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

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 28,357

SSRN RANKINGS

Top 28,357

in Total Papers Downloads

1,722

SSRN CITATIONS
Rank 22,705

SSRN RANKINGS

Top 22,705

in Total Papers Citations

25

CROSSREF CITATIONS

10

Scholarly Papers (17)

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 264 (121,780)
Citation 7

Abstract:

Loading...

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 183 (173,338)
Citation 1

Abstract:

Loading...

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 160 (194,789)
Citation 15

Abstract:

Loading...

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
HEC Montreal - Department of Finance, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and African Development Bank
Downloads 139 (218,685)
Citation 1

Abstract:

Loading...

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 132 (227,897)
Citation 1

Abstract:

Loading...

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

6.
Downloads 113 (255,782)
Citation 2

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 95 (290,096)

Abstract:

Loading...

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 18 (580,003)
Citation 2

Abstract:

Loading...

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

7.

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 107 (265,780)
Citation 1

Abstract:

Loading...

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

8.

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 97 (284,129)
Citation 2

Abstract:

Loading...

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

9.

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 85 (308,858)

Abstract:

Loading...

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

10.

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 83 (313,428)
Citation 3

Abstract:

Loading...

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

11.

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 83 (313,428)
Citation 1

Abstract:

Loading...

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

12.

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
Pulp and Paper Products Council, University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and HEC Montreal - Institute of Applied Economics
Downloads 70 (345,571)
Citation 2

Abstract:

Loading...

Slavery, slave price, Mauritius

13.

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

Canada Research Chair in Risk Management Working Paper No. 06-02
Number of pages: 48 Posted: 26 Feb 2006
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 69 (348,256)

Abstract:

Loading...

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

14.

Ratchet vs Blase Investors and Asset Markets

EFMA 2004 Basel Meetings Paper
Number of pages: 39 Posted: 06 May 2004
Pascal St-Amour
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 57 (383,948)

Abstract:

Loading...

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

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 56 (387,083)

Abstract:

Loading...

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

16.

Canadian Consumption and Portfolio Shares

Canadian Journal of Economics, Vol. 35, pp. 737-756, 2002
Number of pages: 20 Posted: 30 Dec 2002
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 24 (523,319)
  • Add to Cart

Abstract:

Loading...

17.

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)

Abstract:

Loading...