Archives for UCLOUVAIN

December 6th 2016, D350 Aude Pommeret (City University of Hong Kong) When Cancun met Nagoya Abstract : Linkages between climate change and biodiversity do exist. On the one hand, climate change affects the hydrological cycle which in turn impacts wetlands. On the other hand,...

Semidefinite Approximations of Matrix Logarithm Hamza FAWZI, Massachusetts Institute of Technology (Joint work with James Saunderson (Monash University) and Pablo Parrilo (MIT)) We propose a new way to treat the exponential/relative entropy cone using symmetric cone solvers. Our...

Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy Laurent CALVET, HEC Paris (with Laurent Bach and Paolo Sodini) This paper investigates the risk and return characteristics of household wealth. Using a high-quality administrative panel of Swedish residents, we show...

Public Debt as Private Liquidity: Optimal Policy Fabrice COLLARD, University of Bern (Joint paper with G.M. Angeletos and G. Dellas) We study the Ramsey policy problem in an economy in which public debt contributes to the supply of assets that private agents can use as buffer stock and...