Last update: 01/23/2012
I am an assistant professor of finance at EMLyon Business School (France). I am also an associate researcher at the Chair of Integrative Risk Management and Economics (IRME) of ETH Zürich (Switzerland). Contact
legrand at em-lyon dot com
EMLyon Business School 23 Av Guy de Collongue 69130 Ecully France "Comparative Risk Aversion: A Formal Approach with Applications to Saving Behaviors" (with A. Bommier and A. Chassagnon) Forthcoming in the Journal of Economic Theory [WP version]
Completed Working Papers "Background Risk, Option Prices and Volumes" (with X. Ragot) [pdf] "Incomplete Markets, Liquidation Risk and the Term Structure of Interest Rates" (with E. Challe and X. Ragot) [pdf]
Revise and Resubmit in the Review of Economic Studies. "Nelson and Siegel, No-Arbitrage and Risk Premium " [pdf] "Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle" (with A. Bommier) " [pdf] Work in Progress (preliminary papers, comments welcome!) "A Robust Approach to Comparative Risk Aversion" (with A. Bommier) "Default and Credit Constraints in General Equilibrium" (with X. Ragot) [pdf] "Demand for Insurance and Time-Varying Equity Premium" (with X. Ragot) Teaching EMLyon:
Paris School of Economics:
Columns (in French) about... The CDS market ("Le vrai problème des CDS") in Les Echos (6 April 2010) The Greek swap ("Les Grecs ont-ils manipulé la finance ?") in Telos (18 March 2010) The UK taxation of bonuses ("Taxation des bonus : un écran de fumée ?") in Telos (17 December 2009) and Le Temps (23 December 2009) The French Grand Emprunt ("Emprunt : finalement ce sera 20 !") in Telos (25 November 2009) The French carbon tax ("Pour une taxe carbone plus efficace") in Les Echos (31 August 2009) |