Pascal St-Amour : Citation Profile


Are you Pascal St-Amour?

Université de Lausanne (50% share)
Swiss Finance Institute (30% share)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (10% share)
Centre de Recherche sur les Risques, les Enjeux Économiques et les Politiques Publiques (CRREP) (10% share)

7

H index

6

i10 index

284

Citations

RESEARCH PRODUCTION:

10

Articles

50

Papers

RESEARCH ACTIVITY:

   29 years (1994 - 2023). See details.
   Cites by year: 9
   Journals where Pascal St-Amour has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 9 (3.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst64
   Updated: 2024-01-16    RAS profile: 2023-03-10    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Pascal St-Amour.

Is cited by:

Dionne, Georges (12)

Michaud, Pierre-Carl (11)

Bekaert, Geert (8)

Jung, Juergen (7)

Tran, Chung (7)

Engstrom, Eric (7)

Fonseca, Raquel (7)

french, eric (6)

Galama, Titus (6)

Pashchenko, Svetlana (6)

Normandin, Michel (6)

Cites to:

Campbell, John (26)

Viceira, Luis (15)

Epstein, Larry (11)

french, eric (11)

Weil, Philippe (10)

Rosen, Harvey (9)

Jones, John (9)

Constantinides, George (8)

De Nardi, Mariacristina (8)

Mehra, Rajnish (8)

Yogo, Motohiro (8)

Main data


Where Pascal St-Amour has published?


Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute6

Recent works citing Pascal St-Amour (2024 and 2023)


YearTitle of citing document
2023Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203.

Full description at Econpapers || Download paper

2023Financial Risk-Taking under Health Risk. (2023). Drupp, Moritz ; Meya, Jasper N ; Bos, Bjorn ; Quaas, Martin F. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10387.

Full description at Econpapers || Download paper

2023The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

Full description at Econpapers || Download paper

2023Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921.

Full description at Econpapers || Download paper

2023Social influence pressures and the risk preferences of aspiring financial market professionals. (2023). Tsang, Desmond ; Singer, Zvi ; Pruijssers, Jorien Louise. In: Journal of Accounting Education. RePEc:eee:joaced:v:62:y:2023:i:c:s0748575122000628.

Full description at Econpapers || Download paper

2023Asset pricing with dynamically inconsistent agents. (2023). Khapko, Mariana. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:4:d:10.1007_s00780-023-00516-y.

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Works by Pascal St-Amour:


