Patrick L. Leoni

Kedge Business School

Professor

Domaine de Luminy - BP 921

BP 921

Marseille, PACA 13288

France

SCHOLARLY PAPERS

29

DOWNLOADS
Rank 38,313

SSRN RANKINGS

Top 38,313

in Total Papers Downloads

1,569

SSRN CITATIONS
Rank 37,447

SSRN RANKINGS

Top 37,447

in Total Papers Citations

11

CROSSREF CITATIONS

10

Scholarly Papers (29)

1.

Stop-Loss Strategies and Derivatives Portfolios

Number of pages: 21 Posted: 05 Aug 2008
Patrick L. Leoni
Kedge Business School
Downloads 374 (100,624)

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Stop-loss, portfolio management, Monte-Carlo simulations, derivatives

2.

Managerial Methods to Control the Downside Risk of Derivatives

Number of pages: 11 Posted: 05 Aug 2009
Patrick L. Leoni
Kedge Business School
Downloads 113 (302,927)

Abstract:

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derivatives, monte-carlo simulations, downside risk

3.

Downside Risk Control of Derivative Portfolios with Mean-Reverting Underlyings

Number of pages: 18 Posted: 19 Feb 2009
Patrick L. Leoni
Kedge Business School
Downloads 105 (318,773)

Abstract:

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Portfolio management, derivatives, downside risk, monte-carlo simulation

4.

Pandemics of the Poor and Banking Stability

Number of pages: 31 Posted: 10 May 2012
Patrick L. Leoni and Thomas Lagoarde-Segot
Kedge Business School and Euromed Management Marseille
Downloads 81 (375,291)
Citation 9

Abstract:

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Pandemics, banking stability, households' deposits, Poor countries

5.

The Economics of an HIV/AIDS Vaccine

Number of pages: 54 Posted: 29 Oct 2014 Last Revised: 30 Jun 2015
Patrick L. Leoni
Kedge Business School
Downloads 77 (386,441)

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HIV/Aids vaccine, R&D incentives, financial mechanisms, health underinvestment, patent protection

6.

Growth Forecasts, Belief Manipulation and Capital Markets

Number of pages: 46 Posted: 27 Mar 2010 Last Revised: 07 Aug 2013
Frederik Lundtofte and Patrick L. Leoni
Aalborg University Business School and Kedge Business School
Downloads 77 (386,441)

Abstract:

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social welfare, information, forecasting, asset pricing, heterogeneous beliefs

Psychological Determinants of Occurrence and Magnitude of Market Crashes

Number of pages: 25 Posted: 27 Jul 2009
Patrick L. Leoni
Kedge Business School
Downloads 44 (514,867)

Abstract:

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market crashes, investors' psychology, market anticipation

Psychological Determinants of Occurrence and Magnitude of Market Crashes

Euromed Marseille Working Paper No. 05-2009
Number of pages: 27 Posted: 17 Dec 2009
Patrick L. Leoni
Kedge Business School
Downloads 31 (584,930)

Abstract:

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Market crashes, Investors' psychology, Market anticipation

8.

Stochastic Volatility in Underlyings and Downside Risk of Derivative Portfolios

Number of pages: 18 Posted: 01 Mar 2009
Patrick L. Leoni
Kedge Business School
Downloads 71 (404,329)

Abstract:

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Households’ Savings, HIV/AIDS and Banking Stability in Developing Countries

Euromed Marseille Working Paper No. 06-2009
Number of pages: 8 Posted: 17 Dec 2009
Patrick L. Leoni
Kedge Business School
Downloads 33 (573,064)

Abstract:

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HIV/AIDS, banking stability, households’ savings

Households’ Savings, HIV/AIDS and Banking Stability in Developing Countries

Number of pages: 21 Posted: 22 Jul 2009
Patrick L. Leoni
Kedge Business School
Downloads 27 (611,018)

Abstract:

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Savings, HIV/AIDS, banking failure

10.

Advance Market Commitment: Some Issues and a Bad Remedy

Number of pages: 23 Posted: 12 Jul 2012 Last Revised: 11 Nov 2012
Patrick L. Leoni
Kedge Business School
Downloads 49 (483,221)

Abstract:

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neglected diseases, incentive mechanisms, time inconsistency, optimal mechanism

Downside Risk of Derivative Portfolios With Mean-Reverting Underlyings

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 17 Posted: 12 Dec 2009
Patrick L. Leoni
Kedge Business School
Downloads 43 (519,625)
Citation 1

Abstract:

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Downside Risk of Derivative Portfolios with Mean-Reverting Underlyings

The IUP Journal of Financial Risk Management, Vol. VII, No. 3, pp. 47-56, September 2010
Posted: 11 Nov 2010
Patrick L. Leoni
Kedge Business School

Abstract:

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12.

Optimal R&D Outsourcing

Number of pages: 9 Posted: 07 Nov 2015
Patrick L. Leoni
Kedge Business School
Downloads 41 (518,752)

Abstract:

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R&D outsourcing, Incentive mechanisms

13.

Consumption and Income Relationship: Non-Linearity, Cyclicity and Persistence

Number of pages: 31 Posted: 23 Aug 2009
Fedj Jawandi and Patrick L. Leoni
Amiens School of Management and Kedge Business School
Downloads 41 (518,752)

Abstract:

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Persistent income hypothesis, non-linear econometrics, aggregate income

14.

