Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Partial differential equation models in macroeconomics.

firm size distribution, heterogeneous agents, income and wealth distribution, mean field games

On existence and bubbles of Ramsey equilibrium with borrowing constraints.

Borrowing constraint, Bubbles, Endogenous labor, Existence of equilibrium, Heterogeneous agents, Ramsey model

Collateral and growth cycles with heterogeneous agents.

Balanced growth, Collateral, Endogenous fluctuations, Heterogeneous agents, Stabilization policies, Sunspots

Collateral and growth cycles with heterogeneous agents.

Balanced growth, Collateral, Endogenous fluctuations, Heterogeneous agents, Stabilization, Sunspots

On Existence and Bubbles of Ramsey Equilibrium with Borrowing Constraints.

Borrowing constraint, Bubbles, Endogenous labor, Existence of equilibrium, Heterogeneous agents, Ramsey model

Collaterals and Growth Cycles with Heterogeneous Agents.

Balanced growth, Collaterals, Endogenous fluctuations, Heterogeneous agents, Stabilization policies

On existence and bubbles of Ramsey equilibrium with borrowing constraints.

Agents hétérogènes, Borrowing constraint, Bubbles, Bulles, Contraintes d'emprunt, Endogenous labor, Equilibre, Existence of equilibrium, Heterogeneous agents, Modèle de Ramsey, Ramsey model, Travail endogène

Long memory, volatility and portfolio management.

Agents hétérogènes, Bounded rationality, Fractional brownian motion, Heterogeneous agents, Long memory, Modèle de choix de portefeuille, Modèle de volatilité, Mouvement brownien fractionnaire, Mémoire longue, Portfolio modelling, Rationalité limitée, Realized volatility, Volatility modelling, Volatilité réalisée

Preventing design conflicts in distributed design systems composed of heterogeneous agents.

Agent attitude model, Collaborative design, Conflict prevention, Constraint satisfaction problem, Distributed design, Heterogeneous agents, Set-based design