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Hervé Roche
Observed name:
Herve Roche
Institution:
University of Chile
Observed institutions:
California Polytechnic State University,
Instituto Tecnológico Autónomo de México,
Adolfo Ibáñez University,
University of Chile
ORCID:
0000-0001-9804-7031
Observed ORCID:
0000-0001-9804-7031
OpenAlex ID:
A5083063512
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios
2013
·
Hervé Roche
, Stathis Tompaidis
, et al.
·
Journal of Financial Economics
·
39
Stochastic growth: a duality approach
2003
·
Hervé Roche
·
Journal of Economic Theory
·
12
Rent‐to‐Own Pricing: Theory and Empirical Evidence
2018
·
Sanjiv Jaggia
, Hervé Roche
, et al.
·
Journal of Consumer Affairs
·
11
PDF
Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available
2010
·
Hervé Roche
·
Journal of Economic Dynamics and Control
·
7
Hedge fund fee structure and risk exposure
2024
·
Matias Braun
, Julio Riutort
, et al.
·
Economic Modelling
·
4
Asset management with endogenous withdrawals under a drawdown constraint
2018
·
Hervé Roche
·
Quantitative Finance
·
4
A Valuation Framework for Rent-to-Own Housing Contracts
2013
·
Sanjiv Jaggia
, Herve Roche
, et al.
·
SSRN Electronic Journal
·
3
The Value of Waiting to Learn
2002
·
Hervé Roche
·
3
Asset Selection and Under-Diversification with Financial Constraints and Income: Implications for Household Portfolio Studies
2010
·
Hervé Roche
, Stathis Tompaidis
, et al.
·
SSRN Electronic Journal
·
2
Asset Selection and Under-Diversification with Financial Constraints and Income: Implications for Household Portfolio Studies
2009
·
Hervé Roche
, Stathis Tompaidis
, et al.
·
SSRN Electronic Journal
·
1
Speculative Risk Averse Investor Behavior in a Pure Exchange Economy
2006
·
Hervé Roche
·
1
Asset Selection and Under-Diversification with Financial Constraints and Income: Implications for Household Portfolio Studies
2006
·
Hervé Roche
, Stathis Tompaidis
·
SSRN Electronic Journal
·
1
Agency theory and higher-order risk changes
2026
·
Claudio A. Bonilla
, Hervé Roche
, et al.
·
Annals of Operations Research
Strategic Asset Allocation Under Peer Group Benchmarks
2024
·
Hervé Roche
, Nicolas Sahuguet
·
SSRN Electronic Journal
The implications of tax loss carryforwards on investment policy
2022
·
Hervé Roche
·
Mathematics and Financial Economics
Sentiment, Mispricing and Excess Volatility in Presence of Institutional Investors
2022
·
Herve Roche
, Juan M. Sotes-Paladino
·
SSRN Electronic Journal
Rent-to-Own Housing Contracts: Features, Valuation and Heuristics
2013
·
Sanjiv Jaggia
, Hervé Roche
, et al.
·
SSRN Electronic Journal
Pricing Contingent Claims Under Incomplete Information
2006
·
Hervé Roche
Asset Selection with Margin Constraints and Income
2005
·
Hervé Roche
, Stathis Tompaidis
·
SSRN Electronic Journal
Optimum Consumption and Portfolio Allocations under Incomplete Information
2004
·
Hervé Roche
·
RePEc: Research Papers in Economics
The Optimal Value of Waiting to Invest
2003
·
Hervé Roche
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Works count:
21
Citation count:
88
H-index:
4
I10-index:
3
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