UNIVERSITÉ DE GENÈVE

• Finance

• Finance de marché - Bachelor en Gestion
• Instruments Dérivés - M.Sc. Finance

• Kousse Kagba

• Bounded Rationality and Asset Pricing (PDF)
• Incomplete Information, Heterogeneity and Asset Pricing (PDF)
• Incomplete Information, Idiosyncratic Volatility and Stock Returns (PDF)

Personal downloads

• Curriculum vitae

• Heterogeneous Preferences and Trading Volume, with J. Hugonnier and M. RindisbacherJournal of Financial Economics, 2007, vol. 83, Nr 3

• Credit Migration and Derivatives Pricing Using Copulas, with D. Dupuis, E. Jacquier, N. Papageorgiou and B. Remillard Journal of Computational Finance 2006, vol. 10, Nr.1

• Incomplete Information, Heterogeneity and Asset Pricing Journal of Financial Econometrics 2006, vol. 4, Nr 1.

• American Contingent Claims with Stochastic Maturity: Valuation and ApplicationsNumerical Methods in Finance Ed. H. Ben Ameur and M. Breton 2005, Springer.

• A Note on the Informational Content of Option Prices Finanzmarkt und Portfolio Management 2000, vol. 14, Nr 3.

• An Application of Real Options to an International Capacity Expansion Decision of a Small Company avec Peter Pilavachi Innovation and Strategy, Flexibility, Natural Resources and Foreign Investment: New Developments and Applications in Real Options Ed. L. Trigeorgis, Oxford University Press, forthcoming