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François LE GRAND

Professeur associé

Centre de recherche : ETH

PhD EHESS

Quantitative finance & economics

Thèmes de recherche

Macro-finance, économie du risque.

Prix et récompenses

Prix jeune chercheur en économie

2012

Décerné par la Fondation Banque de France

Publications

Articles académiques

Le Grand, François, Ragot, Xavier. 2021. Managing Inequality over Business Cycles: Optimal Policies with Heterogeneous Agents and Aggregate Shocks. International Economic Review, FORTH
Le Grand, François, Ragot, Xavier. 2021. Sovereign default and liquidity: The case for a world safe asset. Journal of International Economics, 131
Houy, Nicolas, Jouneau, Frédéric, Le Grand, François. 2020. Defaulting firms and systemic risks in financial networks: a normative approach. Economic Theory, 70 (2) : 503-526 p.
Houy, Nicolas, Le Grand, François. 2019. Optimizing Treatment Combination for Lymphoma Using an Optimization Heuristic. Mathematical Biosciences, 315
Bommier, Antoine, Kochov, Asen, Le Grand, François. 2019. Ambiguity and endogenous discounting. Journal of Mathematical Economics, 83 : 48-62 p.
Houy, Nicolas, Le Grand, François. 2019. Personalized Oncology with Artificial Intelligence: The Case of Temozolomide. Artificial Intelligence in Medicine, 99
Bommier, Antoine, Le Grand, François. 2019. Risk Aversion and Precautionary Savings in Dynamic Settings. Management Science, 65 (3) : 1386-1397 p.
Houy, Nicolas, Le Grand, François. 2019. Optimizing immune cell therapies with artificial intelligence. Journal of Theoretical Biology, 461 : 34-40 p.
Le Grand, François. 2019. Perron–Frobenius theory recovers more than you might think: The example of limited participation. Economics Letters, 174 : 186-188 p.
Houy, Nicolas, Le Grand, François. 2018. Optimal dynamic regimens with artificial intelligence: The case of temozolomide. PLOS ONE, 13 (6)
Houy, Nicolas, Le Grand, François. 2018. Administration of temozolomide: Comparison of conventional and metronomic chemotherapy regimens. Journal of Theoretical Biology, 446 : 71-78 p.
Le Grand, François, Ragot, Xavier. 2018. A class of tractable incomplete-market models for studying asset returns and risk exposure. European Economic Review, 103 : 39-59 p.
Bommier, Antoine, Kochov, Asen, Le Grand, François. 2017. On Monotone Recursive Preferences. Econometrica, 85 (5) : 1433-1466 p.
Bommier, Antoine, BRETSCHGER, Lucas, Le Grand, François. 2017. Existence of equilibria in exhaustible resource markets with economies of scale and inventories. Economic Theory, 63 (3) : 687-721 p.
Le Grand, François, Ragot, Xavier. 2016. Incomplete markets and derivative assets. Economic Theory, 62 (3) : 517-545 p.
Bommier, Antoine, Le Grand, François. 2014. Too risk averse to purchase insurance?: A theoretical glance at the annuity puzzle. Journal of Risk and Uncertainty, 48 (2) : 135-166 p.
Challe, Edouard, Le Grand, François, Ragot, Xavier. 2013. Incomplete markets, liquidation risk, and the term structure of interest rates. Journal of Economic Theory, 148 (6) : 2483–2519 p.
Bommier, Antoine, CHASSAGNON, Arnold, Le Grand, François. 2012. Comparative risk aversion: A formal approach with applications to saving behavior. Journal of Economic Theory, 147 (4) : 1614-1641 P.

Communications de conférences

Le Grand, François. 2009. Asset and Option Prices with a Liquidity Demand.

Ouvrages

Quittard-Pinon, François, Rolando, Thierry, Le Grand, François. 2012. La gestion du risque de taux d'intérêt. Paris : Economica, 1 vol. (471 p.)

Thèses

Le Grand, François. 2007. Allocation intertemporelle d’actifs: application à la gestion d’une dette publique. Thèse de Doctorat ès Économie mathématique et économétrie, Ecole des Hautes Etudes en Sciences Sociales. 187 p.

Articles de presse