-
1تقرير
المساهمون: Université Lumière - Lyon 2 (UL2), Groupe d'Analyse et de Théorie Economique Lyon - Saint-Etienne (GATE Lyon Saint-Étienne), Université Lumière - Lyon 2 (UL2)-Université Jean Monnet - Saint-Étienne (UJM)-Centre National de la Recherche Scientifique (CNRS), Facultat d'Economia i Empresa Barcelona, Universitat de Barcelona (UB), Departament de Teoria Econòmica and CREB, Universitat de Barcelona., Aix-Marseille Sciences Economiques (AMSE), École des hautes études en sciences sociales (EHESS)-Aix Marseille Université (AMU)-École Centrale de Marseille (ECM)-Centre National de la Recherche Scientifique (CNRS), Thomas Seegmuller acknowledges financial support from the French government under the France 2030 investment plan managed by the French National Research Agency Grant ANR-17-EURE-0020, and by the Excellence Initiative of Aix-Marseille University - A*MIDEX. Xavier Raurich acknowledges the financial support from the Government of Spain/FEDER through grant PID2021-126549NB-I00., ANR-17-EURE-0020,AMSE (EUR),Aix-Marseille School of Economics(2017), ANR-11-IDEX-0001,Amidex,INITIATIVE D'EXCELLENCE AIX MARSEILLE UNIVERSITE(2011)
المصدر: https://hal.science/hal-04493331Test ; 2024.
مصطلحات موضوعية: Rational bubbles, financial assets, fundamental value, JEL: E - Macroeconomics and Monetary Economics/E.E2 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy/E.E2.E21 - Consumption • Saving • Wealth, JEL: E - Macroeconomics and Monetary Economics/E.E4 - Money and Interest Rates/E.E4.E44 - Financial Markets and the Macroeconomy, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, [SHS.ECO]Humanities and Social Sciences/Economics and Finance
العلاقة: hal-04493331; https://hal.science/hal-04493331Test; https://hal.science/hal-04493331/documentTest; https://hal.science/hal-04493331/file/wp_2024_-_nr_08.pdfTest
-
2تقرير
المؤلفون: Șoiman, Florentina, Mourey, Mathis
المساهمون: Calcul Algébrique et Symbolique, Sécurité, Systèmes Complexes, Codes et Cryptologie (CASC), Laboratoire Jean Kuntzmann (LJK), Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA), Centre d'études et de recherches appliquées à la gestion (CERAG), The Hague University of Applied Sciences
المصدر: https://hal.science/hal-04507930Test ; 2024.
مصطلحات موضوعية: DeFi Tokens, Asset-pricing, Fama-French model, Fama-McBeth, Fama-French 3 Factors, Asset pricing, Blockchain, JEL: E - Macroeconomics and Monetary Economics/E.E3 - Prices, Business Fluctuations, and Cycles/E.E3.E39 - Other, JEL: F - International Economics/F.F3 - International Finance/F.F3.F39 - Other, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, [INFO.INFO-CR]Computer Science [cs]/Cryptography and Security [cs.CR], [QFIN.PR]Quantitative Finance [q-fin]/Pricing of Securities [q-fin.PR]
العلاقة: hal-04507930; https://hal.science/hal-04507930Test; https://hal.science/hal-04507930/documentTest; https://hal.science/hal-04507930/file/FF.pdfTest
-
3دورية أكاديمية
المؤلفون: Assael, Jérémi, Carlier, Laurent, Challet, Damien
المساهمون: BNP Paribas CIB Global Markets Data & AI Lab (BNPP CIB GM Lab), Mathématiques et Informatique pour la Complexité et les Systèmes (MICS), CentraleSupélec-Université Paris-Saclay
المصدر: ISSN: 1911-8074 ; Journal of Risk and Financial Management ; https://hal.science/hal-03791538Test ; Journal of Risk and Financial Management, 2023, 16 (3), pp.159. ⟨10.3390/jrfm16030159⟩.
