Pascal St-Amour

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Identifer

Contact

Affiliations

• Université de Lausanne / Faculté des Hautes Études Commerciales (HEC) / Départment d'économétrie et d'économie politique (DEEP) (weight: 50%)
  • EDIRC entry
  • location:
• Swiss Finance Institute (weight: 30%)
  • EDIRC entry
  • location:
• Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (weight: 10%)
  • EDIRC entry
  • location:
• Centre de Recherche sur les Risques, les Enjeux Économiques et les Politiques Publiques (CRREP) (weight: 10%)
  • EDIRC entry
  • location:

Research profile

author of:

• A Preference Regime Model of Bull and Bear Markets
  American Economic Review, American Economic Association (2000)
  by Pascal St-Amour & Stephen Gordon
  (ReDIF-article, aea:aecrev:v:90:y:2000:i:4:p:1019-1033)
• Reputation in Endogenous Production Teams
  CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2001)
  by D. Vencatachellum & M. Breton & P. St-Amour
  (ReDIF-paper, ams:cdws01:2b.2)
• Asset Returns and State-Dependent Risk Preferences
  Journal of Business & Economic Statistics, American Statistical Association (2004)
  by Gordon S. & St-Amour P.
  (ReDIF-article, bes:jnlbes:v:22:y:2004:p:241-252)
• Benchmarks in Aggregate Household Portfolios
  Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2007)
  by Pascal St-Amour
  (ReDIF-paper, chf:rpseri:rp0709)
• Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
  Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2008)
  by Georges DIONNE & Pascal ST-AMOUR & Desire VENCATACHELLUM
  (ReDIF-paper, chf:rpseri:rp0840)
• Health and (other) Asset Holdings
  Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
  by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour
  (ReDIF-paper, chf:rpseri:rp0918)
• A structural analysis of the health expenditures and portfolio choices of retired agents
  Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010)
  by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour
  (ReDIF-paper, chf:rpseri:rp1029)
• Life Cycle Responses to Health Insurance Status
  Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2014)
  by Florian PELGRIN & Pascal ST-AMOUR
  (ReDIF-paper, chf:rpseri:rp1431)
• Human Capital and Employment Risks Diversification
  Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2015)
  by Pascal ST-AMOUR
  (ReDIF-paper, chf:rpseri:rp1518)
• Inter- vs Intra-generational Production Teams: A Young Worker's Perspective
  CIRANO Working Papers, CIRANO (2002)
  by Michèle Breton & Pascal St-Amour & Désiré Vencatachellum
  (ReDIF-paper, cir:cirwor:2002s-57)
• Slave Prices from Succession and Bankruptcy Sales in Mauritius, 1825--1827
  CIRANO Working Papers, CIRANO (2002)
  by Shirley Chenny & Pascal St-Amour & Désiré Vencatachellum
  (ReDIF-paper, cir:cirwor:2002s-79)
• Asset Returns and State-Dependent Risk Preferences
  CIRANO Working Papers, CIRANO (2003)
  by Stephen Gordon & Pascal St-Amour
  (ReDIF-paper, cir:cirwor:2003s-09)
• Ratchet vs Blasé Investors and Asset Markets
  CIRANO Working Papers, CIRANO (2004)
  by Pascal St-Amour
  (ReDIF-paper, cir:cirwor:2004s-11)
• An Empirical Analysis of U.S. Aggregate Portfolio Allocations
  CIRANO Working Papers, CIRANO (2005)
  by Michel Normandin & Pascal St-Amour
  (ReDIF-paper, cir:cirwor:2005s-07)
• Canadian consumption and portfolio shares
  Canadian Journal of Economics, Canadian Economics Association (2002)
  by Michel Normandin & Pascal St-Amour
  (ReDIF-article, cje:issued:v:35:y:2002:i:4:p:737-756)
• Canadian Consumption and Portfolio Shares
  Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (2001)
  by Michel Normandin & Pascal St-Amour
  (ReDIF-paper, cre:crefwp:134)
• Substitution, Risk Aversion, Taste Shocks and Equity Premia
  Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1996)
  by Michel Normandin & Pascal St-Amour
  (ReDIF-paper, cre:crefwp:39)
• Total Wealth, Consumption and Portfolio Shares: Evidence and Theory
  Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1999)
  by Michel Normandin & Pascal St-Amour
  (ReDIF-paper, cre:crefwp:96)
