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Richard Kihlstrom (Wharton Pennsylvania University)
TSE, 27 avril 2015, 15h30–17h00, salle 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, 27 avril 2015, 14h00–15h30, salle MF 323
Nicolas Vincent (HEC-Montréal)
20 avril 2015
Toulouse, France, 15–17 avril 2015
Vincent Sterk (UCL)
14 avril 2015
Dylan Possamaï (Université Paris Dauphine - CEREMADE)
Toulouse : TSE, 10 avril 2015, 14h00–15h15, salle 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, 10 avril 2015, 11h30–12h30, salle MS001
Josselin Thuilliez (Centre d’Economie de la Sorbonne)
Toulouse : TSE, 9 avril 2015, 11h00–12h30, salle 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, 7 avril 2015, 15h30–17h00, salle 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...
Sébastien Gadat (Toulouse School of Economics - Gremaq)
Toulouse : TSE, 7 avril 2015, 14h00–15h30, salle MF 323
