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Publications

by members of

Université Paris 1 (Panthéon-Sorbonne) → Pôle de Recherche Interdisciplinaire en Management (PRISM)

University of Paris 1 → Interdisciplinary Research Focus on Management

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2023

  1. Yannick Malevergne & Hind Sami, 2023, "How Analystss Ability Affects Forecast Timing Under Bias and Uncertainty?," Working Papers, HAL, number hal-04011338, Mar, DOI: 10.2139/ssrn.3113605.
  2. José da Fonseca & Edem Dawui & Yannick Malevergne, 2023, "A Linear-Rational Multi-Curve Term Structure Model with Stochastic Spread," Working Papers, HAL, number hal-04012277, Mar, DOI: 10.2139/ssrn.4176102.

2022

  1. Patrice Abry & Yannick Malevergne & Herwig Wendt & Stéphane Jaffard & Marc Senneret & Laurent Jaffrès, 2022, "Foreign Exchange Multivariate Multifractal Analysis," Post-Print, HAL, number hal-03735497, Aug, DOI: 10.23919/EUSIPCO55093.2022.9909911.

2021

  1. Yannick Malevergne & Didier Sornette & Ran Wei, 2021, "A model of financial bubbles and drawdowns with non-local behavioral self-referencing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-96, Dec.
  2. José da Fonseca & Yannick Malevergne, 2021, "A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy," Post-Print, HAL, number halshs-03590382, Jul, DOI: 10.1016/j.jedc.2021.104137.

2020

  1. Nadine Levratto & Mounir Amdaoud & Giuseppe Arcuri, 2020, "Covid-19 : analyse spatiale de l’influence des facteurs socio-économiques sur la prévalence et les conséquences de l’épidémie dans les départements français," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-4.
  2. Lara Abdel Fattah & Giuseppe Arcuri & Aziza Garsaa & Nadine Levratto, 2020, "Firm financial soundness and knowledge externalities: A comparative regional analysis," Post-Print, HAL, number hal-02972388, Oct, DOI: 10.1111/pirs.12539.
  3. Mounir Amdaoud & Giuseppe Arcuri & Nadine Levratto & Marianna Succurro & Damiana Costanzo, 2020, "Geography of COVID-19 outbreak and first policy answers in European regions and cities
    [Géographie de la Covid-19 et réponses politique des régions et villes européennes]    ," Working Papers, HAL, number halshs-03046489, Dec.

2019

  1. Giuseppe Arcuri & Marc Brunetto & Nadine Levratto, 2019, "Spatial patterns and determinants of firm exit: an empirical analysis on France," Post-Print, HAL, number hal-01943083, DOI: 10.1007/s00168-018-0887-0.
  2. Giuseppe Arcuri & Nadine Levratto & Marc Brunetto, 2019, "La répartition spatiale des cessations d’entreprises – Une analyse des départements français après la crise," Post-Print, HAL, number hal-01975069, DOI: 10.3917/reru.191.0005.
  3. Giuseppe Arcuri & Marianna Succurro & Giuseppina Damiana Costanzo, 2019, "A combined approach based on Robust PCA to improve bankruptcy forecasting," Post-Print, HAL, number hal-01975082, DOI: 10.1108/RAF-04-2018-0077.
  4. Giuseppe Arcuri & Nadine Levratto & Aziza Garsaa & Lara Abdel Fattah, 2019, "Firm soundness and knowledge externalities: a comparative regional analysis," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-10.
  5. Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019, "New Results for Additive and Multiplicative Risk Apportionment," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1915.
  6. Patrice Abry & Yannick Malevergne & Herwig Wendt & Marc Senneret & Laurent Jaffrès & Blaise Liaustrat, 2019, "Shuffling for understanding multifractality, application to asset price time series," Post-Print, HAL, number hal-02361738, Sep.

2018

  1. Giuseppe Arcuri & Nadine Levratto, 2018, "Early stage SME's bankruptcy : does local banking market matter?," Post-Print, HAL, number hal-01742625, Apr, DOI: 10.1007/s11187-018-0042-4.

2017

  1. Thierry Lafay & Céline Maximin, 2017, "How R&D Competition Affects Investment Choices," Post-Print, HAL, number hal-01457619, Mar, DOI: 10.1002/mde.2745.

