Finance

Financial market regulation, blockchain, high-frequency trading, sustainabilty & SRI, bubbles, mergers & acquisitions, assets & investment etc...

This group gathers TSE researchers working in the field of Finance, and aims at coordinating and promoting research activities in this field. The group undertakes research projects, conferences and seminars.

List of WP, articles of the group

Evaluating sustainability actions under uncertainty: the role of improbable extreme scenarios

Christian Gollier

The Geneva Risk and Insurance Review, vol. 49, , pp. 59-74
Details

Accounting for the increasing benefits from scarce ecosystems

M. A. Drupp, M. C. Hänsel, E. P. Fenichel, Mark Freeman, Christian Gollier, Ben Groom, G. M. Heal, P. H. Howard, Antony Millner, F. C. Moore, F. Nesje, M. F. Quaas, Sjak Smulders, Thomas Sterner, Christian Traeger, and F. Venmans

Science, vol. 383, n° 6687, , pp. 1062-1064
Details

Mediated Renegotiation

Andrea Attar, Lorenzo Bozzoli, and Roland Strausz

TSE Working Paper, vol. 24-1522, ,
Details
Download the publication pdf | 480.75 KB

Dynamic Contracting with Many Agents

Stéphane Villeneuve, Bruno Biais, Hans Gersbach, Jean-Charles Rochet, and Ernst-Ludwig von Thadden

TSE Working Paper, vol. 24-1511,
Details
Download the publication pdf | 574.68 KB

Portfolio Allocation and Reinforcement Learning

René Garcia, and Alissa Marinenko

In Artificial Intelligence and Beyond for Finance, , pp. 103–148
Details

Human-Robot Interactions in Investment Decisions

Milo Bianchi, and Marie Brière

Management Science, vol. 72, n° 1, , pp. 14-31
Details
Download the publication pdf | 577.88 KB

Artificial Intelligence for Finance - Preface

René Garcia, Marco Corazza, Faisal Shah Khan, Davide La Torre, and Hatem Masri

In Artificial Intelligence and Beyond for Finance,
Details

Mobile payments and interoperability: Insights from the academic literature

Milo Bianchi, Matthieu Bouvard, Renato Gomes, Andrew Rhodes, and Vatsala Shreeti

Information Economics and Policy, vol. 65, n° 101068,
Details
Download the publication pdf | 438.32 KB

Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets

Sébastien Pouget, and Daniel Kim

TSE Working Paper, vol. 23-1472, ,
Details
Download the publication pdf | 304.92 KB

Robo-Advising: Less AI and More XAI? Augmenting Algorithms with Humans-in-the-Loop

Milo Bianchi, and Marie Brière

In Machine Learning and Data Sciences for Financial Markets,
Details

Equilibrium Bitcoin Pricing

Bruno Biais, Christophe Bisière, Matthieu Bouvard, Catherine Casamatta, and Albert J. Menkveld

The Journal of Finance, vol. 78, n° 2, , pp. 967-1014
Details
Download the publication pdf | 1.09 MB

Risk-sharing and optimal contracts with large exogenous risks

Stéphane Villeneuve, and Jessica Martin

Decisions in Economics and Finance, vol. 46, , pp. 1-23
Details
Download the publication pdf | 546.05 KB
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List of Seminars

Past

Fund-Level FX Hedging Redux

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 2 December 2024

  • Place Auditorium 3

  • Speaker or organiser Harald Hau

Details

Past

Market Forces in Academia : Student Future Earnings and Faculty Pay

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 25 November 2024

  • Place Auditorium 6

  • Speaker or organiser Claire Celerier

Details

Past

Black-Box Credit Scoring and Data Sharing

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 18 November 2024

  • Place Auditorium 5

  • Speaker or organiser Alessio Ozanne

Details

Past

Relationship Lending in Bond Markets? Evidence From Corporate Call Policies

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 21 October 2024

  • Place Auditorium 3

  • Speaker or organiser Gregory Weitzner

Details

Past

Banking under large excess reserves

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 14 October 2024

  • Place Auditorium 5

  • Speaker or organiser Basile Dubois

Details

Past

3D-PCA: Factor Models with Restrictions

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 7 October 2024

  • Place Auditorium 5

  • Speaker or organiser Martin Lettau

Details

Past

Striving for Sustainability in Banking: Evidence from Socio-Environmental Guidelines in Brazil

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 23 September 2024

  • Place Auditorium 5

  • Speaker or organiser Mikhail Mamonov

Details

Past

Is Money Essential? An Experimental Approach

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 7 June 2024

  • Place Auditorium 4

  • Speaker or organiser Daniella Puzzello

Details

Past

Markets, Banks, and Shadow Banks

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 31 May 2024

  • Place Auditorium 4

  • Speaker or organiser David Martinez-Miera

Details

Past

Noisy Factors

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 24 May 2024

  • Place Auditorium 4

  • Speaker or organiser Pat Akey

Details

Past

Customer Data Access and Fintech Entry: Early Evidence from Open Banking

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 17 May 2024

  • Place Auditorium 4

  • Speaker or organiser Tania Babina

Details

Past

The Effects of Diagnosing a Young Adult with a Mental Illness: Evidence from Randomly Assigned Doctors

  • Seminar

  • Finance Seminar, TSE - TSM-R

  • Date 26 April 2024

  • Place Auditorium 4

  • Speaker or organiser Marieke Bos

Details

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Contact

Matthieu Bouvard

Group leader

Fany Declerck

Group secretary

Conferences

Past

The Long View: Risk, Time, and our Collective Future Conference to celebrate Christian Gollier

  • Conference

  • Date From 11 to 12 June 2026

  • Place Auditorium Jean-Jacques Laffont

Details

Past

Financial Econometrics Conference

  • Conference

  • Date From 22 to 23 May 2026

  • Place Auditorium 3 JJ Laffont

Details

Past

4th BdF - TSE Workshop

  • Workshop

  • Date From 20 to 21 November 2025

  • Place Auditorium 3 Jean-Jacques Laffont

Details