Recherche avancée

Viktor Winschel (University of Mannheim)

Toulouse : TSE, 2 mars 2012, 13h45–15h00, salle MF 323

I present an approach to social science where the controller or social theory is part of the system pointing to the need to go beyond quantum mechanics. This change of point of view from the outside to the inside of social systems implies the need to cope with reflexive mathematical structures...

Séminaire

Joel Van Der Weele (Goethe University in Frankfurt)

Toulouse : IAST, 1 mars 2012, 15h30–17h00, salle MF323

Séminaire

Elena Bernadino (Université Lyon I)

Toulouse : TSE, 28 février 2012, 14h00–15h30, salle MF 323

In this paper, we introduce a multivariate extension of the classical univariate Value-at-Risk (VaR). This extension may be useful to understand how solvency capital requirement computed for a given financial institution may be affected by the presence of additional risks. We also generalize the...

Séminaire

Francisco Martinez-Mora (University of Leicester and Universitat Rovira i Virgili)

Toulouse : TSE, 24 février 2012, 11h00–12h30, salle MS 003

This paper suggests the simple point that “detracking” schools might lead to an increase in income segregation. It studies a model where households care about the school peer group of their children. If ability and income are positively correlated, tracking implies that some high income households...

Séminaire

ULG, Liège, Belgique, 17 février 2012

Conférence

Rachel Kranton (Duke University)

Toulouse : IAST, 16 février 2012, 15h30–17h00, salle MF323

This paper brings a general network analysis to a wide class of games, including strategic innovation, public goods, investment, and social interactions. The major interest, and challenge, is seeing how network structure shapes outcomes. We have a striking result. Equilib- rium conditions depend on...

Séminaire

Hans Gersbach (ETH, Zurich)

14 février 2012, BDF, Paris

Séminaire

Gilles Stupfler (Université de Strasbourg)

Toulouse : TSE, 7 février 2012, 14h00–15h30, salle MF 323

Girard et Jacob (2008) ont introduit une nouvelle méthode pour estimer la frontière du support d'un couple aléatoire : la méthode des moments d'ordre élevé. La normalité asymptotique de l'estimateur proposé est obtenue seulement dans le cas uniforme. On présente ici un autre estimateur basé sur...

Séminaire

John E. Roemer (Yale University)

Toulouse : TSE, 3 février 2012, 11h00–12h30, salle MS003

Although evidence accrues in biology, anthropology and experimental economics that homo sapiens is a cooperative species, the reigning assumption in economic theory is that individuals optimize in an autarkic manner (as in Nash and Walrasian equilibrium). I here postulate an interdependent kind of...

Séminaire

Gerard Hertig (ETH Zurich)

Toulouse : IAST, 2 février 2012, 15h30–17h00, salle MF323

Governments in Europe and the US have recently acquired significant stakes in a number of financial institutions, raising fears that they will use their investments to pursue interventionist goals. The comparative analysis of 16 major bail‐outs in Belgium, Germany, France, Ireland, Switzerland, the...

Séminaire