Francois Le Grand

ESC Rennes School of Business

Rue Robert d'arbrissel, 2

Rennes, 35000

France

SCHOLARLY PAPERS

17

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Top 39,788

in Total Papers Downloads

2,261

SSRN CITATIONS
Rank 11,337

SSRN RANKINGS

Top 11,337

in Total Papers Citations

74

CROSSREF CITATIONS

60

Scholarly Papers (17)

1.
Downloads 409 (129,075)
Citation 7

A Robust Approach to Risk Aversion

CER-ETH Center of Economic Research at ETH Zurich Working Paper No. 13/172
Number of pages: 61 Posted: 03 Feb 2013 Last Revised: 27 Feb 2015
Antoine Bommier and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 307 (175,415)
Citation 8

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recursive models, monotonicity, first-order stochastic dominance, temporal lotteries, risk aversion, ambiguity aversion, precautionary savings, asset pricing.

A Robust Approach to Risk Aversion: Disentangling Risk Aversion and Elasticity of Substitution without Giving Up Preference Monotonicity

CCSS Working paper series No. ETH-RC-13-002
Number of pages: 61 Posted: 09 Jan 2014 Last Revised: 08 May 2015
Antoine Bommier and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 62 (628,135)
Citation 6

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recursive models, monotonicity, first-order stochastic dominance, temporal lotteries, risk aversion, ambiguity aversion, precautionary savings, asset pricing

A Robust Approach to Risk Aversion

ETH-RC-13-002
Number of pages: 61 Posted: 28 Feb 2013 Last Revised: 27 Feb 2015
Antoine Bommier and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 40 (766,312)
Citation 2

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recursive models, monotonicity, first-order stochastic dominance, temporal lotteries, risk aversion, ambiguity aversion, precautionary savings, asset pricing.

Recursive Preferences, the Value of Life, and Household Finance

Number of pages: 40 Posted: 13 Feb 2017 Last Revised: 12 Jan 2021
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ESC Rennes School of Business and Institute for Fiscal Studies (IFS)
Downloads 240 (225,620)
Citation 6

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lifecycle model, value of life, risk aversion, saving choices, portfoliochoices, annuity puzzle, recursive utility

Recursive Preferences, the Value of Life, and Household Finance

Cowles Foundation Discussion Paper No. 2231
Number of pages: 55 Posted: 06 May 2020 Last Revised: 26 May 2020
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ESC Rennes School of Business and Institute for Fiscal Studies (IFS)
Downloads 106 (451,586)
Citation 7

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Recursive utility, Lifecycle model, Value of life, Risk aversion, Saving choices, Portfolio choices, Annuity puzzle

Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle

CER-ETH – Center of Economic Research at ETH Zurich Working Paper No. 12/157
Number of pages: 45 Posted: 25 Jan 2012 Last Revised: 11 Jul 2013
Antoine Bommier and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 255 (212,471)
Citation 1

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annuity puzzle, insurance demand, bequest, intergenerational transfers, risk aversion, multiplicative preferences

Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle

ETH RC working paper No. 12-002
Number of pages: 45 Posted: 20 Dec 2012 Last Revised: 11 Jul 2013
Antoine Bommier and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 55 (667,351)
Citation 9

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annuity puzzle, insurance demand, bequest, intergenerational transfers, risk aversion, multiplicative preferences

4.

Recursive Preferences and the Value of Life: A Clarification

Number of pages: 36 Posted: 11 Nov 2016 Last Revised: 12 Jan 2021
Antoine Bommier, Daniel Harenberg and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 267 (204,680)

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value of life, recursive utility, life-cycle models

5.

Risk Aversion and Precautionary Savings in Dynamic Settings

Number of pages: 15 Posted: 15 Jul 2016
Antoine Bommier and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 118 (415,039)
Citation 6

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risk aversion, precautionary savings, recursive models, monotonicity

6.

The Variance Risk Premium in Crude Oil Futures Markets: Incorporating the OVX Time Series in a Stochastic Volatility Model

Number of pages: 42 Posted: 28 Jan 2022
Francois Le Grand and Lorenz Schneider
ESC Rennes School of Business and EMLYON Business School
Downloads 113 (428,580)

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Variance Risk Premium, Stochastic Volatility, Regime-Switching, Oil Volatility Index (OVX), Kim Filter

7.

