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Elisa Faraglia
April 28, 2015
Richard Kihlstrom (Wharton Pennsylvania University)
TSE, April 27, 2015, 15:30–17:00, room MS001
This paper extends the generalized expected utility model of the 2009 Journal of Mathematical Economics paper, [1], to the case of a Markov investment returns process. Using this generalization of the additively separable model, we derive the equity premium in a Lucas asset pricing equilibrium with...
Kate Ho (Columbia University)
TSE, April 27, 2015, 14:00–15:30, room MF 323
Nicolas Vincent
April 20, 2015
Toulouse, France, April 15–17, 2015
Vincent Sterk
April 14, 2015
Dylan Possamaï (Université Paris Dauphine - CEREMADE)
Toulouse: TSE, April 10, 2015, 14:00–15:15, room MF 323
We consider a contracting problem in which a principal hires an agent to manage a risky project. When the agent chooses volatility components of the output process and the principal observes the output continuously, the principal can compute the quadratic variation of the output, but not the...
Thomas Buser (University of Amsterdam)
Toulouse: IAST, April 10, 2015, 11:30–12:30, room MS001
Josselin Thuilliez (Centre d’Economie de la Sorbonne)
Toulouse: TSE, April 9, 2015, 11:00–12:30, room MF 323
This article examines the influence of malaria on human capital accumulation in the village of Diankabou in Mali. To account for malaria endogeneity and its interaction with unobservable risk factors, we exploit natural variations in malaria immunity across individuals of several sympatric ethnic...
Christian Gouriéroux
TSE, April 7, 2015, 15:30–17:00, room MS 001
The basic assumption of a structural VARMA model (SVARMA) is that it is driven by a white noise whose components are uncorrelated (or independent) and can be interpreted as economic shocks, called "structural" shocks.These models have to face two kinds of identification problems. The first...
