Louis Eeckhoudt

Catholic University of Lille - IESEG School of Management

3 Rue de la Digue

Office: A321

Puteaux, 92800

France

SCHOLARLY PAPERS

7

DOWNLOADS

519

SSRN CITATIONS
Rank 35,230

SSRN RANKINGS

Top 35,230

in Total Papers Citations

21

CROSSREF CITATIONS

1

Scholarly Papers (7)

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 44 (482,190)

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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 151 (226,550)
Citation 6

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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 98 (311,625)
Citation 16

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Downside Risk Aversion, Background Risk, Risk Vulnerability

4.

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 90 (329,163)
Citation 1

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Vaccination, self-protection, risk substitution, risk aversion

5.

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 89 (331,428)
Citation 2

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

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 35 (513,909)

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Relative Risk Aversion, Relative Prudence

7.

Intensity of Preferences for Bivariate Risk Apportionment

Journal of Mathematical Economics Vol. 88, p. 153–160, 2020
Number of pages: 17 Posted: 20 Apr 2020 Last Revised: 02 Dec 2020
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 12 (657,808)

Abstract:

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Bivariate utility function, Increase in bivariate risks, Risk apportionment, Comparative risk aversion, Ross risk aversion