مصطلحات موضوعية: ESG features, sustainable investing, interpretable machine learning, model selection, asset management, equity returns, ESG data, JEL: C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C51 - Model Construction and Estimation, JEL: C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C52 - Model Evaluation, Validation, and Selection, JEL: C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C55 - Large Data Sets: Modeling and Analysis, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment Decisions, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, JEL: G - Financial Economics, [STAT.ML]Statistics [stat]/Machine Learning [stat.ML], [INFO.INFO-CE]Computer Science [cs]/Computational Engineering, Finance, and Science [cs.CE], [STAT.AP]Statistics [stat]/Applications [stat.AP], [QFIN.GN]Quantitative Finance [q-fin]/General Finance [q-fin.GN], [QFIN.PM]Quantitative Finance [q-fin]/Portfolio Management [q-fin.PM], [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM], [QFIN.ST]Quantitative Finance [q-fin]/Statistical Finance [q-fin.ST]
العلاقة: info:eu-repo/semantics/altIdentifier/arxiv/2201.04393; hal-03791538; https://hal.science/hal-03791538Test; https://hal.science/hal-03791538v3/documentTest; https://hal.science/hal-03791538v3/file/ESGPaper.pdfTest; ARXIV: 2201.04393
الإتاحة: https://doi.org/10.3390/jrfm16030159Test
https://hal.science/hal-03791538Test
https://hal.science/hal-03791538v3/documentTest
https://hal.science/hal-03791538v3/file/ESGPaper.pdfTest -
4دورية أكاديمية
المؤلفون: Mukerji, Sujoy, Ozsoylev, Han, N, Tallon, Jean‐marc
المساهمون: Queen Mary University of London (QMUL), Özyeğin University, Paris School of Economics (PSE), Université Paris 1 Panthéon-Sorbonne (UP1)-École normale supérieure - Paris (ENS-PSL), Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-École des hautes études en sciences sociales (EHESS)-École des Ponts ParisTech (ENPC)-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), Paris Jourdan Sciences Economiques (PJSE), ANR-17-EURE-0001,PGSE,Ecole d'Economie de Paris(2017)
المصدر: ISSN: 0020-6598.
مصطلحات موضوعية: Ambiguity, Ambiguity aversion, Earnings announcements, Parameter uncertainty, Portfolio choice, Trading volume, Uncertainty shocks, JEL: D - Microeconomics/D.D8 - Information, Knowledge, and Uncertainty/D.D8.D81 - Criteria for Decision-Making under Risk and Uncertainty, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment Decisions, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, [SHS.ECO]Humanities and Social Sciences/Economics and Finance
العلاقة: halshs-03962563; https://shs.hal.science/halshs-03962563Test; https://shs.hal.science/halshs-03962563/documentTest; https://shs.hal.science/halshs-03962563/file/TradingAmbiguity_IER_Revision2%20%28002%29.pdfTest
الإتاحة: https://doi.org/10.1111/iere.12627Test
https://shs.hal.science/halshs-03962563Test
https://shs.hal.science/halshs-03962563/documentTest
https://shs.hal.science/halshs-03962563/file/TradingAmbiguity_IER_Revision2%20%28002%29.pdfTest -
5دورية أكاديمية
المؤلفون: Bertrand, Philippe, Prigent, Jean-Luc
المساهمون: Centre d'Études et de Recherche en Gestion d'Aix-Marseille (CERGAM), Aix Marseille Université (AMU)-Université de Toulon (UTLN), Aix-Marseille Sciences Economiques (AMSE), École des hautes études en sciences sociales (EHESS)-Aix Marseille Université (AMU)-École Centrale de Marseille (ECM)-Centre National de la Recherche Scientifique (CNRS), Théorie économique, modélisation et applications (THEMA), Centre National de la Recherche Scientifique (CNRS)-CY Cergy Paris Université (CY)
المصدر: ISSN: 0752-6180.
مصطلحات موضوعية: CPPP, portfolio insurance, performance participation, OBPP, ACL-2 / HCERES A, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment Decisions, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G13 - Contingent Pricing • Futures Pricing, [SHS.ECO]Humanities and Social Sciences/Economics and Finance
العلاقة: hal-03672691; https://amu.hal.science/hal-03672691Test; https://amu.hal.science/hal-03672691/documentTest; https://amu.hal.science/hal-03672691/file/OBPPversusCPPP%20REVISED%20%2814-11-2021%29.pdfTest
الإتاحة: https://doi.org/10.3917/fina.431.0123Test
https://amu.hal.science/hal-03672691Test
https://amu.hal.science/hal-03672691/documentTest
https://amu.hal.science/hal-03672691/file/OBPPversusCPPP%20REVISED%20%2814-11-2021%29.pdfTest -
6دورية أكاديمية
المؤلفون: Boutabba, Mohamed, Amine, Rannou, Yves
المساهمون: Université Paris-Saclay, Centre d'Etudes des Politiques Economiques (EPEE), Université d'Évry-Val-d'Essonne (UEVE)-Université Paris-Saclay, École Supérieure de Commerce (ESC) - Clermont-Ferrand (ESC Clermont-Ferrand), Clermont Recherche Management (CleRMa), École Supérieure de Commerce (ESC) - Clermont-Ferrand (ESC Clermont-Ferrand)-Université Clermont Auvergne (UCA)
المصدر: ISSN: 1057-5219 ; International Review of Financial Analysis ; https://hal.science/hal-03582603Test ; International Review of Financial Analysis, 2022, 81, ⟨10.1016/j.irfa.2022.102071⟩.
