Details about Pascal St-Amour

Access statistics for papers by Pascal St-Amour.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pst64

Working Papers

2023

1. Longevity, Health and Housing Risks Management in Retirement
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2016

2. 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

2015

3. Human Capital and Employment Risks Diversification
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
4. Life Cycle Responses to Health Insurance Status
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   Also in Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York (2014)
   See also Journal Article Life cycle responses to health insurance status, Journal of Health Economics, Elsevier (2016) View citations (15) (2016)

2010

5. A structural analysis of the health expenditures and portfolio choices of retired agents
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute

2009

6. Health and (other) Asset Holdings
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (33)

2008

7. Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (13)
   See also Journal Article Asymmetric Information and Adverse Selection in Mauritian Slave Auctions, The Review of Economic Studies, Review of Economic Studies Ltd (2009) View citations (23) (2009)

2007

8. Benchmarks in Aggregate Household Portfolios
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute
   Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2007) View citations (1)
9. Information Asymmetry in Mauritius Slave Auctions
   Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie

2006

10. Adverse Selection in the Market for Slaves in Mauritius, 1825-1835
    Cahiers de recherche, CIRPEE

2005

11. An Empirical Analysis of U.S. Aggregate Portfolio Allocations
    CIRANO Working Papers, CIRANO View citations (3)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2005) View citations (2)
    Cahiers de recherche, CIRPEE (2005) View citations (2)
12. Direct Preference Wealth in Aggregate Household Portfolios
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (1)
13. 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 View citations (1)

2004

14. Ratchet vs Blasé Investors and Asset Markets
    CIRANO Working Papers, CIRANO

2003

15. Asset Returns and State-Dependent Risk Preferences
    CIRANO Working Papers, CIRANO View citations (1)
    Also in Cahiers de recherche, CIRPEE (2003) View citations (12)
    See also Journal Article Asset Returns and State-Dependent Risk Preferences, Journal of Business & Economic Statistics, American Statistical Association (2004) View citations (49) (2004)
16. Recursive Measures of Total Wealth and Portfolio Return
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée
    Also in Cahiers de recherche, CIRPEE (2003)
    See also Journal Article Recursive measures of total wealth and portfolio return, Applied Financial Economics, Taylor & Francis Journals (2005) (2005)
17. Slaves Prices from Succession and Bankruptcy Sales in Mauritius, 1825-1827
    Cahiers de recherche, CIRPEE View citations (3)
    Also in CIRANO Working Papers, CIRANO (2002) View citations (1)
    See also Journal Article Slave prices from succession and bankruptcy sales in Mauritius, 1825-1827, Explorations in Economic History, Elsevier (2003) View citations (4) (2003)

2002

18. Inter- vs Intra-generational Production Teams: A Young Worker's Perspective
    CIRANO Working Papers, CIRANO View citations (1)
19. Intergenerational Dynamic Production Teams
    Computing in Economics and Finance 2002, Society for Computational Economics

2001

20. Canadian Consumption and Portfolio Shares
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations (3)
    See also Journal Article Canadian consumption and portfolio shares, Canadian Journal of Economics, Canadian Economics Association (2002) View citations (5) (2002)
21. Dynamic Production Teams with Strategic Behavior
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (1)
    See also Journal Article Dynamic production teams with strategic behavior, Journal of Economic Dynamics and Control, Elsevier (2003) View citations (5) (2003)
22. Reputation in Endogenous Production Teams
    CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

1999

23. A Preference Regime Model of Bull and Bear Markets
    Cahiers de recherche, Université Laval - Département d'économique View citations (5)
    See also Journal Article A Preference Regime Model of Bull and Bear Markets, American Economic Review, American Economic Association (2000) View citations (69) (2000)
24. Total Wealth, Consumption and Portfolio Shares: Evidence and Theory
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal

1998

25. Asset Prices with Contingent Preferences
    Cahiers de recherche, Université Laval - Département d'économique View citations (2)
26. Birds of a Feather: Teams as a Screening Mechanism
    Cahiers de recherche, Université Laval - Département d'économique
    Also in Working Papers, Laval - Recherche en Politique Economique (1998)
    Working Papers, Ecole des Hautes Etudes Commerciales de Montreal- (1998)
27. Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion
    Cahiers de recherche, Université Laval - Département d'économique View citations (1)
28. Inter-Sectorial Risk Pooling and Wage Distributions
    Cahiers de recherche, Université Laval - Département d'économique
29. The Economics of Private Tutoring
    Cahiers de recherche, Université Laval - Département d'économique View citations (2)

