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Publications

by members of

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

(Interdisciplinary Research Focus on Management, University of Paris 1)

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-04011338, HAL.
  2. José da Fonseca & Edem Dawui & Yannick Malevergne, 2023. "A Linear-Rational Multi-Curve Term Structure Model with Stochastic Spread," Working Papers hal-04012277, HAL.

2022

  1. Patrice Abry & Yannick Malevergne & Herwig Wendt & Stéphane Jaffard & Marc Senneret & Laurent Jaffrès, 2022. "Foreign Exchange Multivariate Multifractal Analysis," Post-Print hal-03735497, HAL.

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 21-96, Swiss Finance Institute.
  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 halshs-03590382, HAL.

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 2020-4, University of Paris Nanterre, EconomiX.
  2. Lara Abdel Fattah & Giuseppe Arcuri & Aziza Garsaa & Nadine Levratto, 2020. "Firm financial soundness and knowledge externalities: A comparative regional analysis," Post-Print hal-02972388, HAL.
  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 halshs-03046489, HAL.

2019

  1. Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers 1915, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  2. 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-02361738, HAL.
  3. Giuseppe Arcuri & Marc Brunetto & Nadine Levratto, 2019. "Spatial patterns and determinants of firm exit: an empirical analysis on France," Post-Print hal-01943083, HAL.
  4. 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-01975069, HAL.
  5. Giuseppe Arcuri & Marianna Succurro & Giuseppina Damiana Costanzo, 2019. "A combined approach based on Robust PCA to improve bankruptcy forecasting," Post-Print hal-01975082, HAL.
  6. Giuseppe Arcuri & Nadine Levratto & Aziza Garsaa & Lara Abdel Fattah, 2019. "Firm soundness and knowledge externalities: a comparative regional analysis," EconomiX Working Papers 2019-10, University of Paris Nanterre, EconomiX.

2018

  1. Giuseppe Arcuri & Nadine Levratto, 2018. "Early stage SME's bankruptcy : does local banking market matter?," Post-Print hal-01742625, HAL.

2017

  1. Thierry Lafay & Céline Maximin, 2017. "How R&D Competition Affects Investment Choices," Post-Print hal-01457619, HAL.

2016

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

2015

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

2014

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

2013

  1. 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 en," Working Papers halshs-00965730, HAL.
  2. Corinne Lamour & Catherine de La Robertie & Gérard Cliquet, 2013. "Prescription d'achats complexes: Proposition de définitions et d'un modèle," Post-Print hal-00784362, HAL.
  3. Christophe Boucher & Gregory Jannin & Bertrand Maillet & Patrick Kouontchou, 2013. "An Economic Evaluation of Model Risk in Long-term Asset Allocations," Working Papers halshs-00825303, HAL.
  4. Monica Billio & Gregory Jannin & Bertrand Maillet & Loriana Pelizzon, 2013. "Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure," Working Papers 2013:22, Department of Economics, University of Venice "Ca' Foscari".
  5. 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) halshs-00977587, HAL.

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 12-01, Swiss Finance Institute.

2011

  1. 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 11-03, Swiss Finance Institute.
  2. Thierry LAFAY, 2011. "A Competitive Duopoly where Information Spillovers can be Mutually Advantageous," Discussion Papers (REL - Recherches Economiques de Louvain) 2011014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

2010

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

2009

  1. 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 09/561, Ghent University, Faculty of Economics and Business Administration.
  2. 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 2009-29, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  3. 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 09-04, Swiss Finance Institute.
  4. 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 09-40, Swiss Finance Institute.
  5. Yannick Malevergne & B. Rey, 2009. "On cross-risk vulnerability," Post-Print hal-02312539, HAL.
  6. Yannick Malevergne, 2009. "Book review: "Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications" by D. Ardia (Springer)," Post-Print hal-02312883, HAL.
  7. Yannick Malevergne & Pedro Santa-Clara & Didier Sornette, 2009. "Professor Zipf goes to Wall Street," NBER Working Papers 15295, National Bureau of Economic Research, Inc.

2008

  1. Jerome Coulon & Yannick Malevergne, 2008. "Heterogeneous expectations and long range correlation of the volatility of asset returns," Papers 0808.1538, arXiv.org.
  2. 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 0808.1828, arXiv.org.
  3. Christophe Caron & Thierry Lafay, 2008. "How Risk Disciplines Pre-commitment," Post-Print hal-00825882, HAL.

2007

  1. 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 2007-18, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  2. Y. Malevergne & D. Sornette, 2007. "A two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes," Papers physics/0702027, arXiv.org.

