HEC University of Lausanne
Swiss Finance Institute

Professor Pascal St-Amour

Contact information

HEC University of Lausanne,
Extranef 227,
CH-1015, Lausanne,
Switzerland,
tel: +41(0)21 692 3477
fax: +41(0)21 692 3435
Pascal.St-Amour@unil.ch

Vitae

  • Full curriculum vitae pdf

Education

  • PhD Economics, Queen’s University, Kingston, Ontario, Canada

  • MA, BA Economics, McGill University, Montréal, Québec, Canada

Research

Research Interests

  • Financial Economics

  • Applied Econometrics

  • Macroeconomics

  • Economic History

Selected publications

  • Dionne, Georges, Pascal St-Amour and Désiré Vencatachellum, “Asymmetric Information and Adverse Selection in Mauritian Slave Auctions”, Review of Economic Studies, 76(4), October 2009, 1269-1295, pdf , supplementary Matlab output files (.zip)

  • Normandin, Michel and Pascal St-Amour, “An Empirical Analysis of Aggregate Household Portfolios”, Journal of Banking and Finance , 32(8), August 2008, 1583-1597, pdf

  • Normandin, Michel and Pascal St-Amour, “Recursive Measures of Total Wealth and Portfolio Return”, Applied Financial Economics , 15(4), February 15, 2005 , 287-291, pdf

  • Gordon, Stephen and Pascal St-Amour, “Asset Returns with State-Dependent Risk Preferences”, Journal of Business and Economic Statistics, 22(3), July 2004, 241-252, pdf

  • Chenny, Shirley, Pascal St-Amour and Désiré Vencatathellum,“Slave Prices from Succession and Bankruptcy Sales in Mauritius, 1825–1827”, Explorations in Economic History, 40(4), October 2003, 419-442, pdf

  • Breton, Michèle, Pascal St-Amour and Désiré Vencatachellum, “Dynamic production teams with strategic behavior”, Journal of Economic Dynamics and Control, 27(5), March 2003, 875-905, pdf

  • Normandin, Michel and Pascal St-Amour, “Canadian Consumption and Portfolio Shares”, Canadian Journal of Economics, 35(4), November 2002, 737-756, pdf

  • Gordon, Stephen and Pascal St-Amour, “A Preference Regime Model of Bear and Bull Markets”, American Economic Review, 90(4), September 2000, 1019-1033, pdf

  • Normandin, Michel and Pascal St-Amour, “Substitution, Risk Aversion, Taste Shocks and Equity Premia”, Journal of Applied Econometrics, 13, 265-281, 1998, pdf

Working papers and manuscripts

  • Hugonnier, Julien, Florian Pelgrin and Pascal St-Amour, (2009), “Health and (other) Asset Holdings”, manuscript, HEC University of Lausanne and Swiss Finance Institute pdf

  • St-Amour, Pascal, (2009), “Benchmarks in Aggregate Household Portfolios”, manuscript, HEC University of Lausanne and Swiss Finance Institute pdf

Teaching

BSc in Economics

MSc in Economics and MSc in Finance

PhD in Finance (SFI)