1997

30. Families, Insurance and Employment in Developing Agricultural Economies
    Cahiers de recherche, Université Laval - Département d'économique

1996

31. Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies
    Cahiers de recherche, Université Laval - Département d'économique View citations (1)
    Also in Working Papers, Laval - Recherche en Politique Economique (1996) View citations (1)
32. Substitution, Risk Aversion, Taste Shocks and Equity Premia
    Working Papers, Laval - Recherche en Politique Economique
    Also in Finance, University Library of Munich, Germany (1996) View citations (3)
    Cahiers de recherche, Université Laval - Département d'économique (1996) View citations (5)
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1996)
    See also Journal Article Substitution, risk aversion, taste shocks and equity premia, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1998) View citations (35) (1998)

1995

33. Canadian Excess Returns and State-Dependent Risk Aversion
    Cahiers de recherche, Université Laval - Département d'économique
    Also in Working Papers, Laval - Recherche en Politique Economique (1995)
34. Measuring State-Dependent Risk Aversion Using Data Augmentation
    Working Papers, Laval - Recherche en Politique Economique
    Also in Cahiers de recherche, Université Laval - Département d'économique (1995)

1994

35. State-Dependent Risk Aversion
    Working Paper, Economics Department, Queen's University

Journal Articles

2016

1. Life cycle responses to health insurance status
   Journal of Health Economics, 2016, 49, (C), 76-96 View citations (15)
   See also Working Paper Life Cycle Responses to Health Insurance Status, Swiss Finance Institute Research Paper Series (2015) (2015)

2009

2. Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
   The Review of Economic Studies, 2009, 76, (4), 1269-1295 View citations (23)
   See also Working Paper Asymmetric Information and Adverse Selection in Mauritian Slave Auctions, Swiss Finance Institute Research Paper Series (2008) View citations (13) (2008)

2008

3. An empirical analysis of aggregate household portfolios
   Journal of Banking & Finance, 2008, 32, (8), 1583-1597 View citations (7)

2005

4. Recursive measures of total wealth and portfolio return
   Applied Financial Economics, 2005, 15, (4), 287-291
   See also Working Paper Recursive Measures of Total Wealth and Portfolio Return, Cahiers de recherche (2003) (2003)

2004

5. Asset Returns and State-Dependent Risk Preferences
   Journal of Business & Economic Statistics, 2004, 22, 241-252 View citations (49)
   See also Working Paper Asset Returns and State-Dependent Risk Preferences, CIRANO Working Papers (2003) View citations (1) (2003)

2003

6. Dynamic production teams with strategic behavior
   Journal of Economic Dynamics and Control, 2003, 27, (5), 875-905 View citations (5)
   See also Working Paper Dynamic Production Teams with Strategic Behavior, Computing in Economics and Finance 2001 (2001) View citations (1) (2001)
7. Slave prices from succession and bankruptcy sales in Mauritius, 1825-1827
   Explorations in Economic History, 2003, 40, (4), 419-442 View citations (4)
   See also Working Paper Slaves Prices from Succession and Bankruptcy Sales in Mauritius, 1825-1827, Cahiers de recherche (2003) View citations (3) (2003)

2002

8. Canadian consumption and portfolio shares
   Canadian Journal of Economics, 2002, 35, (4), 737-756 View citations (5)
   See also Working Paper Canadian Consumption and Portfolio Shares, Cahiers de recherche CREFE / CREFE Working Papers (2001) View citations (3) (2001)

2000

9. A Preference Regime Model of Bull and Bear Markets
   American Economic Review, 2000, 90, (4), 1019-1033 View citations (69)
   See also Working Paper A Preference Regime Model of Bull and Bear Markets, Cahiers de recherche (1999) View citations (5) (1999)

1998

10. Substitution, risk aversion, taste shocks and equity premia
    Journal of Applied Econometrics, 1998, 13, (3), 265-281 View citations (35)
    See also Working Paper Substitution, Risk Aversion, Taste Shocks and Equity Premia, Working Papers (1996) (1996)