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Le Grand, Francois's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
203 |
Total
Citations
9 |
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1.
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A Robust Approach to Risk Aversion
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Bommier, Antoine
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich Le Grand, Francois
EMLYON Business School
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Posted:
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03 Feb 13
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Last Revised:
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07 May 13
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57
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1
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Bommier, Antoine
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich Le Grand, Francois
EMLYON Business School
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8
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risk aversion, recursive utility, robustness, ordinal dominance, risk free rate, equity premium, risk sharing
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Bommier, Antoine
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich Le Grand, Francois
EMLYON Business School
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03 Feb 13
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Last Revised:
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07 May 13
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49
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risk aversion, recursive utility, robustness, ordinal dominance, risk free rate, equity premium, risk sharing
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2.
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Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle
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Bommier, Antoine
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich Le Grand, Francois
EMLYON Business School
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Posted:
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25 Jan 12
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Last Revised:
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20 Dec 12
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56
(192,155)
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2
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Bommier, Antoine
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich Le Grand, Francois
EMLYON Business School
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15
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annuity puzzle, insurance demand, bequest, intergenerational transfers, temporal risk aversion, multiplicative preferences
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Bommier, Antoine
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich Le Grand, Francois
EMLYON Business School
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25 Jan 12
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Last Revised:
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16 Jul 12
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41
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annuity puzzle, insurance demand, bequest, intergenerational transfers, temporal risk aversion, multiplicative preferences
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3.
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Challe, Edouard
Ecole Polytechnique Le Grand, Francois
EMLYON Business School Ragot, Xavier
National Center for Scientific Research (CNRS)
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35
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Incomplete markets, yield curve, borrowing constraints
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4.
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Bommier, Antoine
Swiss Federal Institute of Technology Zurich - CER-ETH - Center of Economic Research at ETH Zurich Chassagnon, Arnold
Paris School of Economics (PSE) Le Grand, Francois
EMLYON Business School
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29
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6
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Risk aversion, Savings behaviors, Precautionary savings
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5.
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Le Grand, Francois
EMLYON Business School Ragot, Xavier
National Center for Scientific Research (CNRS)
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26
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Option Pricing, Open Interest, Incomplete Markets
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