Christian (2009) Expected Net Present Value, Expected Net Future Value, and the Ramsey Rule. TSE Working Paper, n. 09-049

Bec, Frédérique and Gollier, Christian (2009) Cyclicality and Term Structure of Value-at-Risk in Europe. TSE Working Paper, n. 09-035

Gollier, Christian (2009) Finance durable et investissement responsable. TSE Working Paper, n. 09-017

Gierlinger, Johannes and Gollier, Christian (2008) Socially Efficient Discounting under Ambiguity Aversion. IDEI Working Paper, n. 561

Gollier, Christian (2008) Discounting with Fat-Tailed Economic Growth. IDEI Working Paper, n. 523

Gollier, Christian, Koundouri, Phoebe and Pantelidis, Theologos (2008) Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy. IDEI Working Paper, n. 525

Gollier, Christian (2007) The Determinants of the Insurance Demand by Firms. IDEI Working Paper, n. 468

Gollier, Christian (2007) Assets Relative Risk for Long-term Investors. IDEI Working Paper, n. 466

Gollier, Christian (2007) Optimal expectations with complete markets. IDEI Working Paper, n. 463

Brunnermeier, Markus K., Gollier, Christian and Parker, Jonathan A. (2007) Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns. IDEI Working Paper, n. 429

Gollier, Christian (2007) Understanding Saving and Portfolio Choices with Predictable Changes in Assets Returns. IDEI Working Paper, n. 430

Gollier, Christian (2007) Intergenerational Risk-Sharing and Risk-Taking of a Pension Fund. IDEI Working Paper, n. 42

Bec, Frédérique and Gollier, Christian (2006) Assets Returns Volatility and Investment Horizon: The French Case. IDEI Working Paper, n. 467

Gollier, Christian and Muermann, Alexander (2006) Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment. IDEI Working Paper, n. 462

Gollier, Christian (2006) An Evaluation of Stern's Report on the Economics of Climate Change. IDEI Working Paper, n. 464

Gollier, Christian (2005) Optimal Portfolio Management for Individual Pension Plans. IDEI Working Paper, n. 298

Gollier, Christian (2005) Does Flexibility Enhance Risk Tolerance? IDEI Working Paper, n. 390

Gollier, Christian and Ivaldi, Marc (2005) Study on Competition Policy in the Portuguese Insurance Sector: Econometric Measurement of Unilateral Effects in the CAIXA / BCP Merger Case. Autoridade da Concorrência Working Papers, n. 7

Gollier, Christian (2005) Optimal Illusions and Decisions under Risk. IDEI Working Paper, n. 340

Gollier, Christian (2004) The Consumption-Based Determinants of the Term Structure of Discount Rates. IDEI Working Paper, n. 296

Gollier, Christian, Proult, David, Thais, Françoise and Walgenwitz, Gilles (2004) Choice of Nuclear Power Investments under Price Uncertainty: Valuing Modularity. IDEI Working Paper, n. 270

Gollier, Christian (2004) Optimal Positive Thinking and Decisions under Risk. IDEI Working Paper, n. 268

Gollier, Christian and Zeckhauser, Richard (2003) Collective Investment Decision Making with Heterogeneous Time Preferences. IDEI Working Paper, n. 198

Gollier, Christian (2003) Maximizing the Expected Net Future Value as an Alternative Strategy to Gamma Discounting. IDEI Working Paper, n. 213

Gollier, Christian (2003) Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability. IDEI Working Paper, n. 250

Gollier, Christian (2003) Transitory Shocks to GNP and the Consumption-Based Term Structure of Interest Rates. IDEI Working Paper, n. 175

Gollier, Christian (2003) Who Should we Believe? Collective Risk-Taking Decisions with Heterogeneous Beliefs. IDEI Working Paper, n. 201

Gollier, Christian (2002) Optimal Prevention of Unknown Risks: A Dynamic Approach with Learning. IDEI Working Paper, n. 139

Eeckhoudt, Louis and Gollier, Christian (2001) Are Independent Optimal Risks Substitutes? IDEI Working Paper, n. 128

Book

Gollier, Christian (2017) Ethical Asset Valuation and the Good Society. Columbia University Press ISBN 9780231170420

Gollier, Christian (2012) Pricing the planet's future: the economics of discounting in an uncertain world. Princeton University Press

Chiappori, Pierre-André and Gollier, Christian (2006) Competitive Failures in Insurance Markets: Theory and Policy Implications. MIT Press

Eeckhoudt, Louis, Gollier, Christian and Schlesinger, Harris (2005) Economic and Financial Decisions under Risk. Princeton University Press

Gollier, Christian (2001) The Economics of Risk and Time. MIT Press

This list was generated on Fri Oct 18 21:59:35 2019 CEST.