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Karel Hron (Palacký University)
Toulouse : TSE, 17 novembre 2015, 14h00–15h00, salle MF 323
Regression analysis gives answers to one of the basic problems in statistics, namely, how the response variables are related to the explanatory variables. The methodology for regression analysis with covariates and responses that carry absolute information, i.e. an interval scale based on the...
Sergei Izmalkov (Pennsylvania State University)
Toulouse : TSE, 17 novembre 2015, 11h00–12h30, salle MS 001
In recent years online retailers have been experimenting with novel business strategies. One notable example of such innovation is the design and sale of opaque goods. A good is opaque when at the moment of sale its characteristics, e.g. the exact name and location of the hotel, are purposely not (...
Alessandro Bonatti (Massachusetts Institute of Technology)
TSE, 16 novembre 2015, 14h00–15h30, salle MF 323
We consider signaling and learning dynamics in a Cournot oligopoly where firmshave private information about their production costs and only observe the marketprice, which is subject to unobservable demand shocks. An equilibrium isMarkovif it depends on the history of play only through the firms'...
Günter Strobl (Frankfurt School of Finance & Management gGmbH)
TSE, 16 novembre 2015, 12h30–14h00, salle MF 323
This paper investigates how informed trading in financial markets affects the incentive of a large shareholder to monitor a company. The shareholder engages in costly monitoring activities to the extent that she can profitably trade on her private information about these activities. By making stock...
Antoine Dechezlepretre (London School of Economics)
Toulouse : TSE, 16 novembre 2015, 11h00–12h30, salle MS 003
A key component of the growing number of carbon markets around the world is the use of offsetting mechanisms, which allow trading off domestic with foreign emissions reductions, thereby improving cost-efficiency. However, a key condition for the integrity of any carbon market is that emission...
Jan Obloj (University of Oxford)
Toulouse : TSE, 13 novembre 2015, 14h00–15h30, salle MF 323
We pursue the robust approach to pricing and hedging in which no probability measure is fixed but call or put options with different maturities and strikes can be traded initially at their market prices. We allow for inclusion of robust modelling assumptions by specifying the set of feasible paths...
Olof Johansson-Stenman (University of Gothenburg - Sweden)
TSE, 13 novembre 2015, 11h20–12h30, salle MS 003
This paper deals with tax policy responses to inequality aversion by examining the first-best Pareto efficient marginal tax structure when people are inequality averse. In doing so, we distinguish between five different widely used mesures of inequality. The results show that empirically and...
Sanford C. Gordon (NYU)
Toulouse : TSE, 13 novembre 2015, 10h00–11h15, salle MS001
Orazio Attanasio (University College London)
Toulouse : TSE, 12 novembre 2015, 11h00–12h30, salle MF 323
Thomas Philippon (Stern School of Business, USA)
12 novembre 2015, BDF, Paris