2016

  1. Yannick Malevergne & Didier Sornette, 2016, "Wealth and Income Inequalities ← → r > g," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-69, Nov.
  2. Marc Senneret & Yannick Malevergne & Patrice Abry & Gerald Perrin & Laurent Jaffres, 2016, "Covariance Versus Precision Matrix Estimation for Efficient Asset Allocation," Post-Print, HAL, number halshs-03590388, Sep, DOI: 10.1109/JSTSP.2016.2577546.

2015

  1. Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin, 2015, "On the (Ab)Use of Omega?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:02.
  2. Jeroen Rozendaal & Yannick Malevergne & Didier Sornette, 2015, "Macroeconomic Dynamics of Assets, Leverage and Trust," Papers, arXiv.org, number 1512.03618, Dec.

2014

  1. Massimiliano Caporin & Grégory M. Jannin & Francesco Lisi & Bertrand Maillet, 2014, "A Survey on the Four Families of Performance Measures," Post-Print, HAL, number hal-01243416, DOI: 10.1111/joes.12041.
  2. Bruno Amable & Ivan Ledezma & Stéphane Robin, 2014, "Product market regulation, innovation and productivity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00973947, Mar.

2013

  1. Corinne Lamour & Catherine de La Robertie & Gérard Cliquet, 2013, "Prescription d'achats complexes: Proposition de définitions et d'un modèle," Post-Print, HAL, number hal-00784362, Jan.
  2. Christophe Boucher & Gregory Jannin & Bertrand Maillet & Patrick Kouontchou, 2013, "An Economic Evaluation of Model Risk in Long-term Asset Allocations," Working Papers, HAL, number halshs-00825303, Mar.
  3. Monica Billio & Gregory Jannin & Bertrand Maillet & Loriana Pelizzon, 2013, "Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2013:22.
  4. Pierre Fleckinger & Thierry Lafay & Constance Monnier, 2013, "Rémunération des dirigeants et risque de fraude d'entreprise," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00977587, DOI: 10.3917/reco.643.0457.
  5. Nathalie Greenan & Mathieu Narcy & Stéphane Robin, 2013, "Changes Within Companies and Access of Older Workers to Further Training in the 1990’s and 2000’s
    [Changements dans les entreprises et accès des seniors à la formation continue : une comparaison entre les années 1990 et 2000]    ," Working Papers, HAL, number halshs-00965730, Jan, DOI: 10.3917/rfe.121.0129.

2012

  1. Andreas D. Huesler & Yannick Malevergne & Didier Sornette, 2012, "Investors’ Expectations, Management Fees and the Underperformance of Mutual Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-01, Feb.

2011

  1. Thierry LAFAY, 2011, "A Competitive Duopoly where Information Spillovers can be Mutually Advantageous," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2011014, Mar.
  2. Xiaohui NI & Yannick MALEVERGNE & Didier SORNETTE & Peter WOEHRMANN, 2011, "Robust reverse engineering of crosssectional returns and improved portfolio allocation performance using the CAPM," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-03, Jan.

2010

  1. Pierre Fleckinger & Thierry Lafay, 2010, "Product flexibility and price competition in Hotelling's duopoly," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00641873, Jul.
  2. Thierry Lafay, 2010, "A Linear Generalization of Stackelberg's Model," Post-Print, HAL, number hal-00826285.
  3. Y. Malevergne & A. Saichev & D. Sornette, 2010, "Zipf's law and maximum sustainable growth," Papers, arXiv.org, number 1012.0199, Dec.
  4. Yannick Malevergne & Alex Saichev & Didier Sornette, 2010, "Theory of Zipf's Law and Beyond," Post-Print, HAL, number hal-02298139, Jan.
  5. Yannick Malevergne & B. Rey, 2010, "Preserving preference rankings under non-financial background risk," Post-Print, HAL, number hal-02312501, Aug.
  6. Chang, Chia-Lin & Robin, Stéphane, 2010, "Knowledge sourcing and firm performance in an industrializing economy: The case of Taiwan (1992-2003)," MPRA Paper, University Library of Munich, Germany, number 27913, Dec.
  7. Robin, Stéphane & Schubert, Torben, 2010, "Cooperation with public research institutions and success in innovation: Evidence from France and Germany," Discussion Papers "Innovation Systems and Policy Analysis", Fraunhofer Institute for Systems and Innovation Research (ISI), number 24, DOI: 10.24406/publica-fhg-294858.