Non-Parametric Spectral Tests for Forecast Accuracy

Number of pages: 49 Posted: 29 Apr 2013 Last Revised: 03 May 2013
Patrick L. Leoni
Kedge Business School
Downloads 40 (523,497)

Abstract:

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Forecast accuracy, Spectral density tests, S&P 500, NASDAQ, ARMA-GARCH mixture

15.

Belief-Based IPO Underpricing

Number of pages: 16 Posted: 22 Dec 2013
Patrick L. Leoni
Kedge Business School
Downloads 38 (533,177)

Abstract:

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16.

Can Patent Duration Hinder Medical Innovation?

Number of pages: 17 Posted: 29 Oct 2011 Last Revised: 13 Jan 2016
Patrick L. Leoni and Alvaro Sandroni
Kedge Business School and University of Pennsylvania - Department of Economics
Downloads 35 (548,591)
Citation 1

Abstract:

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market collusion, patent duration, medical innovation

17.

The Antagonism of Push and Pull Strategies, and the Current Funding Campaigns to Fight Orphan Diseases

Number of pages: 19 Posted: 02 Aug 2009
Patrick L. Leoni
Kedge Business School
Downloads 34 (553,982)

Abstract:

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orphan diseases, Push and Pull mechanisms, optimal investments

18.

Information, Stochastic Dominance and Bidding: The Case of Treasury Auctions

Number of pages: 13 Posted: 29 Apr 2016 Last Revised: 06 Aug 2016
Patrick L. Leoni and Frederik Lundtofte
Kedge Business School and Aalborg University Business School
Downloads 33 (559,370)

Abstract:

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Common value auctions, informativeness, stochastic dominance

19.

Extreme Punishments Characterize Weak Pareto Optimality

Number of pages: 18 Posted: 12 Oct 2011 Last Revised: 01 Nov 2015
Patrick L. Leoni
Kedge Business School
Downloads 26 (600,769)

Abstract:

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20.

Monopolistic Trades, Accuracy of Beliefs and the Persistence of Long-Run Profit

Number of pages: 31 Posted: 09 Aug 2008 Last Revised: 04 Oct 2008
Patrick L. Leoni
Kedge Business School
Downloads 26 (600,769)

Abstract:

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Market Selection Hypothesis, Monopolistic trading, entropy of beliefs

21.

Simultaneous Hedging of Upgrading Costs and Optimal Public Policies with Many Orphan Diseases

Number of pages: 21 Posted: 28 Apr 2010
Patrick L. Leoni
Kedge Business School
Downloads 25 (607,343)

Abstract:

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Orphan diseases, Optimal public policies, Public good, Hedging needs

22.

Designing the Financial Tools to Promote Universal Access to AIDS Care

Euromed Marseille Working Paper No. 07-2009
Number of pages: 37 Posted: 17 Dec 2009
Patrick L. Leoni and Stephane Luchini
Kedge Business School and National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM), EHESS
Downloads 25 (607,343)
Citation 9

Abstract:

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HIV/Aids funding, security design, therapeutic innovation

23.

Extremal Markov Perfect Equilibria of Stochastic Games with Complementarities

Number of pages: 20 Posted: 14 Feb 2018
Patrick L. Leoni
Kedge Business School
Downloads 20 (641,940)
Citation 1

Abstract:

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Markov Equilibria, Stochastic Games, Supermodularity, Comparative Statics

24.

Entry, Accuracy of Beliefs and Long-Run Survival in Cournot Games

Number of pages: 21 Posted: 05 Aug 2009 Last Revised: 30 Jan 2010
Patrick L. Leoni
Kedge Business School
Downloads 16 (670,729)

Abstract:

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market selection hypothesis, survival, entrants, Cournot competition, heterogenous beliefs

25.

Monotone Comparative Statics in Stochastic Games With Increasing Preferences

Number of pages: 22 Posted: 24 Apr 2018
Patrick L. Leoni
Kedge Business School
Downloads 13 (693,726)

Abstract:

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Markov Perfect Equilibria, Stochastic Games, Increasing Preferences, Monotone Comparative Statics

26.

Survival in Cournot Games

Number of pages: 30 Posted: 21 Mar 2013
Patrick L. Leoni
Kedge Business School
Downloads 11 (709,363)

Abstract:

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27.

Unexpected Inflation, Instability and Market Expectations

Number of pages: 17 Posted: 23 Dec 2017
Patrick L. Leoni
Kedge Business School
Downloads 10 (717,216)

Abstract:

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Inflation Surge, Market Reaction Time, Endogenous Uncertainty

28.

Who is Really Managing Reputations?

Number of pages: 47 Posted: 30 Nov 2017
Patrick L. Leoni
Kedge Business School
Downloads 9 (725,212)

Abstract:

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29.

HIV/AIDS and Banking Stability in Developing Countries

Bulletin of Economic Research, Vol. 65, Issue 3, pp. 225-237, 2013
Number of pages: 13 Posted: 05 Jul 2013
Patrick L. Leoni
Kedge Business School
Downloads 1 (792,913)
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Abstract:

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banking stability, HIV/AIDS, households’ deposits