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Pascal St-Amour

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This is information that was supplied by Pascal St-Amour in registering through RePEc. If you are Pascal St-Amour , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Pascal
Middle Name:
Last Name: St-Amour
Suffix:

RePEc Short-ID: pst64

Email:
Homepage: http://www.hec.unil.ch/pstamour/
Postal Address: Department of Economics, University of Lausanne, 1015 Dorigny, Switzerland
Phone: 41-21-692-3477

Affiliation

(50%) Départment d'économétrie et d'économie politique (DEEP)
École des Hautes Études Commerciales (HEC)
Université de Lausanne
Location: Lausanne, Switzerland
Homepage: http://www.hec.unil.ch/deep/
Email:
Phone: +41-21-692.33.20
Fax: +41-21-692.33.65
Postal: Internef, CH-1015 Lausanne
Handle: RePEc:edi:deelsch (more details at EDIRC)
(30%) Swiss Finance Institute
Location: Genève/Zürich, Switzerland
Homepage: http://www.swissfinanceinstitute.ch/
Email:
Phone: 41 22 / 312 09 61
Fax: 41 22 / 312 10 26
Postal: 40 bd. du Pont d'Arve, Case postale 3, CH - 1211 Geneva 4
Handle: RePEc:edi:fameech (more details at EDIRC)
(10%) Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
Location: Montréal, Canada
Homepage: http://www.cirano.qc.ca/
Email:
Phone: (514) 985-4000
Fax: (514) 985-4039
Postal: 2020 rue University, 25e étage, Montréal, Quéc, H3A 2A5
Handle: RePEc:edi:ciranca (more details at EDIRC)
(10%) Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
Location: Montréal/Québec, Canada
Homepage: http://www.cirpee.org/
Email:
Phone: (514) 987-8161
Fax:
Postal: CP 8888, succursale Centre-Ville, Montréal, QC H3C 3P8
Handle: RePEc:edi:cirpeca (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Queen's Economics Department PhD Graduates

Works

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Working papers

  1. Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2010. "A structural analysis of the health expenditures and portfolio choices of retired agents," Swiss Finance Institute Research Paper Series 10-29, Swiss Finance Institute.
  2. Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2009. "Health and (other) Asset Holdings," Swiss Finance Institute Research Paper Series 09-18, Swiss Finance Institute.
  3. Georges DIONNE & Pascal ST-AMOUR & Désiré VENCATACHELLUM, 2007. "Information Asymmetry in Mauritius Slave Auctions," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 07.06, Université de Lausanne, Faculté des HEC, DEEP.
  4. Pascal St-Amour, 2006. "Benchmarks in Aggregate Household Portfolios," Swiss Finance Institute Research Paper Series 07-09, Swiss Finance Institute.
  5. Georges Dionne & Pascal St-Amour & Désiré Vencatachellum, 2006. "Adverse Selection in the Market for Slaves in Mauritius, 1825-1835," Cahiers de recherche 0607, CIRPEE.
  6. Pascal St-Amour, 2005. "Direct Preference for Wealth in Aggregate Household Portfolio," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 05.04, Université de Lausanne, Faculté des HEC, DEEP.
  7. Pascal St-Amour, 2005. "Direct Preference Wealth in Aggregate Household Portfolios," FAME Research Paper Series rp136, International Center for Financial Asset Management and Engineering.
  8. Michel Normandin & Pascal St-Amour, 2005. "An Empirical Analysis of U.S. Aggregate Portfolio Allocations," CIRANO Working Papers 2005s-07, CIRANO.
  9. Pascal St-Amour, 2004. "Ratchet vs Blasé Investors and Asset Markets," CIRANO Working Papers 2004s-11, CIRANO.
  10. Michel Normandin & Pascal St-Amour, 2003. "Recursive Measures of Total Wealth and Portfolio Return," Cahiers de recherche 03-06, HEC Montréal, Institut d'économie appliquée.
  11. Gordon, Stephen & St-Amour, Pascal, 2003. "Asset Returns and State-Dependent Risk Preferences," Cahiers de recherche 0316, CIRPEE.
  12. Shirley Chenny & Pascal St-Amour & Désiré Vencatachellum, 2002. "Slave Prices from Succession and Bankruptcy Sales in Mauritius, 1825--1827," CIRANO Working Papers 2002s-79, CIRANO.
  13. Michèle Breton & Pascal St-Amour & Désiré Vencatachellum, 2002. "Intergenerational Dynamic Production Teams," Computing in Economics and Finance 2002 126, Society for Computational Economics.
  14. Michèle Breton & Pascal St-Amour & Désiré Vencatachellum, 2002. "Inter- vs Intra-generational Production Teams: A Young Worker's Perspective," CIRANO Working Papers 2002s-57, CIRANO.
  15. Michele Breton, Pascal St-Amour and D. Vencatachellum, 2001. "Dynamic Production Teams with Strategic Behavior," Computing in Economics and Finance 2001 89, Society for Computational Economics.
  16. D. Vencatachellum & M. Breton & P. St-Amour, 2001. "Reputation in Endogenous Production Teams," CeNDEF Workshop Papers, January 2001 2B.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  17. Michel Normandin & Pascal St-Amour, 2001. "Canadian Consumption and Portfolio Shares," Cahiers de recherche CREFE / CREFE Working Papers 134, CREFE, Université du Québec à Montréal.
  18. Michel Normandin & Pascal St-Amour, 1999. "Total Wealth, Consumption and Portfolio Shares: Evidence and Theory," Cahiers de recherche CREFE / CREFE Working Papers 96, CREFE, Université du Québec à Montréal.
  19. Gordon, Stephen & St-Amour, Pascal, 1999. "A Preference Regime Model of Bull and Bear Markets," Cahiers de recherche 9906, Université Laval - Département d'économique.
  20. Dessy, Sylvain E. & St-Amour, Pascal & Vencatachellum, Désiré, 1998. "The Economics of Private Tutoring," Cahiers de recherche 9809, Université Laval - Département d'économique.
  21. Breton, Michèle & St-Amour, Pascal & Vencatachellum, Désiré, 1998. "Birds of a Feather: Teams as a Screening Mechanism," Cahiers de recherche 9808, Université Laval - Département d'économique.
  22. St-Amour, Pascal & Vencatachellum, Désiré, 1998. "Inter-Sectorial Risk Pooling and Wage Distributions," Cahiers de recherche 9818, Université Laval - Département d'économique.
  23. St-Amour, Pascal & Vencatachellum, Desire, 1997. "Families, Insurance and Employment in Developing Agricultural Economies," Cahiers de recherche 9703, Université Laval - Département d'économique.
  24. Gordon, Stephen & St-Amour, Pascal, 1997. "Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion," Cahiers de recherche 9711, Université Laval - Département d'économique, revised 08 Jun 1998.
  25. Gordon, Stephen & St-Amour, Pascal, 1997. "Asset Prices with Contingent Preferences," Cahiers de recherche 9712, Université Laval - Département d'économique, revised 08 Jun 1998.
  26. Normandin, Michel & St-Amour, Pascal, 1996. "Substitution, Risk Aversion, Taste Shocks and Equity Premia," Cahiers de recherche 9606, Université Laval - Département d'économique.
  27. St-Amour, Pascal & Vencatachellum, Desire, 1996. "Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies," Cahiers de recherche 9612, Université Laval - Département d'économique.
  28. GORDON, Stephen & ST-AMOUR, Pascal, 1995. "Measuring State-Dependent Risk Aversion Using Data Augmentation," Cahiers de recherche 9507, Université Laval - Département d'économique.
  29. St-Amour, P., 1995. "Canadian Excess Returns and State-Dependent Risk Aversion," Papers 9519, Laval - Recherche en Politique Economique.
  30. Pascal St. Amour, 1994. "State-Dependent Risk Aversion," Working Papers 896, Queen's University, Department of Economics.
  31. Georges DIONNE & Pascal ST-AMOUR & Desire VENCATACHELLUM, . "Asymmetric Information and Adverse Selection in Mauritian Slave Auctions," Swiss Finance Institute Research Paper Series 08-40, Swiss Finance Institute.