2009

  1. Shengsui HU & Yannick MALEVERGNE & Didier SORNETTE, 2009, "Investors’ Misperception: A Hidden Source of High Markups in the Mutual Fund Industry," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-04, Jan.
  2. Y. Malevergne & V. Pisarenko & D. Sornette, 2009, "Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-40, Oct.
  3. Yannick Malevergne & B. Rey, 2009, "On cross-risk vulnerability," Post-Print, HAL, number hal-02312539, Oct.
  4. Yannick Malevergne, 2009, "Book review: "Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications" by D. Ardia (Springer)," Post-Print, HAL, number hal-02312883, Jan.
  5. Yannick Malevergne & Pedro Santa-Clara & Didier Sornette, 2009, "Professor Zipf goes to Wall Street," NBER Working Papers, National Bureau of Economic Research, Inc, number 15295, Aug.
  6. B. Cockx & C. Goebel & S. Robin, 2009, "Is income support for part-time workers a steppingstone to regular jobs? An application to young long-term unemployed women," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 09/561, Jan.
  7. Mireille Matt & Stéphane Robin & Sandrine Wolff, 2009, "How do public programmes shape strategic R&D collaborations? Project-level evidence from the 5th and 6th EU Framework Programmes," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2009-29.

2008

  1. Christophe Caron & Thierry Lafay, 2008, "How Risk Disciplines Pre-commitment," Post-Print, HAL, number hal-00825882.
  2. Jerome Coulon & Yannick Malevergne, 2008, "Heterogeneous expectations and long range correlation of the volatility of asset returns," Papers, arXiv.org, number 0808.1538, Aug.
  3. A. Saichev & Y. Malevergne & D. Sornette, 2008, "Theory of Zipf's Law and of General Power Law Distributions with Gibrat's law of Proportional Growth," Papers, arXiv.org, number 0808.1828, Aug.

2007

  1. Y. Malevergne & D. Sornette, 2007, "A two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes," Papers, arXiv.org, number physics/0702027, Feb.
  2. Sofia Pessoa e Costa & Stéphane Robin, 2007, "The Impact Of Training Programmes On Wages In France: An Evaluation Of The “Qualifying Contract” Using Propensity Scores," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2007-18.

2006

  1. Pierre Fleckinger & Thierry Lafay, 2006, "Concurrence en catalogue dans le duopole d'Hotelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00641861, May.
  2. Y. Malevergne & D. Sornette, 2006, "Self-Consistent Asset Pricing Models," Papers, arXiv.org, number physics/0608284, Aug.
  3. Yannick Malevergne & Didier Sornette, 2006, "Extreme Financial Risks : From Dependence to Risk Management," Post-Print, HAL, number hal-02298069, Jan.
  4. Yannick Malevergne & Vladilen Pisarenko & Didier Sornette, 2006, "The modified weibull distribution for asset returns: reply," Post-Print, HAL, number hal-02311787, Dec.
  5. Yannick Malevergne & Ali Chabaane & Jean-Paul Laurent & Françoise Turpin, 2006, "Alternative Risk Measures for Alternative Investments," Post-Print, HAL, number hal-02311832, Jul.
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  6. Yannick Malevergne & Vladilen Pisarenko & Didier Sornette, 2006, "On the Power of Generalized Extreme Value (GEV) and Generalized Pareto Distribution (GPD) Estimators for Empirical Distributions of Stock Returns," Post-Print, HAL, number hal-02311834, Jan.
  7. Chia-Lin CHANG & Stéphane ROBIN, 2006, "Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan in the 1990s," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2006-33.
  8. Bart Cockx & Stéphane Robin & Christian Goebel, 2006, "Income Support Policies for Part-Time Workers: A Stepping-Stone to Regular Jobs? An Application to Young Long-Term Unemployed Women in Belgium," CESifo Working Paper Series, CESifo, number 1863.
  9. Chia-Lin CHANG & Stéphane ROBIN, 2006, "Using the Asymptotically Ideal Model to estimate the impact of knowledge on labour productivity: An application to Taiwan in the 1990s," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2006-34.
  10. J.P. Marissal & S. Robin, 2006, "La discrimination sur le marché du travail envers les personnes handicapées," Post-Print, HAL, number hal-00200184.

2005

  1. Yannick Malevergne, 2005, "Preparing for the Worst : Incorporating Downside Risk in Stock Market Investments," Post-Print, HAL, number hal-02311690, Dec.
  2. Yannick Malevergne & Vladilen Pisarenko & Didier Sornette, 2005, "Empirical Distributions of Stock Returns : Between the Stretched Exponential and the Power Law?," Post-Print, HAL, number hal-02311833, Sep.
  3. J.P. Marissal & S. Robin, 2005, "Handicap et marché du travail, processus de reconnaissance sociale du handicap et employabilité des personnes handicapées," Post-Print, HAL, number hal-00271867.
  4. J.P. Marissal & S. Robin, 2005, "Handicap et marché du travail : reconnaissance sociale du handicap et insertion professionnelle des personnes handicapées," Post-Print, HAL, number hal-00271842.