مصطلحات موضوعية: Green Bond, Liquidity Premium, Term structure, Spillover effects, Clientele effect, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment Decisions, JEL: Q - Agricultural and Natural Resource Economics • Environmental and Ecological Economics/Q.Q5 - Environmental Economics/Q.Q5.Q56 - Environment and Development • Environment and Trade • Sustainability • Environmental Accounts and Accounting • Environmental Equity • Population Growth, [SHS]Humanities and Social Sciences, [QFIN]Quantitative Finance [q-fin]
العلاقة: hal-03582603; https://hal.science/hal-03582603Test; https://hal.science/hal-03582603/documentTest; https://hal.science/hal-03582603/file/WP_Boutabba_Rannou_Postprint.pdfTest
الإتاحة: https://doi.org/10.1016/j.irfa.2022.102071Test
https://hal.science/hal-03582603Test
https://hal.science/hal-03582603/documentTest
https://hal.science/hal-03582603/file/WP_Boutabba_Rannou_Postprint.pdfTest -
7دورية أكاديمية
المؤلفون: Bosi, Stefano, Le Van, Cuong, Pham, Ngoc-Sang
المساهمون: Centre d'Etudes des Politiques Economiques (EPEE), Université d'Évry-Val-d'Essonne (UEVE)-Université Paris-Saclay, Université Paris-Saclay, Centre National de la Recherche Scientifique (CNRS), Paris School of Economics (PSE), Université Paris 1 Panthéon-Sorbonne (UP1)-École normale supérieure - Paris (ENS-PSL), Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-École des hautes études en sciences sociales (EHESS)-École des Ponts ParisTech (ENPC)-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), IPAG Business School, Institute of Mathematics and Applied Science (TIMAS), Centre d'économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), Métis Lab EM Normandie, École de Management de Normandie (EM Normandie)
المصدر: ISSN: 0304-4068 ; Journal of Mathematical Economics ; https://shs.hal.science/halshs-02993656Test ; Journal of Mathematical Economics, 2022, 100, pp.102651. ⟨10.1016/j.jmateco.2022.102651⟩.
مصطلحات موضوعية: intertemporal equilibrium, borrowing constraint, real indeterminacy, asset price bubble, JEL: D - Microeconomics/D.D5 - General Equilibrium and Disequilibrium/D.D5.D53 - Financial Markets, JEL: E - Macroeconomics and Monetary Economics/E.E4 - Money and Interest Rates/E.E4.E44 - Financial Markets and the Macroeconomy, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, [SHS]Humanities and Social Sciences, [SHS.ECO]Humanities and Social Sciences/Economics and Finance
العلاقة: halshs-02993656; https://shs.hal.science/halshs-02993656Test; https://shs.hal.science/halshs-02993656v2/documentTest; https://shs.hal.science/halshs-02993656v2/file/AssetBubble-Indeterminacy-2021-RR1-WPversion.pdfTest
الإتاحة: https://doi.org/10.1016/j.jmateco.2022.102651Test
https://shs.hal.science/halshs-02993656Test
https://shs.hal.science/halshs-02993656v2/documentTest
https://shs.hal.science/halshs-02993656v2/file/AssetBubble-Indeterminacy-2021-RR1-WPversion.pdfTest -
8دورية أكاديمية
المؤلفون: Chateauneuf, Alain, Cornet, Bernard
المساهمون: IPAG Business School, Centre d'économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), Paris School of Economics (PSE), Université Paris 1 Panthéon-Sorbonne (UP1)-École normale supérieure - Paris (ENS-PSL), Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-École des hautes études en sciences sociales (EHESS)-École des Ponts ParisTech (ENPC)-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), University of Kansas Lawrence (KU)
المصدر: ISSN: 2196-1085.