• Dynamic production teams with strategic behavior
  Journal of Economic Dynamics and Control, Elsevier (2003)
  by Breton, Michele & St-Amour, Pascal & Vencatachellum, Desire
  (ReDIF-article, eee:dyncon:v:27:y:2003:i:5:p:875-905)
• Slave prices from succession and bankruptcy sales in Mauritius, 1825-1827
  Explorations in Economic History, Elsevier (2003)
  by Chenny, Shirley & St-Amour, Pascal & Vencatachellum, Desire
  (ReDIF-article, eee:exehis:v:40:y:2003:i:4:p:419-442)
• An empirical analysis of aggregate household portfolios
  Journal of Banking & Finance, Elsevier (2008)
  by Normandin, Michel & St-Amour, Pascal
  (ReDIF-article, eee:jbfina:v:32:y:2008:i:8:p:1583-1597)
• Life cycle responses to health insurance status
  Journal of Health Economics, Elsevier (2016)
  by Pelgrin, Florian & St-Amour, Pascal
  (ReDIF-article, eee:jhecon:v:49:y:2016:i:c:p:76-96)
• Direct Preference Wealth in Aggregate Household Portfolios
  FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2005)
  by Pascal St-Amour
  (ReDIF-paper, fam:rpseri:rp136)
• Birds of a Feather: Teams as a Screening Mechanism
  Papers, Ecole des Hautes Etudes Commerciales de Montreal- (1998)
  by Breton, M. & St-Amour, P. & Vencatachellum, D.
  (ReDIF-paper, fth:etcomo:98-05)
• Measuring State-Dependent Risk Aversion Using Data Augmentation
  Papers, Laval - Recherche en Politique Economique (1995)
  by Gordon, S. & St-Amour, P.
  (ReDIF-paper, fth:lavape:9507)
• Canadian Excess Returns and State-Dependent Risk Aversion
  Papers, Laval - Recherche en Politique Economique (1995)
  by St-Amour, P.
  (ReDIF-paper, fth:lavape:9519)
• Substitution, Risk Aversion, Taste Shocks and Equity Premia
  Papers, Laval - Recherche en Politique Economique (1996)
  by Normandin, M. & St-Amour, P.
  (ReDIF-paper, fth:lavape:9606)
• Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies
  Papers, Laval - Recherche en Politique Economique (1996)
  by St-Amour, P. & Vencatachellum, D.
  (ReDIF-paper, fth:lavape:9612)
• Birds of a Feather : Teams as a Screening Mechanism
  Papers, Laval - Recherche en Politique Economique (1998)
  by Breton, M. & St-Amour, P. & Vencatachellum, D.
  (ReDIF-paper, fth:lavape:9808)
• Recursive Measures of Total Wealth and Portfolio Return
  Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2003)
  by Michel Normandin & Pascal St-Amour
  (ReDIF-paper, iea:carech:0306)
• Substitution, risk aversion, taste shocks and equity premia
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1998)
  by Michel Normandin & Pascal St-Amour
  (ReDIF-article, jae:japmet:v:13:y:1998:i:3:p:265-281)
• An Empirical Analysis of U.S. Aggregate Portfolio Allocations
  Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2005)
  by Michel Normandin & Pascal St-Amour
  (ReDIF-paper, lau:crdeep:05.03)
• Direct Preference for Wealth in Aggregate Household Portfolio
  Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2005)
  by Pascal St-Amour
  (ReDIF-paper, lau:crdeep:05.04)
• Information Asymmetry in Mauritius Slave Auctions
  Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2007)
  by Georges DIONNE & Pascal ST-AMOUR & Désiré VENCATACHELLUM
  (ReDIF-paper, lau:crdeep:07.06)
• Benchmarks in Aggregate Household Portfolios
  Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2007)
  by Pascal ST-AMOUR
  (ReDIF-paper, lau:crdeep:07.07)
• Slaves Prices from Succession and Bankruptcy Sales in Mauritius, 1825-1827
  Cahiers de recherche, CIRPEE (2003)
  by Chenny, Shirley & St-Amour, Pascal & Vencatachellum, Désiré
  (ReDIF-paper, lvl:lacicr:0309)
• Asset Returns and State-Dependent Risk Preferences
  Cahiers de recherche, CIRPEE (2003)
  by Gordon, Stephen & St-Amour, Pascal
  (ReDIF-paper, lvl:lacicr:0316)
• Recursive Measures of Total Wealth and Portfolio Return
  Cahiers de recherche, CIRPEE (2003)
  by Michel Normandin & Pascal St-Amour
  (ReDIF-paper, lvl:lacicr:0338)
• An Empirical Analysis of U.S. Aggregate Portfolio Allocations
  Cahiers de recherche, CIRPEE (2005)
  by Michel Normandin & Pascal St-Amour
  (ReDIF-paper, lvl:lacicr:0503)
• Adverse Selection in the Market for Slaves in Mauritius, 1825-1835