2004

  1. Yannick Malevergne, 2004, "Book review : "Why Stock Market Crash?" by D. Sornette (Princeton University Press)," Post-Print, HAL, number hal-02312884, Dec.
  2. Yannick Malevergne & Didier Sornette, 2004, "How to account for extreme co-movements between individual stocks and the market," Post-Print, HAL, number hal-02312885, Apr.
      Unknown
  3. Yannick Malevergne & Didier Sornette, 2004, "Value-at-Risk-efficient portfolios for class of super- and sub-exponentially decaying assets return distributions," Post-Print, HAL, number hal-02312887, Jan.
  4. Yannick Malevergne & Didier Sornette, 2004, "Collective origin of the coexistence of apparent random matrix theory noise and of factors in large sample correlation matrices," Post-Print, HAL, number hal-02312894, Jan.

2003

  1. Pierre Fleckinger & Thierry Lafay, 2003, "Horizontal differentiation and price competition with sequential entry," Working Papers, HAL, number hal-00243021.
  2. Y. Malevergne & D. Sornette, 2003, "VaR-Efficient Portfolios for a Class of Super- and Sub-Exponentially Decaying Assets Return Distributions," Papers, arXiv.org, number physics/0301009, Jan.
  3. Y. Malevergne & V. F. Pisarenko & D. Sornette, 2003, "Empirical Distributions of Log-Returns: between the Stretched Exponential and the Power Law?," Papers, arXiv.org, number physics/0305089, May.
  4. D.Sornette & J.V. Andersen & Y. Malevergne, 2003, "Comprendre et Gérer les Risques Grands et Extrêmes," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2003-32.
  5. Vandenberghe V & Robin S, 2003, "Does (Private) Education Matter? Recent evidence from international OECD data," Public Economics, University Library of Munich, Germany, number 0301002, Jan.
  6. Vandenberghe Vincent & Robin Stéphane, 2003, "Private, Private Government-Dependent and Public schools. An International Efficiency Analysis using Propensity Score Matching," Public Economics, University Library of Munich, Germany, number 0308002, Aug.
  7. Eric Cahuzac & S. Robin, 2003, "Knocking on Academia's doors : an Inquiry into the Early Careers of Doctors in Life Sciences," Post-Print, HAL, number halshs-00006094.

2002

  1. Y. Malevergne & D. Sornette, 2002, "Tail Dependence of Factor Models," Papers, arXiv.org, number cond-mat/0202356, Feb.
  2. Y. Malevergne & D. Sornette, 2002, "Investigating Extreme Dependences: Concepts and Tools," Papers, arXiv.org, number cond-mat/0203166, Mar.
  3. D. Sornette & Y. Malevergne & J. F. Muzy, 2002, "Volatility fingerprints of large shocks: Endogeneous versus exogeneous," Papers, arXiv.org, number cond-mat/0204626, Apr.
  4. Y. Malevergne & D. Sornette, 2002, "Hedging Extreme Co-Movements," Papers, arXiv.org, number cond-mat/0205636, May.
  5. Y. Malevergne & D. Sornette, 2002, "Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous markets," Papers, arXiv.org, number cond-mat/0207475, Jul.
  6. Y. Malevergne & D. Sornette, 2002, "Collective Origin of the Coexistence of Apparent RMT Noise and Factors in Large Sample Correlation Matrices," Papers, arXiv.org, number cond-mat/0210115, Oct.
  7. Yannick Malevergne & Didier Sornette, 2002, "Minimizing extremes," Post-Print, HAL, number hal-02312889, Nov.