2006

  1. 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 2006-33, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  2. 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 1863, CESifo.
  3. 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 2006-34, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  4. J.P. Marissal & S. Robin, 2006. "La discrimination sur le marché du travail envers les personnes handicapées," Post-Print hal-00200184, HAL.
  5. Y. Malevergne & D. Sornette, 2006. "Self-Consistent Asset Pricing Models," Papers physics/0608284, arXiv.org.
  6. Yannick Malevergne & Didier Sornette, 2006. "Extreme Financial Risks : From Dependence to Risk Management," Post-Print hal-02298069, HAL.
  7. Yannick Malevergne & Vladilen Pisarenko & Didier Sornette, 2006. "The modified weibull distribution for asset returns: reply," Post-Print hal-02311787, HAL.
  8. Yannick Malevergne & Ali Chabaane & Jean-Paul Laurent & Françoise Turpin, 2006. "Alternative Risk Measures for Alternative Investments," Post-Print hal-02311832, HAL.
  9. 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-02311834, HAL.
  10. Pierre Fleckinger & Thierry Lafay, 2006. "Concurrence en catalogue dans le duopole d'Hotelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00641861, HAL.

2005

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

2004

  1. Yannick Malevergne, 2004. "Book review : "Why Stock Market Crash?" by D. Sornette (Princeton University Press)," Post-Print hal-02312884, HAL.
  2. Yannick Malevergne & Didier Sornette, 2004. "How to account for extreme co-movements between individual stocks and the market," Post-Print hal-02312885, HAL.
  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-02312887, HAL.
  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-02312894, HAL.

2003

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

2002

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

2001

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

2000

  1. Robin, S. & Cahuzac, E., 2000. "Entry in the academic career : the optimal post-doc duration," Economics Working Paper Archive (Toulouse) 7, French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse).
  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 Aff," LEG - CERMAB / Centre de Recherche en Marketing de Bourgogne - Cahier de recherche 2000-04, LEG - CERMAB, CNRS UMR 5118, Université de Bourgogne.
  3. 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 2000-03, LEG - CERMAB, CNRS UMR 5118, Université de Bourgogne.

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 1999-02, LEG - CERMAB, CNRS UMR 5118, Université de Bourgogne.

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 JRMB02, LEG - CERMAB, CNRS UMR 5118, Université de Bourgogne.
  2. 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 1998-05, LEG - CERMAB, CNRS UMR 5118, Université de Bourgogne.
  3. 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 1998-01, LEG - CERMAB, CNRS UMR 5118, Université de Bourgogne.

Journal articles

2021

  1. 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, vol. 128(C).
  2. 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), vol. 22(4), pages 629-642, June.

2020

  1. Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020. "New Results for additive and multiplicative risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 140-151.
  2. Giuseppe Arcuri & Nadine Levratto, 2020. "Early stage SME bankruptcy: does the local banking market matter?," Small Business Economics, Springer, vol. 54(2), pages 421-436, February.
  3. 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, vol. 99(5), pages 1459-1486, October.

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, vol. 62(1), pages 99-118, February.
  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, vol. 0(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, vol. 18(2), pages 296-320, May.

2017

  1. Xiaoying Huang, 2017. "A Double-Exponential Jump model and its application to risk measure in Wheat spot market," Economics Bulletin, AccessEcon, vol. 37(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, vol. 28(5), pages 917-942, December.

2013

  1. Robin, Stéphane & Schubert, Torben, 2013. "Cooperation with public research institutions and success in innovation: Evidence from France and Germany," Research Policy, Elsevier, vol. 42(1), pages 149-166.
  2. 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, vol. 44(1), pages 189-229, February.
  3. Malevergne, Y. & Saichev, A. & Sornette, D., 2013. "Zipf's law and maximum sustainable growth," Journal of Economic Dynamics and Control, Elsevier, vol. 37(6), pages 1195-1212.
  4. 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, vol. 21(3), pages 475-491, August.
  5. Pierre Fleckinger & Thierry Lafay & Constance Monnier, 2013. "Rémunération des dirigeants et risque de fraude d'entreprise," Revue économique, Presses de Sciences-Po, vol. 64(3), pages 457-467.

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, vol. 42(3), pages 947-986, June.
  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, vol. 37(6), pages 885-916, December.
  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, vol. 0(1), pages 129-162.

2011

  1. 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, vol. 197(1), pages 21-44.
  2. J. Coulon & Y. Malevergne, 2011. "Heterogeneous expectations and long-range correlation of the volatility of asset returns," Quantitative Finance, Taylor & Francis Journals, vol. 11(9), pages 1329-1356, November.
  3. Thierry Lafay, 2011. "A Competitive Duopoly where Information Spillovers can be Mutually Advantageous," Recherches économiques de Louvain, De Boeck Université, vol. 77(1), pages 79-100.