Articles

  1. Normandin, Michel & St-Amour, Pascal, 2008. "An empirical analysis of aggregate household portfolios," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1583-1597, August.
  2. Michel Normandin & Pascal St-Amour, 2005. "Recursive measures of total wealth and portfolio return," Applied Financial Economics, Taylor & Francis Journals, vol. 15(4), pages 287-291.
  3. Gordon S. & St-Amour P., 2004. "Asset Returns and State-Dependent Risk Preferences," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 241-252, July.
  4. Breton, Michele & St-Amour, Pascal & Vencatachellum, Desire, 2003. "Dynamic production teams with strategic behavior," Journal of Economic Dynamics and Control, Elsevier, vol. 27(5), pages 875-905, March.
  5. Chenny, Shirley & St-Amour, Pascal & Vencatachellum, Desire, 2003. "Slave prices from succession and bankruptcy sales in Mauritius, 1825-1827," Explorations in Economic History, Elsevier, vol. 40(4), pages 419-442, October.
  6. Michel Normandin & Pascal St-Amour, 2002. "Canadian consumption and portfolio shares," Canadian Journal of Economics, Canadian Economics Association, vol. 35(4), pages 737-756, November.
  7. Pascal St-Amour & Stephen Gordon, 2000. "A Preference Regime Model of Bull and Bear Markets," American Economic Review, American Economic Association, vol. 90(4), pages 1019-1033, September.
  8. Michel Normandin & Pascal St-Amour, 1998. "Substitution, risk aversion, taste shocks and equity premia," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 265-281.

NEP Fields

31 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (1) 2002-09-21
  2. NEP-BEC: Business Economics (4) 2005-03-13 2005-04-16 2005-07-03 2005-07-03
  3. NEP-CDM: Collective Decision-Making (2) 1998-05-25 2002-06-18
  4. NEP-CFN: Corporate Finance (1) 2003-04-13
  5. NEP-DEV: Development (1) 2004-03-22
  6. NEP-DGE: Dynamic General Equilibrium (3) 1999-12-21 2001-06-14 2002-06-18
  7. NEP-ECM: Econometrics (1) 1998-05-25
  8. NEP-ETS: Econometric Time Series (1) 1999-03-15
  9. NEP-FIN: Finance (10) 1999-12-21 2003-04-13 2003-04-27 2003-10-28 2004-08-09 2005-03-13 2005-03-20 2005-04-16 2005-07-03 2005-07-03. Author is listed
  10. NEP-FMK: Financial Markets (3) 1998-05-28 1998-05-28 1999-03-15
  11. NEP-HEA: Health Economics (1) 2009-06-03
  12. NEP-MIC: Microeconomics (6) 1998-05-25 1998-05-25 1998-05-25 1998-05-25 1998-05-25 1998-05-25. Author is listed
  13. NEP-POL: Positive Political Economics (1) 1999-03-15
  14. NEP-PUB: Public Finance (1) 1998-05-25
  15. NEP-RMG: Risk Management (3) 2003-04-13 2003-04-27 2005-03-20
  16. NEP-UPT: Utility Models & Prospect Theory (1) 2007-10-20

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