Patrick L. Leoni

Prof. Patrick L. Leoni

Kedge Business School, France


Ph.D. Financial/Mathematical Economics, University of Minnesota-Minneapolis, USA,2003

M.Sc. Mathematical Economics and Econometrics, Ecole des Hautes Etudes en Sciences Sociales- Marseille, France,1997

M.Sc. Optimisation and Numerical Analysis, MathematicsUniversité de Montpellier II- Montpellier, France, 1995

Publications (Selected)

  1. Beliefs, Learning and Economic Behavor, Ph.D. Thesis, University of Minnesota, 2003. Reprinted by LAP Publishing AG, 2010.
  2. Economic Challenges in the Fight against HIV/AIDS, Nova Science Publishers, 2010. (ISBN: 978-1-60741-587-9).
  3. Market power, survival and accuracy of predictions in financial markets, Economic Theory (2008) 34, 189-206.
  4. A market microstructure explanation of IPOs under-pricing, Economics Letters (2008) 100, 47–48.
  5. Psychological aspects of market crashes (2009) Icfai Journal of Behavioral Finance 6, 43-55.
  6. Market crashes, speculation and learning in financial markets, Economic Theory (2009) 39, 217-229.
  7. Regulatory practices and the impossibility to extract truthful risk information, International Journal of Business (2010) 15, 272-283.
  8. Threshold 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).
  9. Nonlinearity, Cyclicity and Persistence in Consumption and Income Relationships: Research in Honor of Melvin J. Hinich (2010, with F. Jawadi), forthcoming in Macroeconomic Dynamics.
  10. 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.
  11. The Antagonism of Push and Pull Strategies, and the Current Funding Campaigns to Fight Orphan Diseases (2010), forthcoming in Social Science & Medicine.
  12. Designing the financial tools to promote universal access to AIDS care (2010, with S. Luchini),forthcoming in Journal of Health Economics.
  13. Monte-Carlo estimations of the downside risk of derivative portfolios, IEEE Proceedings of the 4th Conference on Wireless Communications, Networking and Mobile Computing, (2008) 1-5 (DOI:10.1109/WiCom.2008.2273).
  14. Stop-loss strategies and derivatives portfolios, International Journal of Business Forecasting and Marketing Intelligence (2008) 1, 82–93.
  15. Stochastic volatility in underlyings and the downside risk of derivative portfolios (2009), IEEE Proceedings on Engineering Management and Service Science, 1-4. (DOI:10.1109/ICMSS.2009.5303599).
  16. Downside risk control of derivative portfolios with mean-reverting underlyings (2010), Journal of Financial Risk Management 7, 47-56.
  17. Controlling the downside risk of derivatives’ portfolio, in C. Karsone (Ed.), Finance and Banking Developments (2010), Nova Sci. Pub, 179-184.
  18. Saturation effects and cyclical herd behavior, International Journal of Applied Mathematics (2007) 37, 13-16
  19. Pack behavior, Journal of Mathematical Psychology (2008) 52, 348-351.

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