Jump to navigation
Cathy Maugis (INSA Toulouse)
Toulouse : TSE, 3 mars 2015, 14h00–15h15, salle MF 323
This work is concerned with the detection of a mixture distribution from a R-valued sample. More precisely, given observations X1, …, Xn, our aim is to detect whether the corresponding distribution is g (up to a translation) or is defined as a two-component mixture. We propose a non-asymptotic...
Ryan Chahrour (Boston College)
TSE, 2 mars 2015, 17h00–18h30, salle MS 001
We show that a model with forecastable changes in future productivity and an occasionally-binding borrowing constraint can match a set of stylized facts about Sudden Stop events. “Good” news about future productivity raises current borrowing, increasing the probability that the constraint binds,...
Frédéric Bonnans (INRIA Saclay- Ecole Polytechnique - CMAP Palaiseau)
Toulouse : TSE, 2 mars 2015, 15h00–16h00, salle MS 001
We discuss stochastic optimal control problems whose volatility does not depend on the control, and which have finitely many equality and inequality constraints on the expected value of function of the final state, as well as control constraints. The main result is a proof of necessity of some...
Roman Inderst (Goethe University Frankfurt)
TSE, 2 mars 2015, 14h00–15h30, salle MF 323
We model competition in a loss-leading environment by combining a model of sales (as in Varian 1990) with limited consumer attention: (i) Consumers only compare prices of a selected number of products and (ii) they may pay more attention either to price or quality, depending on the salience of the...
Marc Teboulle (Tel Aviv University)
Toulouse : TSE, 2 mars 2015, 14h00–15h00, salle MS 001
We introduce a novel approach for analyzing the worst-case performance of first-order black-box convex optimization methods. Our approach relies on the observation that by definition, the worst-case behavior of an optimization method is by itself an optimization problem which consists of finding...
Sergei Kovbasyuk (Einaudi Institute for Economics and Finance - Roma)
IDEI, 2 mars 2015, 12h30–14h00, salle MF 323
Speculators often advertise arbitrage opportunities in order to persuade other in- vestors and thus accelerate the correction of mispricing. We show that in order to minimize the risk and the cost of arbitrage an investor who identifies several mispriced assets optimally advertises only one of them...
Salvatore Di Falco (University of Geneva)
Toulouse : TSE, 2 mars 2015, 11h00–12h30, salle MS 003
This paper investigates the role of time preference on investment in conservation in the highlands of Ethiopia. We combine farm household panel data, farm specific weather data, and patience, measured by experiments conducted at two different points in time. We find that rainfall anomalies increase...
Michel Raymond (University Montpellier 2)
Toulouse : IAST, 27 février 2015, 11h30–12h30, salle MS001
Several human traits pose challenges to evolutionary thinking, as they are relatively prevalent but are associated with lower reproductive success through reduced fertility and/or longevity (Darwinian puzzles). Classical examples are left handedness, homosexual preference, menopause and mental...
Nastassia Leszczynska (Université Libre de Bruxelles)
Toulouse : TSE, 26 février 2015, 12h45–14h00, salle MF 323
We explore the relationship between self-identity and corruption through a newly designed experimental game that was played with public servants in Burundi. Our core hypothesis is that the connection between self-identity, i.e., how a person perceives her/him-self, and values make unethical...
Giovanni Ursino (Catholic University of Milan.)
TSE, 23 février 2015, 14h00–15h30, salle MF 323
The business model of low cost carriers is now well established and accounts for a large share of western civil aviation, particularly in Europe. To understand why it has proven so successful, we develop a theoretical model which exploits the two-sided nature of flights as connectors of supply and...
