Louis Eeckhoudt

Catholic University of Lille - IESEG School of Management

3 Rue de la Digue

Office: A321

Puteaux, 92800

France

SCHOLARLY PAPERS

6

DOWNLOADS

435

CITATIONS
Rank 36,332

SSRN RANKINGS

Top 36,332

in Total Papers Citations

14

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 (422,694)

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 (203,144)
Citation 3

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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 (276,322)

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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 79 (305,598)

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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 49 (389,406)

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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 (464,700)

Abstract:

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Relative Risk Aversion, Relative Prudence