Patrick Roger

Strasbourg University - LARGE Research Center - EM Strasbourg Business School

Professor of Finance

PEGE

61 avenue de la Forêt Noire

Strasbourg, 67000

France

  • Strasbourg University - LARGE Research Center - EM Strasbourg Business School

SCHOLARLY PAPERS

21

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23

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Scholarly Papers (21)

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1.

Capital Protected Notes for Loss Averse Investors: A Counterintuitive Result

Number of pages: 38 Posted: 18 Mar 2008 Last Revised: 16 Nov 2008
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 392 (146,470)
Citation 1

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protected notes, prospect theory, reference point

2.

Behavioral Bias in Number Processing: Evidence from Analysts' Expectations

Journal of Economic Behavior and Organization, Vol. 149, May 2018
Number of pages: 41 Posted: 06 Oct 2015 Last Revised: 24 Jul 2019
Tristan Roger, Patrick Roger and Alain Schatt
ICN Business School, Strasbourg University - LARGE Research Center - EM Strasbourg Business School and University of Lausanne, HEC-Lausanne
Downloads 353 (164,448)
Citation 17

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Financial analysts, target prices, behavioral biases, number perception

3.

Portfolio Diversification Dynamics as a Measure of Market Sentiment

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 32 Posted: 15 Sep 2011 Last Revised: 11 Jun 2012
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 303 (193,613)

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Investor Sentiment, Retail Investors, Buy-Sell imbalance, Markov Chains

4.

Does the Consciousness of the Disposition Effect Increase the Equity Premium?

Number of pages: 28 Posted: 13 Mar 2007
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 270 (218,112)
Citation 2

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disposition effect, equity premium puzzle, loss aversion, behavioral finance

5.

Testing Alternative Theories of Financial Decision Making: An Experimental Study with Lottery Bonds

Number of pages: 28 Posted: 28 May 2009
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 203 (286,914)
Citation 1

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lottery bonds, optimal beliefs, probability distortion, risk aversion

6.

Diversi…fication, Gambling and Market Forces

Number of pages: 62 Posted: 14 Mar 2012 Last Revised: 02 Oct 2013
Patrick Roger, Marie-Hélène Broihanne and Maxime Merli
Strasbourg University - LARGE Research Center - EM Strasbourg Business School, Strasbourg University, LaRGE Research Center, EM Strasbourg Business School and Strasbourg University, LaRGE Research Center, EM Strasbourg Business School
Downloads 189 (306,119)

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Underdiversi…cation, solvency constraints, skewness, individual investors

7.

Testing Alternative Theories of Financial Decision Making: A Survey Study with Lottery Bonds

Downloads 189 (306,119)
Citation 1

Testing Alternative Theories of Financial Decision Making: A Survey Study with Lottery Bonds

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 32 Posted: 14 Oct 2009 Last Revised: 01 Dec 2009
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 189 (305,501)
Citation 1

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Lottery bonds, optimal beliefs, probability distortion, risk aversion

Testing Alternative Theories of Financial Decision Making: A Survey Study with Lottery Bonds

Journal of Behavioral Finance, Vol. 12, pp. 219-232, 2011
Posted: 11 Jan 2012
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School

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lottery bonds, optimal beliefs, probability distortion, risk aversion

8.

Cannibalization of Products with Random Prices: Did the Euromillions Lottery Kill the French 6/49 Lotto?

Number of pages: 22 Posted: 05 Mar 2009
Chabi Sylvie and Patrick Roger
University of Strasbourg and Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 188 (307,570)

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loterie, cannibalisation, effets de substitution

9.

Portfolio Diversification Dynamics of Individual Investors: A New Measure of Investor Sentiment

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 42 Posted: 05 Nov 2012
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 183 (314,986)
Citation 1

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Investor sentiment, retail investors, markov chains

10.

The Demand for Euromillions Lottery Tickets: An International Comparison

Number of pages: 30 Posted: 13 Nov 2008 Last Revised: 18 Feb 2009
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 183 (314,986)

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state-lotteries, demand function, elasticity, Euromillions, lotto

11.

Finance and Intelligence: A Survey

Number of pages: 49 Posted: 22 Nov 2022
Nicolas Eber, Patrick Roger and Tristan Roger
University of Strasbourg - EM Strasbourg Business School, Strasbourg University - LARGE Research Center - EM Strasbourg Business School and ICN Business School
Downloads 156 (361,850)

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12.

Being a Member of a Cooperative Bank: Ethical of Financial Decision?