On Monotone Recursive Preferences

Number of pages: 54 Posted: 10 Jul 2016
Antoine Bommier, Asen Kochov and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, University of Rochester and ESC Rennes School of Business
Downloads 100 (467,782)
Citation 28

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recursive utility, monotonicity, stationarity, temporal lotteries, risk aversion

8.

The Impact of Risk and Ambiguity Aversion on Annuity and Saving Choices

Number of pages: 28 Posted: 18 Feb 2021
Eric André, Antoine Bommier and Francois Le Grand
EMLYON Business School, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 97 (480,563)

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recursive utility, lifecycle model, ambiguity aversion, risk aversion,saving choices, annuity puzzle

9.

Fintech Lending Under Austerity

Number of pages: 70 Posted: 04 Aug 2022 Last Revised: 18 Aug 2022
Yan Alperovych, Anantha Divakaruni and Francois Le Grand
emlyon business school, University of Bergen and ESC Rennes School of Business
Downloads 82 (530,292)

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FinTech, Financial Technology, Peer-to-Peer Lending, P2P Lending, Austerity, Disintermediation, Reintermediation

10.

Risk Aversion and Savings Behavior

Number of pages: 55 Posted: 14 Sep 2023
Antoine Bommier, Francois Le Grand and Lionel Wilner
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ESC Rennes School of Business and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Downloads 77 (554,144)

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risk aversion, savings, lifecycle models

11.

Incomplete Markets, Liquidation Risk, and the Term Structure of Interest Rates

Number of pages: 44 Posted: 10 Nov 2010
Edouard Challe, Francois Le Grand and Xavier Ragot
Ecole Polytechnique, ESC Rennes School of Business and National Center for Scientific Research (CNRS)
Downloads 72 (571,297)
Citation 22

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Incomplete markets, yield curve, borrowing constraints

12.

Comparative Risk Aversion: A Formal Approach with Applications to Saving Behaviors

CER-ETH Center of Economic Research at ETH Zurich Working Paper No. 10/134
Number of pages: 38 Posted: 09 Sep 2010
Antoine Bommier, Arnold Chassagnon and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, Paris School of Economics (PSE) and ESC Rennes School of Business
Downloads 67 (593,656)
Citation 10

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Risk aversion, Savings behaviors, Precautionary savings

13.

Prices and Volumes of Options: A Simple Theory of Risk Sharing When Markets are Incomplete

Number of pages: 42 Posted: 10 Nov 2010
Francois Le Grand and Xavier Ragot
ESC Rennes School of Business and National Center for Scientific Research (CNRS)
Downloads 58 (638,099)
Citation 2

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Option Pricing, Open Interest, Incomplete Markets

14.

The Monte Carlo First-Come-First-Served Heuristic for Network Revenue Management

Number of pages: 30 Posted: 28 May 2015
Nicolas Houy and Francois Le Grand
University of Lyon 2 - Groupe d'Analyse et de Théorie Economique (GATE) and ESC Rennes School of Business
Downloads 55 (654,309)

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Network revenue management, Monte-Carlo simulations, randomized linear programming

15.

Uncovering Asset Market Participation from Household Consumption and Income

Number of pages: 51 Posted: 02 Feb 2022
Veronika Czellar, René Garcia and Francois Le Grand
SKEMA Business School, Université de Montréal and ESC Rennes School of Business
Downloads 37 (768,144)

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limited participation, household-level consumption distribution, heterogeneity, indirect inference, marginal propensity to consume, stock market participation cost

16.

Existence of Equilibria in Exhaustible Resource Markets with Economies of Scale and Inventories

Number of pages: 44 Posted: 24 Aug 2014 Last Revised: 19 Jan 2015
Antoine Bommier, Lucas Bretschger and Francois Le Grand
ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich, ETH Zürich - CER-ETH - Center of Economic Research at ETH Zurich and ESC Rennes School of Business
Downloads 36 (775,532)

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Exhaustible resources, nonconvex extraction cost, equilibrium existence, resource storage.

17.

Online Appendix for: Uncovering Asset Market Participation from Household Consumption and Income

Number of pages: 25 Posted: 11 Feb 2022 Last Revised: 29 Nov 2023
Veronika Czellar, René Garcia and Francois Le Grand
SKEMA Business School, Université de Montréal and ESC Rennes School of Business
Downloads 17 (940,390)

Abstract:

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limited participation, household-level consumption distribution, heterogeneity, indirect inference, marginal propensity to consume, stock market participation cost