Jean-Marc Tallon

Paris School of Economics

SCHOLARLY PAPERS

9

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1,166

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in Total Papers Citations

55

CROSSREF CITATIONS

19

Scholarly Papers (9)

1.
Downloads 448 (121,343)
Citation 25

Ambiguity and the Historical Equity Premium

Number of pages: 45 Posted: 16 May 2011
University of Berne - Department of Economics, School of Economics and Finance, Queen Mary University of London, University of Oxford - Department of Economics and Paris School of Economics
Downloads 339 (164,838)
Citation 17

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Ambiguity Aversion, Asset pricing, Equity premium puzzle

Ambiguity and the Historical Equity Premium

Number of pages: 45 Posted: 19 May 2011
School of Economics and Finance, Queen Mary University of London, University of Berne - Department of Economics, University of Oxford - Department of Economics and Paris School of Economics
Downloads 109 (463,302)
Citation 10

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Ambiguity version, asset pricing, equity premium puzzle

2.

Trading Ambiguity: A Tale of Two Heterogeneities

Number of pages: 50 Posted: 03 Dec 2018 Last Revised: 18 Apr 2022
Sujoy Mukerji, Han N. Ozsoylev and Jean-Marc Tallon
School of Economics and Finance, Queen Mary University of London, Ozyegin University - Faculty of Business and Paris School of Economics
Downloads 359 (156,117)
Citation 3

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ambiguity, ambiguity aversion, earnings announcements, parameter uncertainty, portfolio choice, trading volume

3.

Flexible Contracts

CESifo Working Paper Series No. 2927
Number of pages: 48 Posted: 01 Feb 2010
Piero Gottardi, Jean-Marc Tallon and Paolo Ghirardato
University of Essex - Department of Economics, Paris School of Economics and Collegio Carlo Alberto
Downloads 108 (463,668)

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delegation, flexibility, agency costs, multiple priors, imprecision aversion

4.

Aggregating Tastes, Beliefs, and Attitudes Under Uncertainty

HEC Paris Research Paper No. ECO/SCD-2014-1057
Number of pages: 27 Posted: 01 Aug 2014 Last Revised: 25 Sep 2014
Eric Danan, Thibault Gajdos, Brian Hill and Jean-Marc Tallon
University of Cergy-Pontoise, Aix-Marseille University - Aix-Marseille School of Economics, CNRS and Paris School of Economics
Downloads 99 (492,772)
Citation 3

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Preference Aggregation, Social Choice, Uncertainty

5.

Efficient Allocations under Ambiguous Model Uncertainty

Number of pages: 68 Posted: 21 Nov 2022
Chiaki Hara, Sujoy Mukerji, Frank Riedel and Jean-Marc Tallon
Kyoto University, School of Economics and Finance, Queen Mary University of London, Bielefeld University - Center for Mathematical Economics and Paris School of Economics
Downloads 88 (542,693)

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Ambiguity sharing, model uncertainty, ambiguity aversion, pricing kernel

6.

Ambiguity Preferences and Portfolio Choices: Evidence from the Field

Management Science, 2017
Number of pages: 55 Posted: 15 Nov 2019
Milo Bianchi and Jean-Marc Tallon
University of Toulouse 1 - Toulouse School of Economics (TSE) and Paris School of Economics
Downloads 64 (635,840)
Citation 22

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7.

Ambiguity Aversion and Incompleteness of Financial Markets

Posted: 21 Sep 2001
Sujoy Mukerji and Jean-Marc Tallon
School of Economics and Finance, Queen Mary University of London and Paris School of Economics

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Ambiguity aversion, incomplete markets, sub-optimal risk sharing.

8.

Allais' Trading Process and the Dynamic Evolution of a Market Economy

Posted: 24 Jan 2001
Jean-Michel Courtault and Jean-Marc Tallon
University of Burgundy Franche-Comté - L.I.B.R.E. and Paris School of Economics

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9.

Unawareness and Bankruptcy: A General Equilibrium Model

Posted: 04 Oct 1998
Salvatore Modica, Aldo Rustichini and Jean-Marc Tallon
Universita di Palermo, University of Minnesota - Twin Cities - Department of Economics and Paris School of Economics

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