2010

  1. 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, vol. 61(2), pages 299-312.
  2. Y Malevergne & B Rey, 2010. "Preserving preference rankings under non-financial background risk," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(8), pages 1302-1308, August.
  3. Fleckinger, Pierre & Lafay, Thierry, 2010. "Product flexibility and price competition in Hotelling's duopoly," Mathematical Social Sciences, Elsevier, vol. 60(1), pages 61-68, July.
  4. Thierry Lafay, 2010. "A linear generalization of Stackelberg’s model," Theory and Decision, Springer, vol. 69(2), pages 317-326, August.

2009

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

2008

  1. 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, vol. 79(3), pages 352-367.
  2. Christophe Caron & Thierry Lafay, 2008. "How Risk Disciplines Pre-Commitment," Theory and Decision, Springer, vol. 65(3), pages 205-226, November.

2007

  1. 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, vol. 0(2), pages 89-101.
  2. Malevergne, Y. & Sornette, D., 2007. "Self-consistent asset pricing models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 149-171.

2006

  1. 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, vol. 29(3), pages 253-278, November.
  2. Y. Malevergne & V. Pisarenko & D. Sornette, 2006. "The modified weibull distribution for asset returns: reply," Quantitative Finance, Taylor & Francis Journals, vol. 6(6), pages 451-451.
  3. Pierre Fleckinger & Thierry Lafay, 2006. "Concurrence en catalogue dans le duopole d'Hotelling," Revue économique, Presses de Sciences-Po, vol. 57(3), pages 573-581.

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, vol. 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, vol. 5(4), pages 379-401.

2004

  1. Gaughan, Monica & Robin, Stephane, 2004. "National science training policy and early scientific careers in France and the United States," Research Policy, Elsevier, vol. 33(4), pages 569-581, May.
  2. Vandenberghe, V. & Robin, S., 2004. "Evaluating the effectiveness of private education across countries: a comparison of methods," Labour Economics, Elsevier, vol. 11(4), pages 487-506, August.
  3. 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, vol. 331(3), pages 660-668.

2003

  1. S. Robin & E. Cahuzac, 2003. "Knocking on Academia's Doors: An Inquiry into the Early Careers of Doctors in Life Sciences," LABOUR, CEIS, vol. 17(1), pages 1-23, March.
  2. 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, vol. 30(6), pages 405-414, December.
  3. Y. Malevergne & D. Sornette, 2003. "Testing the Gaussian copula hypothesis for financial assets dependences," Quantitative Finance, Taylor & Francis Journals, vol. 3(4), pages 231-250.

2002

  1. 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, vol. 2(4), pages 264-281.
  2. 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.

2001

  1. Sornette, D & Malevergne, Y, 2001. "From rational bubbles to crashes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 40-59.
  2. Y. Malevergne & D. Sornette, 2001. "Multi-dimensional rational bubbles and fat tails," Quantitative Finance, Taylor & Francis Journals, vol. 1(5), pages 533-541.

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, October.

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, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Corporate Social Responsibility, Ethics and Sustainable Prosperity, chapter 4, pages 101-126, World Scientific Publishing Co. Pte. Ltd..

2010

  1. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010. "Introduction," Lecture Notes in Economics and Mathematical Systems, in: Theory of Zipf's Law and Beyond, chapter 0, pages 1-7, Springer.
  2. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010. "Future Directions and Conclusions," Lecture Notes in Economics and Mathematical Systems, in: Theory of Zipf's Law and Beyond, chapter 0, pages 159-166, Springer.
  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, in: Theory of Zipf's Law and Beyond, chapter 0, pages 9-18, Springer.
  4. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010. "Flow of Firm Creation," Lecture Notes in Economics and Mathematical Systems, in: Theory of Zipf's Law and Beyond, chapter 0, pages 19-40, Springer.
  5. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010. "Useful Properties of Realizations of the Geometric Brownian Motion," Lecture Notes in Economics and Mathematical Systems, in: Theory of Zipf's Law and Beyond, chapter 0, pages 41-57, Springer.
  6. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010. "Exit or “Death” of Firms," Lecture Notes in Economics and Mathematical Systems, in: Theory of Zipf's Law and Beyond, chapter 0, pages 59-72, Springer.
  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, in: Theory of Zipf's Law and Beyond, chapter 0, pages 73-95, Springer.
  8. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010. "Firm’s Sudden Deaths," Lecture Notes in Economics and Mathematical Systems, in: Theory of Zipf's Law and Beyond, chapter 0, pages 97-122, Springer.
  9. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010. "Non-stationary Mean Birth Rate," Lecture Notes in Economics and Mathematical Systems, in: Theory of Zipf's Law and Beyond, chapter 0, pages 123-145, Springer.
  10. Alexander Saichev & Yannick Malevergne & Didier Sornette, 2010. "Properties of the Realization Dependent Distribution of Firm Sizes," Lecture Notes in Economics and Mathematical Systems, in: Theory of Zipf's Law and Beyond, chapter 0, pages 147-157, Springer.

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