Sovereign Default and Liquidity: The Case for a World Safe Asset (with X. Ragot). September 2018. Submitted.

Recursive Preferences and the Value of Life: A Clarification (with A. Bommier and D. Harenberg). September 2018.

Perron-Frobenius Theory Recovers More Than What You Think: The Example of Limited Participation. September 2018. Submitted.

Optimal Policy with Heterogeneous Agents and Aggregate Shocks (with X. Ragot). March 2018. Submitted.

Recursive Preferences, the Value of Life, and Household Finance (with A. Bommier and D. Harenberg). November 2017. Submitted.

Limited Participation in the Joint Behavior of Asset Prices and Individual Consumptions (with V. Czellar and R. Garcia). August 2017.

Ambiguity or Endogenous Discounting? (with A. Bommier and A. Kochov). May 2017.

Nelson and Siegel, No-Arbitrage and Risk Premium. February 2008.

Penultimate working paper versions of publications are linked.

Risk Aversion and Precautionary Savings in Dynamic Settings (with A. Bommier). Fortran codes. April 2018. Forthcoming in ** Management Science**.

Optimal Dynamic Regimens with Artificial Intelligence: The Case of Temozolomide (with N. Houy). ** PLOS ONE**, Vol. 13(6), June 2018, e0199076.

Administration of Temozolomide: Comparison of Conventional and Metronomic Chemotherapy Regimens (with N. Houy). ** Journal of Theoretical Biology**, Vol. 446, Jun. 2018, pp. 71–78.

A Class of Tractable Incomplete-Market Models for Studying Asset Returns and Risk Exposure (with X. Ragot). ** European Economic Review**, Vol. 103, Apr. 2018, pp. 39–59.

On Monotone Recursive Preferences (with A. Bommier and A. Kochov). ** Econometrica**, Vol. 85(5), Sep. 2017, pp. 1433–1466.

Existence of Equilibria in Exhaustible Resource Markets with Economies of Scale and Inventories (with A. Bommier and L. Bretschger). ** Economic Theory**, Vol. 63(3), Mar. 2017, pp. 687–721.

Incomplete Markets and Derivative Assets (with X. Ragot). ** Economic Theory**, Vol. 62(3), Aug. 2016, pp. 517–545.

Too Risk Averse to Purchase Insurance? A Theoretical Glance at the Annuity Puzzle (with A. Bommier). ** Journal of Risk and Uncertainty**, Vol. 48(2), Apr. 2014, pp. 135–166.

Incomplete Markets, Liquidation Risk and the Term Structure of Interest Rates (with E. Challe and X. Ragot). ** Journal of Economic Theory**, Vol. 148(6), Nov. 2013, pp. 2483–2519. Technical appendix.

Comparative Risk Aversion: A Formal Approach with Applications to Saving Behaviors (with A. Bommier and A. Chassagnon). ** Journal of Economic Theory**, Vol. 147(4), Jul. 2012, pp. 1614–1641.