2001

  1. Y. Malevergne & D. Sornette, 2001, "Multi-dimensional Rational Bubbles and fat tails: application of stochastic regression equations to financial speculation," Papers, arXiv.org, number cond-mat/0101371, Jan.
  2. D. Sornette & Y. Malevergne, 2001, "From Rational Bubbles to Crashes," Papers, arXiv.org, number cond-mat/0102305, Feb.
  3. Y. Malevergne & D. Sornette, 2001, "General framework for a portfolio theory with non-Gaussian risks and non-linear correlations," Papers, arXiv.org, number cond-mat/0103020, Mar.
  4. A. Corcos & J. -P. Eckmann & A. Malaspinas & Y. Malevergne & D. Sornette, 2001, "Imitation and contrarian behavior: hyperbolic bubbles, crashes and chaos," Papers, arXiv.org, number cond-mat/0109410, Sep.
  5. Y. Malevergne & D. Sornette, 2001, "Testing the Gaussian Copula Hypothesis for Financial Assets Dependences," Papers, arXiv.org, number cond-mat/0111310, Nov.
  6. Yannick Malevergne & Didier Sornette, 2001, "Multi-dimensional rational bubbles and fat tails," Post-Print, HAL, number hal-02312893, Oct.

2000

  1. LEMOINE, Jean-François, 2000, "Vers une proposition d'integration de l'approche objective et subjective de la situation d'achat dans l'etude du comportement du consommateur," LEG - CERMAB / Centre de Recherche en Marketing de Bourgogne - Cahier de recherche, LEG - CERMAB, CNRS UMR 5118, Université de Bourgogne, number 2000-03, Jun.
  2. LEMOINE, Jean-François & PLICHON, Véronique, 2000, "Le rôle des facteurs situationnels dans l'explication des réactions affectives du consommateur à l'intérieur d'un point de vente. / The Role of Situational Factors in the Understanding of Consumer Affective Responses in a Sales Outlet," LEG - CERMAB / Centre de Recherche en Marketing de Bourgogne - Cahier de recherche, LEG - CERMAB, CNRS UMR 5118, Université de Bourgogne, number 2000-04, Jun.
  3. Robin, S. & Cahuzac, E., 2000, "Entry in the academic career : the optimal post-doc duration," Economics Working Paper Archive (Toulouse), French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse), number 7.

1999

  1. LEMOINE, Jean-François, 1999, "Le rôle de la situation d'utilisation du produit dans la comprehension de la hierarchie des choix du consommateur. / The rôle of usage situation in the understanding of consumer's choice hierarchy," LEG - CERMAB / Centre de Recherche en Marketing de Bourgogne - Cahier de recherche, LEG - CERMAB, CNRS UMR 5118, Université de Bourgogne, number 1999-02, Jul.

1998

  1. FILSER, Marc & LEMOINE, Jean-François, 1998, "Actes de la 2ème Journée de Recherche en Marketing de Bourgogne. Comportement du consommateur. Dijon, 4 juin 1998," LEG - CERMAB / Centre de Recherche en Marketing de Bourgogne - Journées de Recherche en Marketing de Bourgogne, LEG - CERMAB, CNRS UMR 5118, Université de Bourgogne, number JRMB02, Jul.
  2. LEMOINE, Jean-François & BONNIN, Gaël, 1998, "L'utilisation de l'odeur d'ambiance comme variable d'influence des comportements en magasin : quelles justifications ? / The use of ambiant odor as a mean to influence shopper's : what rationales ?," LEG - CERMAB / Centre de Recherche en Marketing de Bourgogne - Cahier de recherche, LEG - CERMAB, CNRS UMR 5118, Université de Bourgogne, number 1998-01, May.
  3. LEMOINE, Jean-François, 1998, "Le rôle de l'interaction " situation x émotion " dans l'étude du comportement du consommateur," LEG - CERMAB / Centre de Recherche en Marketing de Bourgogne - Cahier de recherche, LEG - CERMAB, CNRS UMR 5118, Université de Bourgogne, number 1998-05, Jun.

Journal articles

2025

  1. Yannick Malevergne & Didier Sornette & Ran Wei, 2025, "A model of financial bubbles and drawdowns with non-local behavioral self-referencing," Quantitative Finance, Taylor & Francis Journals, volume 25, issue 4, pages 591-616, April, DOI: 10.1080/14697688.2025.2479633.

2021

  1. Mounir Amdaoud & Giuseppe Arcuri & Nadine Levratto, 2021, "Are regions equal in adversity? A spatial analysis of spread and dynamics of COVID-19 in Europe," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 22, issue 4, pages 629-642, June, DOI: 10.1007/s10198-021-01280-6.
  2. Da Fonseca, José & Malevergne, Yannick, 2021, "A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104137.

