Pascal St-Amour

University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

Unil Dorigny, Batiment Internef

Lausanne, 1015

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

  • University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

SCHOLARLY PAPERS

18

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59

CROSSREF CITATIONS

11

Scholarly Papers (18)

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1.

Health and (Other) Asset Holdings

Swiss Finance Institute Research Paper No. 09-18
Number of pages: 81 Posted: 12 Jun 2009 Last Revised: 09 Jun 2015
Julien Hugonnier, Florian Pelgrin and Pascal St-Amour
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, EDHEC Business School and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 307 (164,962)
Citation 15

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portfolio, health investment, mortality risk

2.

Valuing Life as an Asset, as a Statistic and at Gunpoint

Swiss Finance Institute Research Paper No. 18-27
Number of pages: 59 Posted: 09 Apr 2018
Julien Hugonnier, Florian Pelgrin and Pascal St-Amour
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, EDHEC Business School and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 253 (201,061)
Citation 4

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Value of Human Life, Human Capital, Value of Statistical Life, Hicksian Willingness to Pay, Equivalent Variation, Mortality, Structural Estimation

3.

Asset Returns and State-Dependent Risk Preferences

CIRPEE Working Paper No. 03-16
Number of pages: 33 Posted: 20 May 2003
Pascal St-Amour and Stephen Gordon
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Universite Laval
Downloads 197 (254,687)
Citation 16

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Asset pricing models, Bayesian analysis, continuous-time econometric models, data augmentation, equity premium puzzle, Markov chain Monte Carlo, risk aversion, state-dependent preferences, wealth

4.

Asymmetric Information and Adverse Selection in Mauritian Slave Auctions

Swiss Finance Institute Research Paper No. 08-40
Number of pages: 56 Posted: 08 Dec 2008
Georges Dionne, Pascal St-Amour and Désiré Vencatachellum
HEC Montreal - Department of Finance, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and African Development Bank
Downloads 164 (298,952)
Citation 4

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Information Asymmetry, Adverse Selection, English Auction, Private Value, Slavery, Mauritius

5.

A Structural Analysis of the Health Expenditures and Portfolio Choices of Retired Agents

Swiss Finance Institute Research Paper No. 10-29
Number of pages: 47 Posted: 02 Jul 2010
Julien Hugonnier, Florian Pelgrin and Pascal St-Amour
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, EDHEC Business School and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 156 (311,754)
Citation 1

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Asset allocation, Expected lifetime, Health production function, Mortality risk, Recursive utility, Value of health, Value of life

6.

Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life

Swiss Finance Institute Research Paper No. 17-11
Number of pages: 60 Posted: 21 Mar 2017 Last Revised: 04 May 2018
Julien Hugonnier, Florian Pelgrin and Pascal St-Amour
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne, EDHEC Business School and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 142 (336,632)
Citation 2

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End of life; Life cycle; Dis-savings; Endogenous mortality risk; Unmet medical needs; Right to refuse treatment

7.

Life Cycle Responses to Health Insurance Status

Downloads 133 (354,223)
Citation 5

Life Cycle Responses to Health Insurance Status

Swiss Finance Institute Research Paper No. 14-31
Number of pages: 60 Posted: 10 May 2014 Last Revised: 09 Jun 2015
Florian Pelgrin and Pascal St-Amour
EDHEC Business School and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 108 (415,148)

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Household Finance, Endogenous Morbidity and Mortality Risks, Demand for Health, Medicare and Patient Protection and Affordable Care Act, Simulated Moments Estimation

Life Cycle Responses to Health Insurance Status

Netspar Discussion Paper No. 07/2015-063
Number of pages: 61 Posted: 19 Mar 2016
Florian Pelgrin and Pascal St-Amour
EDHEC Business School and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 25 (831,400)
Citation 2

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Demand for Health, Endogenous Morbidity and Mortality Risks, Household Finance, Medicare, Simulated Moments Estimation

8.

Benchmarks in Aggregate Household Portfolios

Swiss Finance Institute Research Paper No. 07-09
Number of pages: 58 Posted: 10 May 2007
Pascal St-Amour
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 120 (382,563)
Citation 1

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Portfolio choice, Reference-dependent utility, Habit, Prospect, Estimation

9.

An Empirical Analysis of U.S. Aggregate Portfolio Allocations

CIRPEE Working Paper No. 05-03
Number of pages: 35 Posted: 13 Apr 2005
Michel Normandin and Pascal St-Amour
HEC Montreal - Institute of Applied Economics and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 114 (396,926)
Citation 3

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Dynamic hedging, risk aversion, inter-temporal substitution, time-varying investment opportunity set

10.

