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Hervé Roche
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Cited by
Year
Impact assessment for development agencies: Learning to value change
CJR Roche
Oxfam, 1999
6691999
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios
H Roche, S Tompaidis, C Yang
Journal of Financial Economics 109 (3), 775-796, 2013
402013
Stochastic growth: a duality approach
H Roche
Journal of Economic Theory 113 (1), 131-143, 2003
112003
Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available
H Roche
Journal of Economic Dynamics and Control 35 (1), 80-96, 2011
102011
Asset selection and under-diversification with financial constraints and income: Implications for household portfolio studies
H Roche, S Tompaidis, C Yang
Paris December 2010 Finance Meeting EUROFIDAI-AFFI, 2010
72010
A Valuation Framework for Rent-To-Own Housing Contracts
H Roche, S Jaggia, S Thosar
The Appraisal Journal, 231-243, 2014
4*2014
Asset management with endogenous withdrawals under a drawdown constraint
H Roche
Quantitative Finance 19 (2), 289-312, 2019
32019
Higher Order Stochastic Dominance and Moral Hazard
H Roche, C Bonilla, M Vergara
Mimeo Universidad de Chile (FEN), 2023
2023
Asset Management with Downside Hedging and Prices Discontinuities
H Roche, C Mejia
Mimeo Universidad Adolfo Ibañez, 2023
2023
Excess Volatility, and Mispricing in Presence of Sentiment and Institutional Investors
H Roche, GP Luis, J Sotes-Paladino
Mimeo Universidad de los Andes (Chile), 2023
2023
Hedge Fund Fee Structure and Risk Exposure
H Roche, M Braun, J Riutort
Economic Modelling (Forthcoming), 2023
2023
Strategic Asset Allocations under Peer Group Benchmarks
H Roche, N Sahuguet
CEPR Discussion Paper 17042, 2022
2022
The Implications of Tax Loss Carryforwards on Investment Policy
H Roche
Mathematics and Financial Economics 16 (3), 587-613, 2022
2022
Rent-to-Own Usurers? Theory and Empirical Evidence
H Roche, M Anderson, S Jaggia
The Journal of Consumer Affairs 53 (3), 1025-1055, 2019
2019
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Articles 1–14