2020

  1. Giuseppe Arcuri & Nadine Levratto, 2020, "Early stage SME bankruptcy: does the local banking market matter?," Small Business Economics, Springer, volume 54, issue 2, pages 421-436, February, DOI: 10.1007/s11187-018-0042-4.
  2. Lara Abdel Fattah & Giuseppe Arcuri & Aziza Garsaa & Nadine Levratto, 2020, "Firm financial soundness and knowledge externalities: A comparative regional analysis," Papers in Regional Science, Wiley Blackwell, volume 99, issue 5, pages 1459-1486, October, DOI: 10.1111/pirs.12539.
  3. Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020, "New Results for additive and multiplicative risk apportionment," Journal of Mathematical Economics, Elsevier, volume 90, issue C, pages 140-151, DOI: 10.1016/j.jmateco.2020.07.004.

2019

  1. Giuseppe Arcuri & Marc Brunetto & Nadine Levratto, 2019, "Spatial patterns and determinants of firm exit: an empirical analysis on France," The Annals of Regional Science, Springer;Western Regional Science Association, volume 62, issue 1, pages 99-118, February, DOI: 10.1007/s00168-018-0887-0.
  2. Giuseppe Arcuri & Marc Brunetto & Nadine Levratto, 2019, "La répartition spatiale des cessations d’entreprises. Une analyse des départements français après la crise," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 1, pages 5-26.
  3. Marianna Succurro & Giuseppe Arcuri & Giuseppina Damiana Costanzo, 2019, "A combined approach based on robust PCA to improve bankruptcy forecasting," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 18, issue 2, pages 296-320, May, DOI: 10.1108/RAF-04-2018-0077.

2017

  1. Xiaoying Huang, 2017, "A Double-Exponential Jump model and its application to risk measure in Wheat spot market," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 1298-1309.

2014

  1. Massimiliano Caporin & Grégory M. Jannin & Francesco Lisi & Bertrand B. Maillet, 2014, "A Survey On The Four Families Of Performance Measures," Journal of Economic Surveys, Wiley Blackwell, volume 28, issue 5, pages 917-942, December.

2013

  1. Christophe Boucher & Gregory Jannin & Patrick Kouontchou & Bertrand Maillet, 2013, "An Economic Evaluation of Model Risk in Long-term Asset Allocations," Review of International Economics, Wiley Blackwell, volume 21, issue 3, pages 475-491, August.
  2. Pierre Fleckinger & Thierry Lafay & Constance Monnier, 2013, "Rémunération des dirigeants et risque de fraude d'entreprise," Revue économique, Presses de Sciences-Po, volume 64, issue 3, pages 457-467.
  3. Malevergne, Y. & Saichev, A. & Sornette, D., 2013, "Zipf's law and maximum sustainable growth," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 6, pages 1195-1212, DOI: 10.1016/j.jedc.2013.02.004.
  4. Robin, Stéphane & Schubert, Torben, 2013, "Cooperation with public research institutions and success in innovation: Evidence from France and Germany," Research Policy, Elsevier, volume 42, issue 1, pages 149-166, DOI: 10.1016/j.respol.2012.06.002.
  5. Bart Cockx & Christian Goebel & Stéphane Robin, 2013, "Can income support for part-time workers serve as a stepping-stone to regular jobs? An application to young long-term unemployed women," Empirical Economics, Springer, volume 44, issue 1, pages 189-229, February, DOI: 10.1007/s00181-010-0357-8.

2012

  1. Chia-Lin Chang & Stéphane Robin, 2012, "Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan (1992–2003)," Empirical Economics, Springer, volume 42, issue 3, pages 947-986, June, DOI: 10.1007/s00181-011-0449-0.
  2. Mireille Matt & Stéphane Robin & Sandrine Wolff, 2012, "The influence of public programs on inter-firm R&D collaboration strategies: project-level evidence from EU FP5 and FP6," The Journal of Technology Transfer, Springer, volume 37, issue 6, pages 885-916, December, DOI: 10.1007/s10961-011-9232-9.
  3. Nathalie Greenan & Mathieu Narcy & Stéphane Robin, 2012, "Changements au sein des entreprises et accès des seniors à la formation continue dans les années 1990 et 2000," Revue française d'économie, Presses de Sciences-Po, volume 0, issue 1, pages 129-162.

2011

  1. Thierry Lafay, 2011, "A Competitive Duopoly where Information Spillovers can be Mutually Advantageous," Recherches économiques de Louvain, De Boeck Université, volume 77, issue 1, pages 79-100.
  2. J. Coulon & Y. Malevergne, 2011, "Heterogeneous expectations and long-range correlation of the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 9, pages 1329-1356, November, DOI: 10.1080/14697688.2010.542771.
  3. Stéphane Robin & Jacques Mairesse, 2011, "Productivité et innovations de procédé et de produit dans les entreprises industrielles et de services," Économie et Prévision, Programme National Persée, volume 197, issue 1, pages 21-44, DOI: 10.3406/ecop.2011.8077.

