Prof. Patrick L. Leoni
Kedge
Business School, France
Email:Patrick.Leoni@euromed-management.com
Qualifications
Ph.D. Financial/Mathematical Economics, University of
Minnesota-Minneapolis, USA,2003
M.Sc. Mathematical
Economics and Econometrics, Ecole des
Hautes Etudes en Sciences Sociales- Marseille, France,1997
M.Sc. Optimisation
and Numerical Analysis, MathematicsUniversité
de Montpellier II- Montpellier, France, 1995
Publications (Selected)
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Beliefs, Learning and Economic Behavor, Ph.D.
Thesis, University of Minnesota, 2003. Reprinted by LAP Publishing AG, 2010.
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Economic Challenges in the Fight against HIV/AIDS, Nova
Science Publishers, 2010. (ISBN: 978-1-60741-587-9).
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Market power, survival and accuracy of predictions
in financial markets, Economic Theory (2008)
34, 189-206.
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A market microstructure explanation of IPOs
under-pricing, Economics Letters (2008)
100, 47–48.
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Psychological aspects of market crashes (2009) Icfai Journal of Behavioral Finance 6, 43-55.
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Market crashes, speculation and learning in
financial markets, Economic Theory (2009)
39, 217-229.
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Regulatory practices and the impossibility to
extract truthful risk information, International
Journal of Business (2010) 15, 272-283.
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Threshold
cointegration relationships between oil and stock markets (2009, with F.
Jawadi) IEEE Proceedings on
Engineering Management and Service Sciences, 1-4 (DOI:10.1109/ICMSS.2009.5301962).
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Nonlinearity,
Cyclicity and Persistence in Consumption and Income Relationships: Research in
Honor of Melvin J. Hinich (2010, with F. Jawadi), forthcoming in Macroeconomic Dynamics.
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The Economics of upgrading to innovative treatment
technologies in the fight against HIV/AIDS, in T. Caldeira (Ed.), Economics of Developing Countries (2008),
Nova Science Pub, 303-319.
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The Antagonism of Push and Pull Strategies, and
the Current Funding Campaigns to Fight Orphan Diseases (2010), forthcoming in Social Science & Medicine.
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Designing
the financial tools to promote universal access to AIDS care (2010, with S.
Luchini),forthcoming in Journal of Health Economics.
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Monte-Carlo
estimations of the downside risk of derivative portfolios, IEEE Proceedings of the 4th Conference on Wireless Communications, Networking and Mobile Computing, (2008)
1-5 (DOI:10.1109/WiCom.2008.2273).
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Stop-loss
strategies and derivatives portfolios, International
Journal of Business Forecasting and Marketing Intelligence (2008) 1,
82–93.
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Stochastic
volatility in underlyings and the downside risk of derivative portfolios
(2009), IEEE Proceedings on Engineering Management and Service
Science, 1-4.
(DOI:10.1109/ICMSS.2009.5303599).
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Downside risk control of derivative portfolios
with mean-reverting underlyings (2010), Journal
of Financial Risk Management 7, 47-56.
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Controlling
the downside risk of derivatives’ portfolio, in C. Karsone (Ed.), Finance and Banking Developments (2010),
Nova Sci. Pub, 179-184.
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Saturation effects and cyclical herd behavior, International Journal of Applied Mathematics
(2007) 37, 13-16
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Pack behavior, Journal of Mathematical Psychology (2008) 52, 348-351.
Profile Details
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