YearTitleTypeCited
2000A Preference Regime Model of Bull and Bear Markets In: American Economic Review.
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article69
1999A Preference Regime Model of Bull and Bear Markets.(1999) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 69
paper
2001Reputation in Endogenous Production Teams In: CeNDEF Workshop Papers, January 2001.
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paper0
2004Asset Returns and State-Dependent Risk Preferences In: Journal of Business & Economic Statistics.
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article46
2003Asset Returns and State-Dependent Risk Preferences.(2003) In: CIRANO Working Papers.
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This paper has nother version. Agregated cites: 46
paper
2003Asset Returns and State-Dependent Risk Preferences.(2003) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 46
paper
2007Benchmarks in Aggregate Household Portfolios In: Swiss Finance Institute Research Paper Series.
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paper1
2007Benchmarks in Aggregate Household Portfolios.(2007) In: Cahiers de Recherches Economiques du Département d'économie.
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This paper has nother version. Agregated cites: 1
paper
2008Asymmetric Information and Adverse Selection in Mauritian Slave Auctions In: Swiss Finance Institute Research Paper Series.
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paper25
2009Asymmetric Information and Adverse Selection in Mauritian Slave Auctions.(2009) In: Review of Economic Studies.
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This paper has nother version. Agregated cites: 25
article
2009Health and (other) Asset Holdings In: Swiss Finance Institute Research Paper Series.
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paper62
2010A structural analysis of the health expenditures and portfolio choices of retired agents In: Swiss Finance Institute Research Paper Series.
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paper0
2015Life Cycle Responses to Health Insurance Status In: Swiss Finance Institute Research Paper Series.
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paper12
2016Life cycle responses to health insurance status.(2016) In: Journal of Health Economics.
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This paper has nother version. Agregated cites: 12
article
2014Life cycle responses to health insurance status.(2014) In: Health, Econometrics and Data Group (HEDG) Working Papers.
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This paper has nother version. Agregated cites: 12
paper
2015Human Capital and Employment Risks Diversification In: Swiss Finance Institute Research Paper Series.
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paper0
2002Inter- vs Intra-generational Production Teams: A Young Workers Perspective In: CIRANO Working Papers.
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paper1
2002Slave Prices from Succession and Bankruptcy Sales in Mauritius, 1825--1827 In: CIRANO Working Papers.
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paper4
2003Slave prices from succession and bankruptcy sales in Mauritius, 1825-1827.(2003) In: Explorations in Economic History.
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This paper has nother version. Agregated cites: 4
article
2003Slaves Prices from Succession and Bankruptcy Sales in Mauritius, 1825-1827.(2003) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 4
paper
2004Ratchet vs Blasé Investors and Asset Markets In: CIRANO Working Papers.
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paper0
2005An Empirical Analysis of U.S. Aggregate Portfolio Allocations In: CIRANO Working Papers.
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paper3
2005An Empirical Analysis of U.S. Aggregate Portfolio Allocations.(2005) In: Cahiers de Recherches Economiques du Département d'économie.
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This paper has nother version. Agregated cites: 3
paper
2005An Empirical Analysis of U.S. Aggregate Portfolio Allocations.(2005) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 3
paper
2002Canadian consumption and portfolio shares In: Canadian Journal of Economics.
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article1
2001Canadian Consumption and Portfolio Shares.(2001) In: Cahiers de recherche CREFE / CREFE Working Papers.
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This paper has nother version. Agregated cites: 1
paper
1996Substitution, Risk Aversion, Taste Shocks and Equity Premia In: Cahiers de recherche CREFE / CREFE Working Papers.
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paper36
1996Substitution, Risk Aversion, Taste Shocks and Equity Premia..(1996) In: Laval - Recherche en Politique Economique.
[Citation analysis]
This paper has nother version. Agregated cites: 36
paper
1998Substitution, risk aversion, taste shocks and equity premia.(1998) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 36
article
1996Substitution, Risk Aversion, Taste Shocks and Equity Premia.(1996) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 36
paper
1996Substitution, Risk Aversion, Taste Shocks and Equity Premia.(1996) In: Finance.
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This paper has nother version. Agregated cites: 36
paper
1999Total Wealth, Consumption and Portfolio Shares: Evidence and Theory In: Cahiers de recherche CREFE / CREFE Working Papers.
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paper0
2003Dynamic production teams with strategic behavior In: Journal of Economic Dynamics and Control.
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article5
2001Dynamic Production Teams with Strategic Behavior.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2008An empirical analysis of aggregate household portfolios In: Journal of Banking & Finance.
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article7
2005Direct Preference Wealth in Aggregate Household Portfolios In: FAME Research Paper Series.
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paper1
1998Birds of a Feather: Teams as a Screening Mechanism In: Ecole des Hautes Etudes Commerciales de Montreal-.
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paper0
1998Birds of a Feather : Teams as a Screening Mechanism..(1998) In: Laval - Recherche en Politique Economique.
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This paper has nother version. Agregated cites: 0
paper
1998Birds of a Feather: Teams as a Screening Mechanism.(1998) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 0
paper
1995Measuring State-Dependent Risk Aversion Using Data Augmentation. In: Laval - Recherche en Politique Economique.
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paper0
1995Measuring State-Dependent Risk Aversion Using Data Augmentation.(1995) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 0
paper
1995Canadian Excess Returns and State-Dependent Risk Aversion. In: Laval - Recherche en Politique Economique.
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paper0
1995Canadian Excess Returns and State-Dependent Risk Aversion.(1995) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 0
paper
1996Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies. In: Laval - Recherche en Politique Economique.
[Citation analysis]
paper1
1996Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies.(1996) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 1
paper
2003Recursive Measures of Total Wealth and Portfolio Return In: Cahiers de recherche.
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paper0
2003Recursive Measures of Total Wealth and Portfolio Return.(2003) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 0
paper
2005Direct Preference for Wealth in Aggregate Household Portfolio In: Cahiers de Recherches Economiques du Département d'économie.
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paper1
2007Information Asymmetry in Mauritius Slave Auctions In: Cahiers de Recherches Economiques du Département d'économie.
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paper0
2006Adverse Selection in the Market for Slaves in Mauritius, 1825-1835 In: Cahiers de recherche.
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paper0
1997Families, Insurance and Employment in Developing Agricultural Economies In: Cahiers de recherche.
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paper0
1998Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion In: Cahiers de recherche.
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paper0
1998Asset Prices with Contingent Preferences In: Cahiers de recherche.
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paper2
1998The Economics of Private Tutoring In: Cahiers de recherche.
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paper2
1998Inter-Sectorial Risk Pooling and Wage Distributions In: Cahiers de recherche.
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paper0
2023Longevity, Health and Housing Risks Management in Retirement In: NBER Working Papers.
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paper0
1994State-Dependent Risk Aversion In: Working Paper.
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paper0
2002Intergenerational Dynamic Production Teams In: Computing in Economics and Finance 2002.
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paper0
2005Recursive measures of total wealth and portfolio return In: Applied Financial Economics.
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article0
2016Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life In: Health, Econometrics and Data Group (HEDG) Working Papers.
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paper5

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