Number of pages: 43 Posted: 06 Jun 2015
Damien Egarius and Patrick Roger
University of Strasbourg - EM Strasbourg Business School and Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 136 (403,794)

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Cooperative Banks, Bank Membership, Capital requirements, Investor Behavior.

13.

Mixed Risk Aversion and Preference for Risk Disaggregation: A Story of Moments

Downloads 121 (441,881)

Mixed Risk Aversion and Preference for Risk Disaggregation: A Story of Moments

LARGE Working Paper
Number of pages: 25 Posted: 10 Mar 2009 Last Revised: 21 May 2009
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 121 (443,742)

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risk apportionment, mixed risk aversion, prudence, temperance

Mixed Risk Aversion and Preference for Risk Disaggregation: A Story of Moments

Theory and Decision, Vol. 70, 2011
Posted: 16 Nov 2011
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School

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risk apportionment, mixed risk aversion, prudence, temperance

14.

Risk Apportionment: A Story of Moments?

Number of pages: 17 Posted: 19 Oct 2007
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School
Downloads 114 (462,111)

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risk apportionment, risk aversion, prudence, moments

15.

Idiosyncratic Risk, Private Benefits, and the Value of Family Firms

Number of pages: 27 Posted: 12 Mar 2016
Patrick Roger and Alain Schatt
Strasbourg University - LARGE Research Center - EM Strasbourg Business School and University of Lausanne, HEC-Lausanne
Downloads 97 (517,862)
Citation 2

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Family firm, blockholders, idiosyncratic risk, private benefits, market value

16.

Number Processing and Price Dynamics: A Market Experiment

Université Paris-Dauphine Research Paper No. 3548122
Number of pages: 45 Posted: 27 Mar 2020
Tristan Roger, Wael Bousselmi, Patrick Roger and Marc Willinger
ICN Business School, Université Montpellier I, Strasbourg University - LARGE Research Center - EM Strasbourg Business School and University of Montpellier
Downloads 68 (638,013)
Citation 1

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experimental markets, number perception, behavioral bias, stock price magnitude, mental scales

17.

Efficiency of Betting Markets and Rationality of Players: Evidence from the French 6/49 Lotto

Journal of Applied Statistics, Vol. 34, No. 6, 2007
Posted: 16 Nov 2011
Patrick Roger and Marie-Hélène Broihanne
Strasbourg University - LARGE Research Center - EM Strasbourg Business School and Strasbourg University, LaRGE Research Center, EM Strasbourg Business School

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lotto, pari-mutuel, information efficiency, maximum likelihood estimation

18.

Does the Consciousness of the Disposition Effect Increase the Equity Premium?

Journal of Behavioral Finance, Vol. 10, pp. 138-151, 2009
Posted: 16 Nov 2011
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School

Abstract:

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Disposition effect, Equity premium puzzle, Loss aversion, Behavioral finance

19.

Stock Timing Using Genetic Algorithms

Applied Stochastic models in Business and Industry, Vol. 18, pp. 121-134, 2002
Posted: 16 Nov 2011
Patrick Roger and Jerzy Korczak
Strasbourg University - LARGE Research Center - EM Strasbourg Business School and University of Strasbourg

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genetic algorithms, stock timing, technical analysis, market efficiency

20.

Properties of Bid and Ask Reservation Prices in the Rank-Dependent Expected Utility Model

Journal of Mathematical Economics, Vol. 34, 2000
Posted: 16 Nov 2011
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School

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Bid–ask spread, Market makers, Rank-dependent expected utility model

21.

The Design of Optimal Insurance Contracts: A Topological Approach

The Geneva Papers on Risk and Insurance: Theory, Vol. 22, pp. 5-19, 1997
Posted: 16 Nov 2011
Patrick Roger and Sandrine Spaeter
Strasbourg University - LARGE Research Center - EM Strasbourg Business School and French National Center for Scientific Research (CNRS) - Bureau of Economic Theory and Application (BETA)

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infinite dimensional problem, angular norm, coinsurance, deductible, increasing costs

Other Papers (1)

Total Downloads: 0
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1.

The Demand of Euromillions Lottery Tickets: An International Comparison

Revue Economique, Vol. 62, No. 1, pp. 29-56, January 2011
Posted: 13 Jan 2012 Last Revised: 14 Jan 2012
Patrick Roger
Strasbourg University - LARGE Research Center - EM Strasbourg Business School

Abstract:

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state-lotteries, lotto, demand, prospect theory