Group by: Creators | Item Type | Date
Jump to: A | B | C | D | F | G | H | L
Number of items at this level: 40.

A

Almeida, Caio, Ardison, Kim and Garcia, René (2019) Nonparametric Assessment of Hedge Fund Performance. TSE Working Paper, n. 19-1024, Toulouse

Andries, MarianneIdRef (2019) L’aversion au risque, composante essentielle du prix du risque, est-elle stable dans le temps ? Revue d'économie financière (n° 133). pp. 45-59.

B

Biais, BrunoIdRef, Hombert, JohanIdRef and Weill, Pierre-OlivierIdRef (2014) Equilibrium Pricing and Trading Volume under Preference Uncertainty. Review of Economic Studies, vol.81 (n°4). pp. 1401-1437.

Biais, BrunoIdRef, Hombert, JohanIdRef and Weill, Pierre-OlivierIdRef (2010) Trading and Liquidity with Limited Cognition. TSE Working Paper, n. 10-242, Toulouse

Biais, BrunoIdRef, Mariotti, ThomasIdRef, Moinas, SophieIdRef and Pouget, SébastienIdRef (2017) Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation. TSE Working Paper, n. 17-798, Toulouse

Bonomo, Marco, Garcia, RenéIdRef, Meddahi, NourIdRef and Tédongap, RoméoIdRef (2010) Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices. TSE Working Paper, n. 10-187

Bonomo, Marco, Garcia, RenéIdRef, Meddahi, NourIdRef and Tédongap, RoméoIdRef (2011) Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices. Review of Financial Studies, 24 (1). pp. 82-122.

Bonomo, Marco, Garcia, RenéIdRef, Meddahi, NourIdRef and Tédongap, RoméoIdRef (2015) The long and the short of the risk-return trade-off? Journal of Econometrics, 187 (n°2). pp. 580-592.

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

C

Cherbonnier, FrédéricIdRef and Gollier, ChristianIdRef (2023) Fixing Our Public Discounting Systems. Annual Review of Financial Economics, vol. 15. pp. 147-164.

Collard, FabriceIdRef, Fève, PatrickIdRef and Ghattassi, ImenIdRef (2005) Predictability and Habit Persistence. IDEI Working Paper, n. 339

D

Décamps, Jean-PaulIdRef, Mariotti, ThomasIdRef, Rochet, Jean-CharlesIdRef and Villeneuve, StéphaneIdRef (2008) Free Cash-Flow, Issuance Costs and Stock Price Volatility. IDEI Working Paper, n. 518, Toulouse

F

Farhi, EmmanuelIdRef and Tirole, JeanIdRef (2012) Liquid Bundles. TSE Working Paper, n. 12-328

Farhi, EmmanuelIdRef and Tirole, JeanIdRef (2015) Liquid Bundles. Journal of Economic Theory, vol. 158. pp. 634-655.

Fève, PatrickIdRef and Moura, AlbanIdRef (2023) Frictionless house-price momentum. TSE Working Paper, n. 23-1488, Toulouse

Fève, PatrickIdRefORCIDORCID: https://orcid.org/0009-0006-4064-7775 and Moura, AlbanIdRef (2024) Frictionless house-price momentum. Journal of Economic Dynamics and Control, vol. 168.

G

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

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

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

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

Gollier, ChristianIdRef (2009) Ecological Discounting. TSE Working Paper, n. 09-062

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

Gollier, ChristianIdRef (2024) Evaluating sustainability actions under uncertainty : the role of improbable extreme scenarios. Geneva Risk and Insurance Review, vol.49. pp. 59-74.

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

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

Gollier, ChristianIdRef (2014) Gamma discounters are short-termist. TSE Working Paper, n. 14-499, Toulouse

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

Gollier, ChristianIdRef (2009) Should we Discount the Far-Distant Future at its Lowest Possible Rate? Economics: The Open-Access, Open-Assessment E-Journal, 3 (2009-25).

Gollier, ChristianIdRef (2017) Valuation of natural capital under uncertain substitutability. TSE Working Paper, n. 17-813, Toulouse

Gollier, ChristianIdRef (2022) The cost-efficiency carbon pricing puzzle. TSE Working Paper, n. 18-952, Toulouse

Gollier, ChristianIdRef (2024) The cost-efficiency carbon pricing puzzle. Journal of environmental economics and management, Vol. 128 (N° 103062).

Gollier, ChristianIdRef and Schlee, Edward (2003) Information and the Equity Premium. IDEI Working Paper, n. 251

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

Gourieroux, ChristianIdRef, Monfort, AlainIdRef, Mouabbi, SarahIdRef and Renne, Jean-PaulIdRef (2021) Disastrous Defaults. TSE Working Paper, n. 21-1237, Toulouse, France

Gourieroux, ChristianIdRef, Monfort, Alain and Renne, Jean-PaulIdRef (2022) Required Capital for Long-Run Risks. Journal of Economic Dynamics and Control, vol.144 (104502).

H

Hege, UlrichIdRef and Mella-Barral, PierreIdRef (2019) Bond Exchange Offers or Collective Action Clauses? TSE Working Paper, n. 19-1016, Toulouse

Hege, UlrichIdRef and Mella-Barral, PierreIdRef (2019) Bond Exchange Offers or Collective Action Clauses? Finance, 40. pp. 77-119.

Hörner, JohannesIdRef and Lovo, StefanoIdRef (2017) Belief-free Price Formation. TSE Working Paper, n. 17-790, Toulouse

Hörner, JohannesIdRef, Lovo, StefanoIdRef and Tomala, TristanIdRef (2018) Belief-free Price Formation. Journal of Financial Economics, 127 (2). pp. 342-365.

L

Luciano, ElisaIdRef and Rochet, Jean-CharlesIdRef (2022) The Fluctuations of Insurers’ Risk Appetite. Journal of Economic Dynamics and Control, vol.144.

This list was generated on Thu Jan 15 01:00:06 2026 CET.