Prof. Patrick L. Leoni
Euromed Management
Domaine de Luminy, France
Email: pal@sam.sdu.dk
Qualifications
2003 Ph.D., University of Minnesota, USA
1997 M.Sc., Ecole des Hautes Etudes en Sciences Sociales, France
1995 M.Sc., Université de Montpellier II, France
Publications (Selected)
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Economic Challenges in the Fight against HIV/AIDS, Nova Science Publishers, in press, 2009.(ISBN: 978-1-60741-587-9).
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Saturation effects and cyclical herd behavior, International Journal of Applied Mathematics 37 (2007),13-16.
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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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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.
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Pack behavior, (2008) Journal of Mathematical Psychology 52, 348-351.
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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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Psychological aspects of market crashes (2009) Icfai Journal of Behavioral Finance 6, 43-55.
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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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A constructive proof that learning in repeated games leads to Nash equilibria, B.E. Journal of Theoretical Economics (2008): Vol. 8 : Iss. 1 (Contributions), Article 29.
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Long-range out-of-sample properties of auto-regressive neural networks, Neural Computation (2009) 21,1-8.
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Market crashes, speculation and learning in financial markets, Economic Theory (2009) 39, 217-229.
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Stochastic volatility in underlyings and the downside risk of derivative portfolios (2009), forthcoming in the IEEE Proceedings of the Conference on Engineering Management and Service Sciences.
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Regulatory practices and the impossibility to extract truthful risk information, forthcoming in International Journal of Business.
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Threshold cointegration relationships between oil and stock markets (2009, with F. Jawadi) forthcoming in the IEEE Proceedings of the Conference on Engineering Management and Service Sciences.
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A learning theory for the Harsanyi´s Doctrine in repeated games (2009), forthcoming in Statistics & Decisions.
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Designing the financial tools to promote universal access to AIDS care (2006, with S. Luchini) revise and resubmit to Journal of Health Economics.
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Monopolistic trades, accuracy of beliefs and the persistence of long-run profit (2008). SDU working papers series.
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Downside risk control of derivative portfolios with mean-reverting underlyings (2009). SDU working papers series.
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Managerial practices to control derivatives losses, work in progress to appear in “Financial Derivatives: Risk Management, Modeling Tools and Hedging Strategies” F. Columbus (Ed.), Nova Science Publisher.
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Improved price forecasts of FX derivatives via ARMA-GARCH modeling, (with H. Johansen) work in progress to appear in “Financial Derivatives: Risk Management, Modeling Tools and Hedging Strategies” F. Columbus (Ed.), Nova Science Publisher.
Profile Details
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