Prof. Patrick L. Leoni
Business School, France
Ph.D. Financial/Mathematical Economics, University of
Economics and Econometrics, Ecole des
Hautes Etudes en Sciences Sociales- Marseille, France,1997
and Numerical Analysis, MathematicsUniversité
de Montpellier II- Montpellier, France, 1995
Beliefs, Learning and Economic Behavor, Ph.D.
Thesis, University of Minnesota, 2003. Reprinted by LAP Publishing AG, 2010.
Economic Challenges in the Fight against HIV/AIDS, Nova
Science Publishers, 2010. (ISBN: 978-1-60741-587-9).
Market power, survival and accuracy of predictions
in financial markets, Economic Theory (2008)
A market microstructure explanation of IPOs
under-pricing, Economics Letters (2008)
Psychological aspects of market crashes (2009) Icfai Journal of Behavioral Finance 6, 43-55.
Market crashes, speculation and learning in
financial markets, Economic Theory (2009)
Regulatory practices and the impossibility to
extract truthful risk information, International
Journal of Business (2010) 15, 272-283.
cointegration relationships between oil and stock markets (2009, with F.
Jawadi) IEEE Proceedings on
Engineering Management and Service Sciences, 1-4 (DOI:10.1109/ICMSS.2009.5301962).
Cyclicity and Persistence in Consumption and Income Relationships: Research in
Honor of Melvin J. Hinich (2010, with F. Jawadi), forthcoming in Macroeconomic Dynamics.
The Economics of upgrading to innovative treatment
technologies in the fight against HIV/AIDS, in T. Caldeira (Ed.), Economics of Developing Countries (2008),
Nova Science Pub, 303-319.
The Antagonism of Push and Pull Strategies, and
the Current Funding Campaigns to Fight Orphan Diseases (2010), forthcoming in Social Science & Medicine.
the financial tools to promote universal access to AIDS care (2010, with S.
Luchini),forthcoming in Journal of Health Economics.
estimations of the downside risk of derivative portfolios, IEEE Proceedings of the 4th Conference on Wireless Communications, Networking and Mobile Computing, (2008)
strategies and derivatives portfolios, International
Journal of Business Forecasting and Marketing Intelligence (2008) 1,
volatility in underlyings and the downside risk of derivative portfolios
(2009), IEEE Proceedings on Engineering Management and Service
Downside risk control of derivative portfolios
with mean-reverting underlyings (2010), Journal
of Financial Risk Management 7, 47-56.
the downside risk of derivatives’ portfolio, in C. Karsone (Ed.), Finance and Banking Developments (2010),
Nova Sci. Pub, 179-184.
Saturation effects and cyclical herd behavior, International Journal of Applied Mathematics
(2007) 37, 13-16
Pack behavior, Journal of Mathematical Psychology (2008) 52, 348-351.