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Biography
Patrick L. Leoni

Prof. Patrick L. Leoni

Euromed Management

Domaine de Luminy, France


Email: pal@sam.sdu.dk


Qualifications

2003 Ph.D., University of Minnesota, USA

1997 M.Sc., Ecole des Hautes Etudes en Sciences Sociales, France

1995 M.Sc., Université de Montpellier II, France


Publications (Selected)

  1. Economic Challenges in the Fight against HIV/AIDS, Nova Science Publishers, in press, 2009.(ISBN: 978-1-60741-587-9).
  2. Saturation effects and cyclical herd behavior, International Journal of Applied Mathematics 37 (2007),13-16.
  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. 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.
  6. Pack behavior, (2008) Journal of Mathematical Psychology 52, 348-351.
  7. 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).
  8. Psychological aspects of market crashes (2009) Icfai Journal of Behavioral Finance 6, 43-55.
  9. Stop-loss strategies and derivatives portfolios, International Journal of Business Forecasting and Marketing Intelligence (2008) 1, 82–93.
  10. A constructive proof that learning in repeated games leads to Nash equilibria, B.E. Journal of Theoretical Economics (2008): Vol. 8 : Iss. 1 (Contributions), Article 29.
  11. Long-range out-of-sample properties of auto-regressive neural networks, Neural Computation (2009) 21,1-8.
  12. Market crashes, speculation and learning in financial markets, Economic Theory (2009) 39, 217-229.
  13. Stochastic volatility in underlyings and the downside risk of derivative portfolios (2009), forthcoming in the IEEE Proceedings of the Conference on Engineering Management and Service Sciences.
  14. Regulatory practices and the impossibility to extract truthful risk information, forthcoming in International Journal of Business.
  15. Threshold cointegration relationships between oil and stock markets (2009, with F. Jawadi) forthcoming in the IEEE Proceedings of the Conference on Engineering Management and Service Sciences.
  16. A learning theory for the Harsanyi´s Doctrine in repeated games (2009), forthcoming in Statistics & Decisions.
  17. Designing the financial tools to promote universal access to AIDS care (2006, with S. Luchini) revise and resubmit to Journal of Health Economics.
  18. Monopolistic trades, accuracy of beliefs and the persistence of long-run profit (2008). SDU working papers series.
  19. Downside risk control of derivative portfolios with mean-reverting underlyings (2009). SDU working papers series.
  20. Managerial practices to control derivatives losses, work in progress to appear in “Financial Derivatives: Risk Management, Modeling Tools and Hedging Strategies” F. Columbus (Ed.), Nova Science Publisher.
  21. Improved price forecasts of FX derivatives via ARMA-GARCH modeling, (with H. Johansen) work in progress to appear in “Financial Derivatives: Risk Management, Modeling Tools and Hedging Strategies” F. Columbus (Ed.), Nova Science Publisher.

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