  Cahiers de recherche, CIRPEE (2006)
  by Georges Dionne & Pascal St-Amour & Désiré Vencatachellum
  (ReDIF-paper, lvl:lacicr:0607)
• Measuring State-Dependent Risk Aversion Using Data Augmentation
  Cahiers de recherche, Université Laval - Département d'économique (1995)
  by GORDON, Stephen & ST-AMOUR, Pascal
  (ReDIF-paper, lvl:laeccr:9507)
• Canadian Excess Returns and State-Dependent Risk Aversion
  Cahiers de recherche, Université Laval - Département d'économique (1995)
  by ST-AMOUR, Pascal
  (ReDIF-paper, lvl:laeccr:9519)
• Substitution, Risk Aversion, Taste Shocks and Equity Premia
  Cahiers de recherche, Université Laval - Département d'économique (1996)
  by Normandin, Michel & St-Amour, Pascal
  (ReDIF-paper, lvl:laeccr:9606)
• Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies
  Cahiers de recherche, Université Laval - Département d'économique (1996)
  by St-Amour, Pascal & Vencatachellum, Desire
  (ReDIF-paper, lvl:laeccr:9612)
• Families, Insurance and Employment in Developing Agricultural Economies
  Cahiers de recherche, Université Laval - Département d'économique (1997)
  by St-Amour, Pascal & Vencatachellum, Desire
  (ReDIF-paper, lvl:laeccr:9703)
• Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion
  Cahiers de recherche, Université Laval - Département d'économique (1997)
  by Gordon, Stephen & St-Amour, Pascal
  (ReDIF-paper, lvl:laeccr:9711)
• Asset Prices with Contingent Preferences
  Cahiers de recherche, Université Laval - Département d'économique (1997)
  by Gordon, Stephen & St-Amour, Pascal
  (ReDIF-paper, lvl:laeccr:9712)
• Birds of a Feather: Teams as a Screening Mechanism
  Cahiers de recherche, Université Laval - Département d'économique (1998)
  by Breton, Michèle & St-Amour, Pascal & Vencatachellum, Désiré
  (ReDIF-paper, lvl:laeccr:9808)
• The Economics of Private Tutoring
  Cahiers de recherche, Université Laval - Département d'économique (1998)
  by Dessy, Sylvain E. & St-Amour, Pascal & Vencatachellum, Désiré
  (ReDIF-paper, lvl:laeccr:9809)
• Inter-Sectorial Risk Pooling and Wage Distributions
  Cahiers de recherche, Université Laval - Département d'économique (1998)
  by St-Amour, Pascal & Vencatachellum, Désiré
  (ReDIF-paper, lvl:laeccr:9818)
• A Preference Regime Model of Bull and Bear Markets
  Cahiers de recherche, Université Laval - Département d'économique (1999)
  by Gordon, Stephen & St-Amour, Pascal
  (ReDIF-paper, lvl:laeccr:9906)
• Longevity, Health and Housing Risks Management in Retirement
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Pierre-Carl Michaud & Pascal St. Amour
  (ReDIF-paper, nbr:nberwo:31038)
• Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
  Review of Economic Studies, Oxford University Press (2009)
  by Georges Dionne & Pascal St-Amour & Désiré Vencatachellum
  (ReDIF-article, oup:restud:v:76:y:2009:i:4:p:1269-1295)
• State-Dependent Risk Aversion
  Working Paper, Economics Department, Queen's University (1994)
  by Pascal St. Amour
  (ReDIF-paper, qed:wpaper:896)
• Dynamic Production Teams with Strategic Behavior
  Computing in Economics and Finance 2001, Society for Computational Economics (2001)
  by Michele Breton, Pascal St-Amour and D. Vencatachellum
  (ReDIF-paper, sce:scecf1:89)
• Intergenerational Dynamic Production Teams
  Computing in Economics and Finance 2002, Society for Computational Economics (2002)
  by Michèle Breton & Pascal St-Amour & Désiré Vencatachellum
  (ReDIF-paper, sce:scecf2:126)
• Unknown item RePEc:taf:apfiec:v:15:y:2005:i:4:p:287-291 (article)
• Substitution, Risk Aversion, Taste Shocks and Equity Premia
  Finance, University Library of Munich, Germany (1996)
  by Michel Normandin & Pascal St-Amour
  (ReDIF-paper, wpa:wuwpfi:9607001)
• Life cycle responses to health insurance status
  Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York (2014)
  by Pelgrin, F. & St-Amour, P.
  (ReDIF-paper, yor:hectdg:14/13)
• Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life
  Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York (2016)
  by Hugonnier, J. & Pelgrin, F. & St-Amour, P.
  (ReDIF-paper, yor:hectdg:16/28)