مصطلحات موضوعية: Market frictions, Risk-neutral nonadditive probability, Absence of arbitrage opportunities, Choquet pricing, Put–call parity, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, JEL: D - Microeconomics/D.D8 - Information, Knowledge, and Uncertainty/D.D8.D81 - Criteria for Decision-Making under Risk and Uncertainty, JEL: C - Mathematical and Quantitative Methods/C.C7 - Game Theory and Bargaining Theory/C.C7.C71 - Cooperative Games, [QFIN.PR]Quantitative Finance [q-fin]/Pricing of Securities [q-fin.PR], [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM]
العلاقة: hal-03722945; https://hal.science/hal-03722945Test; https://hal.science/hal-03722945/documentTest; https://hal.science/hal-03722945/file/Chateauneuf-Cornet2022_Article_TheRisk-neutralNon-additive.pdfTest
الإتاحة: https://doi.org/10.1007/s40505-022-00216-4Test
https://hal.science/hal-03722945Test
https://hal.science/hal-03722945/documentTest
https://hal.science/hal-03722945/file/Chateauneuf-Cornet2022_Article_TheRisk-neutralNon-additive.pdfTest -
9دورية أكاديمية
المؤلفون: Chateauneuf, Alain, Cornet, Bernard
المساهمون: IPAG Business School, Centre d'économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), Paris School of Economics (PSE), Université Paris 1 Panthéon-Sorbonne (UP1)-École normale supérieure - Paris (ENS-PSL), Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL)-École des hautes études en sciences sociales (EHESS)-École des Ponts ParisTech (ENPC)-Centre National de la Recherche Scientifique (CNRS)-Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement (INRAE), University of Kansas Lawrence (KU)
المصدر: ISSN: 0938-2259.
مصطلحات موضوعية: Submodularity, financial markets, Frictions, Bid-ask, Arbitrage, Multi-prior model, Super-hedging price, Super-replication, Risk measure, Pricing rules, Choquet integral, Event securities, JEL: D - Microeconomics/D.D8 - Information, Knowledge, and Uncertainty/D.D8.D81 - Criteria for Decision-Making under Risk and Uncertainty, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment Decisions, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, [QFIN.PR]Quantitative Finance [q-fin]/Pricing of Securities [q-fin.PR], [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM]
العلاقة: hal-03722920; https://hal.science/hal-03722920Test; https://hal.science/hal-03722920/documentTest; https://hal.science/hal-03722920/file/Chateauneuf-Cornet2022_Article_SubmodularFinancialMarkets.pdfTest
الإتاحة: https://doi.org/10.1007/s00199-022-01415-7Test
https://hal.science/hal-03722920Test
https://hal.science/hal-03722920/documentTest
https://hal.science/hal-03722920/file/Chateauneuf-Cornet2022_Article_SubmodularFinancialMarkets.pdfTest -
10دورية أكاديمية
المساهمون: Département d'économie (Sciences Po) (ECON), Sciences Po (Sciences Po)-Centre National de la Recherche Scientifique (CNRS), Maastricht University Maastricht, University of Southern California (USC)
المصدر: ISSN: 1945-7685.
مصطلحات موضوعية: stock market behavior, behavioral finance, regret avoidance, dynamic regret, dynamic discrete choice, structural models, experiments, multiple reference points, JEL: C - Mathematical and Quantitative Methods/C.C9 - Design of Experiments/C.C9.C91 - Laboratory, Individual Behavior, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates, JEL: G - Financial Economics, [SHS.ECO]Humanities and Social Sciences/Economics and Finance
العلاقة: hal-03562318; https://sciencespo.hal.science/hal-03562318Test; https://sciencespo.hal.science/hal-03562318/documentTest; https://sciencespo.hal.science/hal-03562318/file/2022-dynamic-regret-avoidance.pdfTest
الإتاحة: https://doi.org/10.1257/mic.20180260Test
https://sciencespo.hal.science/hal-03562318Test
https://sciencespo.hal.science/hal-03562318/documentTest
https://sciencespo.hal.science/hal-03562318/file/2022-dynamic-regret-avoidance.pdfTest
