Details about Pascal St-Amour
| Homepage: | http://www.hec.unil.ch/pstamour/
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| Phone: | 41-21-692-3477 |
| Postal address: | Faculty of Business and Economics (HEC), University of Lausanne, CH1015 Lausanne, Switzerland |
| Workplace: | Départment d'économétrie et d'économie politique (DEEP) (Department of Econometrics and Economics), Faculté des Hautes Études Commerciales (HEC) (Business School), Université de Lausanne (University of Lausanne), (more information at EDIRC)
Swiss Finance Institute, (more information at EDIRC)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (Center for Interuniversity Research and Analysis on Organizations), (more information at EDIRC)
Centre de Recherche sur les Risques, les Enjeux Économiques et les Politiques Publiques (CRREP) (Research Center on Risk, Economic Stakes and Public Policy), (more information at EDIRC)
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Access statistics for papers by Pascal St-Amour.
Last updated 2023-03-10. Update your information in the RePEc Author Service.
Short-id: pst64
Jump to Journal Articles
Working Papers
2023
- Longevity, Health and Housing Risks Management in Retirement
NBER Working Papers, National Bureau of Economic Research, Inc  View citations (4)
2016
- Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life
Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York
2015
- Human Capital and Employment Risks Diversification
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
- Life Cycle Responses to Health Insurance Status
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
Also in Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York (2014)
See also Journal Article Life cycle responses to health insurance status, Journal of Health Economics, Elsevier (2016) View citations (18) (2016)
2010
- A structural analysis of the health expenditures and portfolio choices of retired agents
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
2009
- Health and (other) Asset Holdings
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (33)
2008
- Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (13)
See also Journal Article Asymmetric Information and Adverse Selection in Mauritian Slave Auctions, The Review of Economic Studies, Review of Economic Studies Ltd (2009) View citations (23) (2009)
2007
- Benchmarks in Aggregate Household Portfolios
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2007) View citations (1)
- Information Asymmetry in Mauritius Slave Auctions
Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie
2006
- Adverse Selection in the Market for Slaves in Mauritius, 1825-1835
Cahiers de recherche, CIRPEE
2005
- An Empirical Analysis of U.S. Aggregate Portfolio Allocations
Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (2)
Also in CIRANO Working Papers, CIRANO (2005) View citations (3)
Cahiers de recherche, CIRPEE (2005) View citations (2)
- Direct Preference Wealth in Aggregate Household Portfolios
FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)
- Direct Preference for Wealth in Aggregate Household Portfolio
Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie View citations (1)
2004
- Ratchet vs Blasé Investors and Asset Markets
CIRANO Working Papers, CIRANO
2003
- Asset Returns and State-Dependent Risk Preferences
Cahiers de recherche, CIRPEE View citations (12)
Also in CIRANO Working Papers, CIRANO (2003) View citations (1)
See also Journal Article Asset Returns and State-Dependent Risk Preferences, Journal of Business & Economic Statistics, American Statistical Association (2004) View citations (50) (2004)
- Recursive Measures of Total Wealth and Portfolio Return
Cahiers de recherche, HEC Montréal, Institut d'économie appliquée
Also in Cahiers de recherche, CIRPEE (2003)
See also Journal Article Recursive measures of total wealth and portfolio return, Applied Financial Economics, Taylor & Francis Journals (2005) (2005)
- Slaves Prices from Succession and Bankruptcy Sales in Mauritius, 1825-1827
Cahiers de recherche, CIRPEE View citations (3)
Also in CIRANO Working Papers, CIRANO (2002) View citations (1)
See also Journal Article Slave prices from succession and bankruptcy sales in Mauritius, 1825-1827, Explorations in Economic History, Elsevier (2003) View citations (4) (2003)
2002
- Inter- vs Intra-generational Production Teams: A Young Worker's Perspective
CIRANO Working Papers, CIRANO View citations (1)
- Intergenerational Dynamic Production Teams
Computing in Economics and Finance 2002, Society for Computational Economics
2001
- Canadian Consumption and Portfolio Shares
Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations (3)
See also Journal Article Canadian consumption and portfolio shares, Canadian Journal of Economics, Canadian Economics Association (2002) View citations (5) (2002)
- Dynamic Production Teams with Strategic Behavior
Computing in Economics and Finance 2001, Society for Computational Economics View citations (1)
See also Journal Article Dynamic production teams with strategic behavior, Journal of Economic Dynamics and Control, Elsevier (2003) View citations (5) (2003)
- Reputation in Endogenous Production Teams
CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance
1999