Joint Lifetime Financial, Work and Health Decisions: Thrifty and Healthy Enough for the Long Run?

Swiss Finance Institute Research Paper No. 16-57
Number of pages: 41 Posted: 30 Sep 2016
Yannis Mesquida and Pascal St-Amour
University of Lausanne and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 101 (432,794)

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Defined Benefits and Contributions Plans, Consumption, Leisure, Health Expenditures, Mortality and Morbidity Risks, Optimal Savings

11.

Valuing Life over the Life Cycle

Downloads 100 (435,678)

Valuing Life over the Life Cycle

Swiss Finance Institute Research Paper No. 22-62
Number of pages: 77 Posted: 16 Aug 2022
Pascal St-Amour
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 75 (526,167)

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Value of Human Life, Value of Statistical Life, Gunpoint Value, Deterministic Longevity Value, Hicksian Compensating and Equivalent Variations, Willingness to Pay, Willingness to Accept Compensation, Mortality, Longevity, Non-Expected Utility.

Valuing Life Over the Life Cycle

Number of pages: 75 Posted: 26 Sep 2022
Pascal St-Amour
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 25 (831,400)

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Value of Human Life, Value of statistical life, Gunpoint Value, Deterministic Longevity Value, Hicksian Compensating and Equivalent Variations, Willingness to Pay, Willingness to Accept Compensation, mortality, Longevity, Non-Expected Utility.

12.

Direct Preference for Wealth in Aggregate Household Portfolios

FAME Research Paper No. 136
Number of pages: 49 Posted: 07 Apr 2005
Pascal St-Amour
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 90 (466,473)
Citation 1

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Portfolio choice, Wealth-dependent preferences, Preference for status, Asset pricing, Equity premium, Risk-free rate, Predictability

13.

Slaves Prices from Succession and Bankruptcy Sales in Mauritius, 1825-1827

CIRPEE Working Paper No. 03-09
Number of pages: 25 Posted: 15 May 2003
Shirley Chenny, Pascal St-Amour and Désiré Vencatachellum
Pulp and Paper Products Council, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and HEC Montreal - Institute of Applied Economics
Downloads 87 (476,327)
Citation 2

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Slavery, slave price, Mauritius

14.

Adverse Selection in the Market for Slaves in Mauritius, 1825-1835

Canada Research Chair in Risk Management Working Paper No. 06-02, Review of Economic Studies 76, 1269-1295, 2009
Number of pages: 48 Posted: 26 Feb 2006 Last Revised: 05 Jan 2023
Georges Dionne, Pascal St-Amour and Desire Vencatachellum
HEC Montreal - Department of Finance, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and HEC Montreal
Downloads 82 (493,733)

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Adverse Selection, Information Asymmetry Test, English Auctions, Slavery, Mauritius

15.

Human Capital and Employment Risks Diversification

Swiss Finance Institute Research Paper No. 15-18
Number of pages: 55 Posted: 10 Jun 2015
Pascal St-Amour
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 73 (527,928)

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Demand for education; unemployment duration dependence; unemployment stigma; income scarring; work displacement; re-employment probability

16.

Longevity, Health and Housing Risks Management in Retirement

Downloads 65 (561,881)

Longevity, Health and Housing Risks Management in Retirement

Swiss Finance Institute Research Paper No. 23-18
Number of pages: 97 Posted: 14 Mar 2023
Pierre-Carl Michaud and Pascal St-Amour
HEC Montreal and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 58 (604,619)

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retirement wealth, insurance, health risk, housing risk

Longevity, Health and Housing Risks Management in Retirement

NBER Working Paper No. w31038
Number of pages: 95 Posted: 20 Mar 2023 Last Revised: 23 Apr 2023
Pierre-Carl Michaud and Pascal St-Amour
HEC Montreal and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 7 (1,009,591)
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17.

Ratchet vs Blase Investors and Asset Markets

Number of pages: 39 Posted: 06 May 2004
Pascal St-Amour
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 63 (570,840)

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Asset pricing, Portfolio Choice, Equity premium, Risk-free rate, Predictability, Wealth-dependent preferences, Preference for Status, Reference Consumption Levels

18.

Substitution, Risk Aversion, Taste Shocks and Equity Premia

CREFE Working Paper 39
Posted: 13 Apr 1998
Michel Normandin and Pascal St-Amour
HEC Montreal - Institute of Applied Economics and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

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