2010

  1. Fleckinger, Pierre & Lafay, Thierry, 2010, "Product flexibility and price competition in Hotelling's duopoly," Mathematical Social Sciences, Elsevier, volume 60, issue 1, pages 61-68, July.
  2. Thierry Lafay, 2010, "A linear generalization of Stackelberg’s model," Theory and Decision, Springer, volume 69, issue 2, pages 317-326, August, DOI: 10.1007/s11238-008-9126-y.
  3. Y Malevergne & B Rey, 2010, "Preserving preference rankings under non-financial background risk," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, volume 61, issue 8, pages 1302-1308, August, DOI: 10.1057/jors.2009.95.
  4. Bart Cockx & Christian Goebel & Stéphane Robin, 2010, "L'effet sur l'emploi du complément de revenu au travail à temps partiel en Belgique," Revue économique, Presses de Sciences-Po, volume 61, issue 2, pages 299-312.

2009

  1. Malevergne, Y. & Rey, B., 2009, "On cross-risk vulnerability," Insurance: Mathematics and Economics, Elsevier, volume 45, issue 2, pages 224-229, October.

2008

  1. Christophe Caron & Thierry Lafay, 2008, "How Risk Disciplines Pre-Commitment," Theory and Decision, Springer, volume 65, issue 3, pages 205-226, November, DOI: 10.1007/s11238-007-9085-8.
  2. Chang, Chia-Lin & Robin, Stéphane, 2008, "Public policy, innovation and total factor productivity: An application to Taiwan's manufacturing industry," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 3, pages 352-367, DOI: 10.1016/j.matcom.2008.01.005.

2007

  1. Malevergne, Y. & Sornette, D., 2007, "Self-consistent asset pricing models," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 382, issue 1, pages 149-171, DOI: 10.1016/j.physa.2007.02.076.
  2. Marc-Arthur Diaye & Nathalie Greenan & Stéphane Robin, 2007, "Innovations organisationnelles, entrée dans l'emploi et carrières salariales," Reflets et perspectives de la vie économique, De Boeck Université, volume 0, issue 2, pages 89-101.

2006

  1. Pierre Fleckinger & Thierry Lafay, 2006, "Concurrence en catalogue dans le duopole d'Hotelling," Revue économique, Presses de Sciences-Po, volume 57, issue 3, pages 573-581.
  2. Y. Malevergne & V. Pisarenko & D. Sornette, 2006, "On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distributions of stock returns," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 3, pages 271-289, DOI: 10.1080/09603100500391008.
  3. Y. Malevergne & V. Pisarenko & D. Sornette, 2006, "The modified weibull distribution for asset returns: reply," Quantitative Finance, Taylor & Francis Journals, volume 6, issue 6, pages 451-451, DOI: 10.1080/14697680600902520.
  4. Chialin Chang & Stéphane Robin, 2006, "Doing R&D and/or Importing Technologies: The Critical Importance of Firm Size in Taiwan’s Manufacturing Industries," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 29, issue 3, pages 253-278, November, DOI: 10.1007/s11151-006-9114-8.

2005

  1. Malevergne, Yannick, 2005, "Preparing for the Worst: Incorporating Downside Risk in Stock Market Investments. Hrishikesh D. Vinod and Derrick P. Reagle," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 1459-1460, December.
  2. Y. Malevergne & V. Pisarenko & D. Sornette, 2005, "Empirical distributions of stock returns: between the stretched exponential and the power law?," Quantitative Finance, Taylor & Francis Journals, volume 5, issue 4, pages 379-401, DOI: 10.1080/14697680500151343.

2004

  1. Malevergne, Y. & Sornette, D., 2004, "Collective origin of the coexistence of apparent random matrix theory noise and of factors in large sample correlation matrices," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 331, issue 3, pages 660-668, DOI: 10.1016/j.physa.2003.09.004.
  2. Gaughan, Monica & Robin, Stephane, 2004, "National science training policy and early scientific careers in France and the United States," Research Policy, Elsevier, volume 33, issue 4, pages 569-581, May.
  3. Vandenberghe, V. & Robin, S., 2004, "Evaluating the effectiveness of private education across countries: a comparison of methods," Labour Economics, Elsevier, volume 11, issue 4, pages 487-506, August.

