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Tiziana Assenza, P. Colzani, D. Delli Gatti, and J. Grazzini

vol. 27, n. 6, 2018, pp. 1069–1090

Jérôme Bolte, Antoine Hochart, and Edouard Pauwels

vol. 28, n. 2, 2018, pp. 1867–1891

For an arbitrary finite family of semialgebraic/definable functions, we consider the corresponding inequality constraint set and we study qualification conditions for perturbations of this set. In particular we prove that all positive diagonal perturbations, save perhaps a finite number of them,...

Karine Van Der Straeten, Romain Lachat, and Jean-François Laslier

John Aldrich, André Blais, and Laura Stephenson (eds.), 2018

Mohamed Saleh

Jean-Paul Carvalho, Sriya Iyer, and Jared Rubin (eds.), Palgrave Macmillan, December 2018

Ulrich Hege, Stefano Lovo, Myron B. Slovin, and Marie E. Sushka

vol. 53, December 2018, pp. 21–37

We study the role and performance of private equity (PE) in corporate asset sales. Corporate sellers obtain significantly positive excess returns in PE deals, gains in wealth significantly greater than for intercorporate asset sales. Based on exit valuations for 98% of PE deals, we find gains in...

Frédérique Fève, Jean-Pierre Florens, and Ingrid Van Keilegom

vol. 36, n. 2, 2018, pp. 334–345

Marc Ivaldi

Bernard Landau, and Youssef Diab (eds.), 2018

Christian Gollier

vol. 95, 2018, pp. 155–171

We demonstrate that increasing the risk surrounding the variance of future consumption generates a fourth-degree risk deterioration in future consumption, yielding an increase in its excess kurtosis. Its impact on the equilibrium risk premium is thus positive if only if the fourth derivative of the...

Jérôme Bolte, Shoham Sabach, Marc Teboulle, and Y. Vaisbourd

vol. 28, n. 3, 2018, pp. 2131–2151

We focus on nonconvex and nonsmooth minimization problems with a composite objective, where the differentiable part of the objective is freed from the usual and restrictive global Lipschitz gradient continuity assumption. This longstanding smoothness restriction is pervasive in first order methods...

Davy Paindaveine, and G. Van Bever

vol. 46, 2018, pp. 3276–3307