Jean-Marc Tallon

Paris School of Economics

  • Paris School of Economics

SCHOLARLY PAPERS

7

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605

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15

Scholarly Papers (7)

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1.

Ambiguity and the Historical Equity Premium

Downloads 366 ( 79,655)
Citation 13

Ambiguity and the Historical Equity Premium

Number of pages: 45 Posted: 16 May 2011
Fabrice Collard, Sujoy Mukerji, Kevin Sheppard and Jean-Marc Tallon
University of Berne - Department of Economics, Queen Mary University of London, University of Oxford - Department of Economics and Paris School of Economics
Downloads 299 (99,322)
Citation 6

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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
Sujoy Mukerji, Fabrice Collard, Kevin Sheppard and Jean-Marc Tallon
Queen Mary University of London, University of Berne - Department of Economics, University of Oxford - Department of Economics and Paris School of Economics
Downloads 67 (336,942)
Citation 12

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Ambiguity version, asset pricing, equity premium puzzle

2.

Trading Ambiguity: A Tale of Two Heterogeneities

Number of pages: 54 Posted: 03 Dec 2018 Last Revised: 12 Jun 2019
Sujoy Mukerji, Han N. Ozsoylev and Jean-Marc Tallon
Queen Mary University of London, Koc University - College of Administrative Sciences and Economics and Paris School of Economics
Downloads 90 (280,196)

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ambiguity, ambiguity aversion, asset pricing, cross-sectional returns, 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
European University Institute - Department of Economics, Paris School of Economics and Collegio Carlo Alberto
Downloads 86 (288,375)

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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 63 (343,708)
Citation 2

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Preference Aggregation, Social Choice, Uncertainty

5.

Ambiguity Aversion and Incompleteness of Financial Markets

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

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

6.

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

Economic Theory, Vol. 16, No. 2
Posted: 24 Jan 2001
Jean-Michel Courtault and Jean-Marc Tallon
Université de Franche-Comté - L.I.B.R.E. and Paris School of Economics

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7.

Unawareness and Bankruptcy: A General Equilibrium Model

Economic Theory, Vol. 12, Iss. 2, August 19, 1998
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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