Aid, R., Chemla, G., Porchet, A., et N., Touzi (2007) : "Hedging and Vertical Integration in Competitive Market", soumis à Management Science.
Creti, A., et B., Villeneuve (2007) : "Equilibrium Storage in a Markov Economy", soumis à Journal of Economic Theory.
Darolles, S., et C. Gourieroux (2007) : "Fitted Sharpe Performance with Application to Hedge Fund Rating".
Darolles, S., Gourieroux, C., et J. Jasiak (2007) : "L-Performance Measure with Application to Hedge Funds".
Durand-Viel, L (2007) : "Strategic Storage and Market Power in the Natural Gas Market", soumis à International Journal of Industrical Organisation.
Gourieroux, C. (2007) : "Sustainable Development Fund".
Gourieroux, C. (2007) : "Statistical Analysis of Risk Measures".
Gourieroux, C., et W., Liu (2007) : "Converging TailVaR to VaR : An Econometric Study", soumis à Journal of Empirical Finance.
Gourieroux, C., et W., Liu (2007) : "Control and Out-of-Sample Validation of Dependent Risks", soumis à Journal of Risk and Insurance.
Gourieroux, C., et J. Jasiak (2007) : "Dynamic Quantile Models", en révision Journal of Econometrics.
Gourieroux, C., et A., Monfort (2007) : "Bilinear Term Structure Model", en révision Mathematical Finance.
Gourieroux, C., et A., Monfort (2007) : "Quadratic Stochastic Intensity and Prospective Mortality Tables".
Gourieroux, C., et A., Monfort (2007) : "Linear Trend in Life Expectancy ?".
Gourieroux, C., Monfort, A., et A., Tiomo (2007) : "Joint Analysis of Default Occurrence and Recovery Rate".
Porchet, A., Touzi, N., et X., Warin (2007) : "Valuation of Power Plants by Utility Indifference and Numerical Computations", soumis à Mathematical Methods of Operation Research.
Robert, C., et J., Segers (2007) : "Tails of Random Sums of a Heavy Tailed Number of Light Tailed Terms", à paraître Insurance : Mathematics and Economics.