Similar Search Results

Subjective Stock Market Expectations and Portfolio Choice.

Arrondel, Luc; Calvo Pardo, Hector; Oliver, Xisco; Tas, … - Université Paris-Dauphine

Persistent link: https://www.econbiz.de/10009189921

La detention d'actifs risques selon l'age: Une etude econometrique / Aging and the Demand for Risky Assets: An Econometric Study.

Mahieu, Ronan; Lavigne, Anne; El Mekkaoui de Freitas, Najat - Université Paris-Dauphine - 2001

Cet article se propose d’étudier l’influence de l’âge sur la composition des patrimoines, notamment sur la détention d’actifs risqués. En effet, une hypothèse souvent avancée est que, plus l’horizon de vie se raccourcit, plus la détention d’actifs risqués devrait se réduire....

Persistent link: https://www.econbiz.de/10008462734

Life cycle options and preferences.

Legros, Florence - Université Paris-Dauphine - 2006

Persistent link: https://www.econbiz.de/10009644199

A conditional approach to hedge fund risks.

Teiletche, Jérôme; Pochon, Florent - Université Paris-Dauphine - 2006

This article applies a two-step conditional Bayesian approach to hedge fund risk. First, a mixture or-two normal … certain extent to a form of selection bias. An application of this methodology to stress tests on hedge funds portfolios is …

Persistent link: https://www.econbiz.de/10008532608

La dynamique de l’innovation par les alliances stratégiques : les résultats d’une enquête auprès de PME.

Bouzid, Inès; Boughzala, Younès - Université Paris-Dauphine

Ce papier présente les résultats d’une étude exploratoire afin de contribuer à une meilleure compréhension du rôle des alliances stratégiques des PME pour concilier entre les innovations d’exploration et les innovations d’exploitation. La nouvelle approche des innovations et des...

Persistent link: https://www.econbiz.de/10009493401

Affordability of complementary health insurance in France : a social experiment.

Guthmuller, Sophie; Wittwer, Jérôme; Jusot, Florence - Université Paris-Dauphine

, after controlling for potential selection bias, we observed that attending the briefing has a significant impact on ACS take …

Persistent link: https://www.econbiz.de/10009189923

The properties of equally-weighted risk contributions portfolios.

Teiletche, Jérôme; Roncalli, Thierry; Maillard, Sébastien - Université Paris-Dauphine - 2010

robust. In this paper, we consider a related approach, where the risk contribution from each portfolio components is made … equal, which maximizes diversication of risk (at least on an ex-ante basis). Roughly speaking,the resulting portfolio is … and equally-weighted portfolios. Empirical applications confirm that ranking. All in all, equally-weighted risk …

Persistent link: https://www.econbiz.de/10008876085

A theory of bond portfolios.

Ekeland, Ivar; Taflin, Erik - Université Paris-Dauphine - 2005

We introduce a bond portfolio management theory based on foundations similar to those of stock portfolio management. A general continuous-time zero-coupon market is considered. The problem of optimal portfolios of zero-coupon bonds is solved for general utility functions, under a condition of...

Persistent link: https://www.econbiz.de/10009002747

An Analysis of Shareholder Agreements.

Ljungqvist, Alexander; Habib, Michel Antoine; Chemla, Gilles - Université Paris-Dauphine - 2007

Shareholder agreements govern the relations among shareholders in privately held firms, such as joint ventures and venture capital-backed companies. We provide an economic explanation for key clauses in such agreements—namely, put and call options, tag-along and drag-along rights, demand and...

Persistent link: https://www.econbiz.de/10009131127

Behavioral biases and representative agent.

Jouini, Elyès; Napp, Clotilde - Université Paris-Dauphine

In this note, we consider an economy with heterogeneous agents, differing by their time preference rate and by their beliefs. We show that at the Pareto optimum, the representative agent exhibits interesting behavioral properties. More precisely, starting from a standard model with expected...

Persistent link: https://www.econbiz.de/10009145292