IDEAS home Printed from https://ideas.repec.org/p/hal/wpaper/hal-00509685.html
   My bibliography  Save this paper

Une perspective contemporaine du risque

Author

Listed:
  • Yvon Pesqueux

    () (LIPSOR - Laboratoire d'Innovation, Prospective Stratégique et ORganisation - Conservatoire National des Arts et Métiers [CNAM])

Abstract

De façon liminaire, on pourrait dire que le risque apparaît comme thématique majeure en dualité de la valorisation exacerbée de l'intérêt individuel à la fin du XX° siècle. C'est donc à ce titre que nos sociétés attribuent une valeur normative au risque (cf. U. Beck ). A l'intérêt, d'ordre individualiste, répondrait le risque, d'ordre généraliste dans une perspective à la fois cognitive et affective. Le risque ne peut être « pensé » que dans le cadre d'une idéologie individualiste, car il apparaît en même temps que l'Autre. En d'autres termes, sans l'Autre, pas de risque possible. A une anthropologie philosophique individualiste construite sur l'intérêt répond donc une anthropologie générale et une héroïsation de celui qui prend les risques, dans le cadre de ce que l'on pourrait qualifier d'esthétique du risque.

Suggested Citation

  • Yvon Pesqueux, 2010. "Une perspective contemporaine du risque," Working Papers hal-00509685, HAL.
  • Handle: RePEc:hal:wpaper:hal-00509685 Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-00509685
    as

    Download full text from publisher

    File URL: https://hal.archives-ouvertes.fr/hal-00509685/document
    Download Restriction: no

    References listed on IDEAS

    as
    1. Kim, Woochan & Wei, Shang-Jin, 2002. "Offshore investment funds: monsters in emerging markets?," Journal of Development Economics, Elsevier, pages 205-224.
    2. Lakonishok, Josef & Shleifer, Andrei & Vishny, Robert W., 1992. "The impact of institutional trading on stock prices," Journal of Financial Economics, Elsevier, vol. 32(1), pages 23-43, August.
    3. Paul A. Gompers & Andrew Metrick, 2001. "Institutional Investors and Equity Prices," The Quarterly Journal of Economics, Oxford University Press, vol. 116(1), pages 229-259.
    4. Oehler, Andreas & Chao, George Goeth-Chi, 2000. "Institutional Herding in Bond Markets," Discussion Papers 13, University of Bamberg, Chair of Finance.
    5. Frazzini, Andrea & Lamont, Owen A., 2008. "Dumb money: Mutual fund flows and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 88(2), pages 299-322, May.
    6. Falkenstein, Eric G, 1996. " Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings," Journal of Finance, American Finance Association, vol. 51(1), pages 111-135, March.
    7. Svitlana Voronkova & Martin T. Bohl, 2005. "Institutional Traders' Behavior in an Emerging Stock Market: Empirical Evidence on Polish Pension Fund Investors," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(7-8), pages 1537-1560.
    8. Matt Pinnuck, 2004. "Stock preferences and derivative activities of Australian fund managers," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 44(1), pages 97-120.
    9. Sushil Bikhchandani & Sunil Sharma, 2001. "Herd Behavior in Financial Markets," IMF Staff Papers, Palgrave Macmillan, vol. 47(3), pages 1-1.
    10. John R. Nofsinger & Richard W. Sias, 1999. "Herding and Feedback Trading by Institutional and Individual Investors," Journal of Finance, American Finance Association, vol. 54(6), pages 2263-2295, December.
    11. David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66.
    12. Sam Wylie, 2005. "Fund Manager Herding: A Test of the Accuracy of Empirical Results Using U.K. Data," The Journal of Business, University of Chicago Press, vol. 78(1), pages 381-403, January.
    13. Kenneth A. Kim & John R. Nofsinger, 2005. "Institutional Herding, Business Groups, and Economic Regimes: Evidence from Japan," The Journal of Business, University of Chicago Press, vol. 78(1), pages 213-242, January.
    14. Richard W. Sias, 2004. "Institutional Herding," Review of Financial Studies, Society for Financial Studies, vol. 17(1), pages 165-206.
    15. Russ Wermers, 1999. "Mutual Fund Herding and the Impact on Stock Prices," Journal of Finance, American Finance Association, vol. 54(2), pages 581-622, April.
    16. Shefrin, Hersh & Statman, Meir, 1985. " The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence," Journal of Finance, American Finance Association, vol. 40(3), pages 777-790, July.
    17. Scharfstein, David S & Stein, Jeremy C, 1990. "Herd Behavior and Investment," American Economic Review, American Economic Association, vol. 80(3), pages 465-479, June.
    18. Bikhchandani, Sushil & Hirshleifer, David & Welch, Ivo, 1992. "A Theory of Fads, Fashion, Custom, and Cultural Change in Informational Cascades," Journal of Political Economy, University of Chicago Press, vol. 100(5), pages 992-1026, October.
    19. Welch, Ivo, 1992. " Sequential Sales, Learning, and Cascades," Journal of Finance, American Finance Association, vol. 47(2), pages 695-732, June.
    20. Brad M. Barber & Terrance Odean, 2008. "All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors," Review of Financial Studies, Society for Financial Studies, vol. 21(2), pages 785-818, April.
    21. Grinblatt, Mark & Titman, Sheridan & Wermers, Russ, 1995. "Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior," American Economic Review, American Economic Association, vol. 85(5), pages 1088-1105, December.
    22. Abhijit V. Banerjee, 1992. "A Simple Model of Herd Behavior," The Quarterly Journal of Economics, Oxford University Press, vol. 107(3), pages 797-817.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    risque;

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:wpaper:hal-00509685. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CCSD). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.