Francois Le Grand

EMLYON Business School

23 Avenue Guy de Collongue

Ecully, 69132

France

SCHOLARLY PAPERS

13

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1,413

SSRN CITATIONS
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Top 11,289

in Total Papers Citations

60

CROSSREF CITATIONS

50

Scholarly Papers (13)

1.
Downloads 343 (110,766)
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 EMLYON Business School
Downloads 270 (142,250)
Citation 5

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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 EMLYON Business School
Downloads 44 (514,524)
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 EMLYON Business School
Downloads 29 (597,280)
Citation 2

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

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 EMLYON Business School
Downloads 218 (175,776)
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 EMLYON Business School
Downloads 41 (529,158)
Citation 9

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

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, EMLYON Business School and Institute for Fiscal Studies (IFS)
Downloads 186 (203,503)
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, EMLYON Business School and Institute for Fiscal Studies (IFS)
Downloads 51 (482,855)
Citation 5

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

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 EMLYON Business School
Downloads 167 (223,386)

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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 EMLYON Business School
Downloads 84 (366,970)
Citation 6

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risk aversion, precautionary savings, recursive models, monotonicity

6.

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 EMLYON Business School
Downloads 76 (389,050)
Citation 22

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

7.

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, EMLYON Business School and National Center for Scientific Research (CNRS)
Downloads 56 (455,346)
Citation 22

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Incomplete markets, yield curve, borrowing constraints

8.

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 EMLYON Business School
Downloads 46 (495,738)
Citation 10

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Risk aversion, Savings behaviors, Precautionary savings

9.

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
EMLYON Business School and National Center for Scientific Research (CNRS)
Downloads 40 (523,141)
Citation 2

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Option Pricing, Open Interest, Incomplete Markets

10.

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 EMLYON Business School
Downloads 38 (532,866)

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

11.

Limited Participation in the Joint Behavior of Asset Prices and Individual Consumptions

Number of pages: 54 Posted: 24 Aug 2017
Veronika Czellar, René Garcia and Francois Le Grand
SKEMA Business School, Université de Montréal - CIREQ - Département de sciences économiques and EMLYON Business School
Downloads 28 (587,792)

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limited participation, heterogeneity, indirect inference, individual consumption distribution

12.

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 EMLYON Business School
Downloads 22 (627,516)

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

13.

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 EMLYON Business School
Downloads 17 (663,091)

Abstract:

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