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Alexandre Popier (Université du Maine)
Toulouse : TSE, 1 décembre 2016, 11h00–12h15, salle MS 001
In this talk we present in details an optimal stochastic control problem related to portfolio liquidation problems. Then we explain how it can be solved using backward stochastic differential equation. We generalize the existing results in three directions: firstly there is no assumption on the...
Jérôme Pouyet et Thomas Tregouet
TSE & IAST, 30 novembre 2016, 12h30–13h30, salle MS003
Salomé Baslandze (Einaudi Institute for Economics and Finance)
TSE, 29 novembre 2016, 17h00–18h30, salle MS 001
What is the impact of information and communications technologies (ICT) on aggregate productivity growth and sectoral reallocation? In this paper, I analyze the impact of ICT through facilitating knowledge diffusion in the economy. There are two opposing effects. The increased flow of ideas between...
Tai Otsu (London School of Economics)
TSE, 29 novembre 2016, 15h30–17h00, salle MS 001
Ben Golub (Harvard University)
Toulouse : TSE, 29 novembre 2016, 11h00–12h30, salle MS 001
In coordination games of incomplete information, as well as in speculative over-the-counter financial markets, agents care about what their counterparties, on average, expect their counterparties to think, and so forth. Iterated average expectations of a group of agents are formed by starting with...
Armin Schmutzler (University of Zurich)
TSE, 28 novembre 2016, 14h00–15h30, salle MF 323
Chad Kendall (University of Southern California)
IDEI, 28 novembre 2016, 12h30–14h00, salle MF 323
Herding and contrarianism in financial markets produce informational inefficiencies when investors ignore their private information, instead following or bucking recent trends. I theoretically establish a preference-based link between the two behaviors: investors with prospect theory preferences...
Ralf Martin (Imperial College)
Toulouse : TSE, 28 novembre 2016, 11h00–12h15, salle MS 003
How do firms respond to regulation and market incentives? Using comprehensive plant- level data for around 9,500 French manufacturing firms, this paper explores the economic and environmental response of plants to the European Union Emissions Trading Scheme (EU ETS) – the EU’s flagship climate...
Jean-François Bonnefon (TSE)
TSE, 22 novembre 2016, 14h00–15h30, salle MS001
People are more likely to give to charities when they receive a request to do so, and considerable work has been devoted to identifying the elements of a successful request. We extend this research by exploring a common everyday tactic for increasing compliance: asking politely. We report six...
Matteo Bobba (TSE)
TSE, 22 novembre 2016, 11h00–12h30, salle MS001
Many labor markets, typically in medium- and low-income countries, are characterized by high levels of informality. Informality is associated with particularly weak indicators of labor market performance but may also constitute an important margin to increase labor market flexibility. In this paper...
