Louis Eeckhoudt

Catholic University of Lille - IESEG School of Management

3 Rue de la Digue

Office: A321

Puteaux, 92800

France

SCHOLARLY PAPERS

6

DOWNLOADS

428

CITATIONS

1

Scholarly Papers (6)

Downside Risk Neutral Probabilities

Centre Interuniversitaire sur le Risque, les Politiques Economiques et l'Emploi, Working Paper Series, No. 21, 2015
Number of pages: 35 Posted: 24 Nov 2015
Pierre Chaigneau and Louis Eeckhoudt
Queen's University and Catholic University of Lille - IESEG School of Management
Downloads 42 (415,648)

Abstract:

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asset pricing, downside risk, quadratic pricing kernel, linear pricing kernel, prudence, risk neutral probabilities

2.

Multivariate Concave and Convex Stochastic Dominance

INSEAD Working Paper No. 2010/29/DS
Number of pages: 28 Posted: 23 Apr 2010
Catholic University of Louvain, Catholic University of Lille - IESEG School of Management, INSEAD and Duke University - Fuqua School of Business
Downloads 142 (199,852)

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Decision Analysis, Multiple Criteria, Risk, Group Decisions, Utility/Preference, Multiattribute Utility, Stochastic Dominance, Stochastic Orders

3.

Decreasing Downside Risk Aversion and Background Risk

Journal of Mathematical Economics, 53, 2014
Number of pages: 12 Posted: 10 Feb 2014 Last Revised: 08 Nov 2014
David Crainich, Louis Eeckhoudt and Olivier Le Courtois
Catholic University of Lille - Faculté Libre des Sciences Economiques (FLSE), Catholic University of Lille - IESEG School of Management and EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Downloads 93 (271,947)

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Downside Risk Aversion, Background Risk, Risk Vulnerability

4.

Health and Portfolio Choices: A Diffidence Approach

European Journal of Operational Research, Forthcoming
Number of pages: 20 Posted: 10 Jan 2016 Last Revised: 11 Oct 2016
David Crainich, Louis Eeckhoudt and Olivier Le Courtois
Catholic University of Lille - Faculté Libre des Sciences Economiques (FLSE), Catholic University of Lille - IESEG School of Management and EM Lyon (Ecole de Management de Lyon) - Department of Economics, Finance, Control
Downloads 78 (302,907)

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Health, Weath, Diffidence Theorem, Indices, Correlation Aversion, Cross Prudence

5.

Vaccination as a Trade-Off between Risks

Number of pages: 13 Posted: 11 Oct 2017
David Crainich, Louis Eeckhoudt and Mario Menegatti
CNRS, Catholic University of Lille - IESEG School of Management and University of Parma - Dipartimento di Economia
Downloads 43 (403,812)

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Vaccination, self-protection, risk substitution, risk aversion

6.

A Benchmark Value for Elative Prudence

Mathematical Social Sciences, Vol. 58, pp. 1-7, 2009, NHH Dept. of Economics Discussion Paper No. 26-2007
Number of pages: 18 Posted: 11 Feb 2010
Louis Eeckhoudt, Johanna Etner and Fred Schroyen
Catholic University of Lille - IESEG School of Management, Université Paris V Rene Descartes and Norwegian School of Economics (NHH) - Department of Economics
Downloads 30 (456,723)
Citation 1

Abstract:

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Relative Risk Aversion, Relative Prudence