- A Preference Regime Model of Bull and Bear Markets
Cahiers de recherche, Université Laval - Département d'économique View citations (5)
See also Journal Article A Preference Regime Model of Bull and Bear Markets, American Economic Review, American Economic Association (2000) View citations (71) (2000)
- Total Wealth, Consumption and Portfolio Shares: Evidence and Theory
Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal
1998
- Asset Prices with Contingent Preferences
Cahiers de recherche, Université Laval - Département d'économique View citations (2)
- Birds of a Feather: Teams as a Screening Mechanism
Cahiers de recherche, Université Laval - Département d'économique
Also in Working Papers, Laval - Recherche en Politique Economique (1998)
Working Papers, Ecole des Hautes Etudes Commerciales de Montreal- (1998)
- Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion
Cahiers de recherche, Université Laval - Département d'économique View citations (1)
- Inter-Sectorial Risk Pooling and Wage Distributions
Cahiers de recherche, Université Laval - Département d'économique
- The Economics of Private Tutoring
Cahiers de recherche, Université Laval - Département d'économique View citations (2)
1997
- Families, Insurance and Employment in Developing Agricultural Economies
Cahiers de recherche, Université Laval - Département d'économique
1996
- Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies
Cahiers de recherche, Université Laval - Département d'économique View citations (1)
Also in Working Papers, Laval - Recherche en Politique Economique (1996) View citations (1)
- Substitution, Risk Aversion, Taste Shocks and Equity Premia
Finance, University Library of Munich, Germany View citations (3)
Also in Working Papers, Laval - Recherche en Politique Economique (1996)
Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1996)
Cahiers de recherche, Université Laval - Département d'économique (1996) View citations (5)
See also Journal Article Substitution, risk aversion, taste shocks and equity premia, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1998) View citations (36) (1998)
1995
- Canadian Excess Returns and State-Dependent Risk Aversion
Working Papers, Laval - Recherche en Politique Economique
Also in Cahiers de recherche, Université Laval - Département d'économique (1995)
- Measuring State-Dependent Risk Aversion Using Data Augmentation
Working Papers, Laval - Recherche en Politique Economique
Also in Cahiers de recherche, Université Laval - Département d'économique (1995)
1994
- State-Dependent Risk Aversion
Working Paper, Economics Department, Queen's University
Journal Articles
2016
- Life cycle responses to health insurance status
Journal of Health Economics, 2016, 49, (C), 76-96 View citations (18)
See also Working Paper Life Cycle Responses to Health Insurance Status, Swiss Finance Institute Research Paper Series (2015) (2015)
2009
- Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
The Review of Economic Studies, 2009, 76, (4), 1269-1295 View citations (23)
See also Working Paper Asymmetric Information and Adverse Selection in Mauritian Slave Auctions, Swiss Finance Institute Research Paper Series (2008) View citations (13) (2008)
2008
- An empirical analysis of aggregate household portfolios
Journal of Banking & Finance, 2008, 32, (8), 1583-1597 View citations (7)
2005
- Recursive measures of total wealth and portfolio return
Applied Financial Economics, 2005, 15, (4), 287-291
See also Working Paper Recursive Measures of Total Wealth and Portfolio Return, Cahiers de recherche (2003) (2003)
2004
- Asset Returns and State-Dependent Risk Preferences
Journal of Business & Economic Statistics, 2004, 22, 241-252 View citations (50)
See also Working Paper Asset Returns and State-Dependent Risk Preferences, Cahiers de recherche (2003) View citations (12) (2003)
2003
- Dynamic production teams with strategic behavior
Journal of Economic Dynamics and Control, 2003, 27, (5), 875-905 View citations (5)
See also Working Paper Dynamic Production Teams with Strategic Behavior, Computing in Economics and Finance 2001 (2001) View citations (1) (2001)
- Slave prices from succession and bankruptcy sales in Mauritius, 1825-1827
Explorations in Economic History, 2003, 40, (4), 419-442 View citations (4)
See also Working Paper Slaves Prices from Succession and Bankruptcy Sales in Mauritius, 1825-1827, Cahiers de recherche (2003) View citations (3) (2003)
2002
- Canadian consumption and portfolio shares
Canadian Journal of Economics, 2002, 35, (4), 737-756 View citations (5)
See also Working Paper Canadian Consumption and Portfolio Shares, Cahiers de recherche CREFE / CREFE Working Papers (2001) View citations (3) (2001)
2000
- A Preference Regime Model of Bull and Bear Markets
American Economic Review, 2000, 90, (4), 1019-1033 View citations (71)
See also Working Paper A Preference Regime Model of Bull and Bear Markets, Cahiers de recherche (1999) View citations (5) (1999)
1998
- Substitution, risk aversion, taste shocks and equity premia
Journal of Applied Econometrics, 1998, 13, (3), 265-281 View citations (36)
See also Working Paper Substitution, Risk Aversion, Taste Shocks and Equity Premia, Finance (1996) View citations (3) (1996)
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