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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Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time.

Decision under risk, Discounting, Intertemporal choice, Loss aversion, Nature of utility, Prospect theory

Eliciting Prospect Theory When Consequences Are Measured in Time Units: “Time Is Not Money”.

Decision weights, Expected utility, Loss aversion, Probability weighting, Prospect theory, Reference point, Time risk, Utility

Measuring Loss Aversion under Ambiguity: A Method to Make Prospect Theory Completely Observable.

Ambiguity, Elicitation methods, Loss aversion, Prospect theory, Risk, Utility for gains and losses

Do financial professionals behave according to prospect theory? An experimental study.

Behavioral finance, Experimental economics, Field data, Loss aversion, Prospect theory

Aversion to risk of regret and preference for positively skewed risks.

Behavioral finance, Certainty effect, Longshot bias, Possibility effect, Probability weighting, Prospect theory, Riskseeking

Impact of unrealized gains or losses on stock returns: theories and tests in an alternative utility theory framework.

Auto-Corrélation des rendements, Behavioral finance, Capital gain overhang, Finance comportementale, L'effet de momentum, Momentum effect, Prospect theory, Regret theory, Return autocorrelation, Théorie des prospects, Théories des regrets

Essays on income tax fraud.

Evasion, Expected utility theory, Fraude, Non-linearity, Non-linéarité, Prospect theory, Risk, Risque, Théorie de l’espérance de l’utilité, Théorie des perspectives

Estimating sign-dependent societal preferences for quality of life.

Equity weighting, Health-related social welfare function, Loss aversion, Prospect theory, QALYs

An elicitation of utility for quality of life under prospect theory.

Certainty equivalences, Loss aversion, Prospect theory, QALYs, Utility function

All over the map: A worldwide comparison of risk preferences.

Cultural comparison, Prospect theory, Risk preferences

The Risk Attitudes of Professional Athletes: Optimism and Success are Related.

Optimism, Prospect theory, Risk, Sport psychology