2003

  1. Y. Malevergne & D. Sornette, 2003, "Testing the Gaussian copula hypothesis for financial assets dependences," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 4, pages 231-250, DOI: 10.1088/1469-7688/3/4/301.
  2. S. Robin & E. Cahuzac, 2003, "Knocking on Academia's Doors: An Inquiry into the Early Careers of Doctors in Life Sciences," LABOUR, CEIS, volume 17, issue 1, pages 1-23, March, DOI: 10.1111/1467-9914.00219.
  3. V Mangematin & S Robin, 2003, "The two faces of PhD students: Management of early careers of French PhDs in life sciences," Science and Public Policy, Oxford University Press, volume 30, issue 6, pages 405-414, December.

2002

  1. Jean-François Lemoine, 2002, "Situazioni di consumo anticipate del prodotto e creazioni di vantaggi concorrenziali," Micro & Macro Marketing, Società editrice il Mulino, issue 3, pages 495-508.
  2. A. Corcos & J-P Eckmann & A. Malaspinas & Y. Malevergne & D. Sornette, 2002, "Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos," Quantitative Finance, Taylor & Francis Journals, volume 2, issue 4, pages 264-281, DOI: 10.1088/1469-7688/2/4/303.

2001

  1. Sornette, D & Malevergne, Y, 2001, "From rational bubbles to crashes," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 299, issue 1, pages 40-59, DOI: 10.1016/S0378-4371(01)00281-3.
  2. Y. Malevergne & D. Sornette, 2001, "Multi-dimensional rational bubbles and fat tails," Quantitative Finance, Taylor & Francis Journals, volume 1, issue 5, pages 533-541, DOI: 10.1080/713665876.

Books

2010

  1. Alex Saichev & Yannick Malevergne & Didier Sornette, 2010, "Theory of Zipf's Law and Beyond," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-02946-2, ISBN: ARRAY(0x773b4ea8), December, DOI: 10.1007/978-3-642-02946-2.

2006

  1. Yannick Malevergne & Didier Sornette, 2006, "Extreme Financial Risks," Springer Books, Springer, number 978-3-540-27266-3, ISBN: ARRAY(0x6d1e24b8), DOI: 10.1007/b138841.

Chapters

2019

  1. Lâma Daher & Erwan Le Saout, 2019, "Financial and Social Efficiencies of Microfinance Institutions: A Malmquist Productivity Index (MPI) Approach," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Sabri Boubaker & Duc Khuong Nguyen, "Corporate Social Responsibility, Ethics and Sustainable Prosperity".

2010

  1. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010, "Introduction," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, "Theory of Zipf's Law and Beyond", DOI: 10.1007/978-3-642-02946-2_1.
  2. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010, "Future Directions and Conclusions," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, "Theory of Zipf's Law and Beyond", DOI: 10.1007/978-3-642-02946-2_10.
  3. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010, "Continuous Gibrat’s Law and Gabaix’s Derivation of Zipf’s Law," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, "Theory of Zipf's Law and Beyond", DOI: 10.1007/978-3-642-02946-2_2.
  4. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010, "Flow of Firm Creation," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, "Theory of Zipf's Law and Beyond", DOI: 10.1007/978-3-642-02946-2_3.
  5. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010, "Useful Properties of Realizations of the Geometric Brownian Motion," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, "Theory of Zipf's Law and Beyond", DOI: 10.1007/978-3-642-02946-2_4.
  6. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010, "Exit or “Death” of Firms," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, "Theory of Zipf's Law and Beyond", DOI: 10.1007/978-3-642-02946-2_5.
  7. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010, "Deviations from Gibrat’s Law and Implications for Generalized Zipf’s Laws," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, "Theory of Zipf's Law and Beyond", DOI: 10.1007/978-3-642-02946-2_6.
  8. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010, "Firm’s Sudden Deaths," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, "Theory of Zipf's Law and Beyond", DOI: 10.1007/978-3-642-02946-2_7.
  9. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010, "Non-stationary Mean Birth Rate," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, "Theory of Zipf's Law and Beyond", DOI: 10.1007/978-3-642-02946-2_8.
  10. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010, "Properties of the Realization Dependent Distribution of Firm Sizes," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 0, "Theory of Zipf's Law and Beyond", DOI: 10.1007/978-3-642-02946-2_9.

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