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Artigos de revistas sobre o assunto "Prix du temps"
Berthoud, Arnaud. "Le prix du temps". L'Homme et la société 156-157, n.º 2 (2005): 59. http://dx.doi.org/10.3917/lhs.156.0059.
Texto completo da fonteDubois, Sébastien. "Le temps a un prix". Savoir/Agir 44, n.º 2 (2018): 29. http://dx.doi.org/10.3917/sava.044.0029.
Texto completo da fonteArena, Richard, e Dominique Torre. "Approche sraffaienne et théorie de la gravitation : une tentative de rapprochement". Économie appliquée 39, n.º 1 (1986): 61–86. http://dx.doi.org/10.3406/ecoap.1986.4065.
Texto completo da fontePercebois, Jacques. "Quelles réformes du marché de l’électricité et quels financements pour atteindre la neutralité carbone ?" L'Europe en Formation 397, n.º 2 (11 de dezembro de 2023): 69–86. http://dx.doi.org/10.3917/eufor.397.0069.
Texto completo da fonteNouguez, Étienne. "Administrer le juste prix des médicaments : entre gouvernement des valeurs et gouvernement des conduites". Regards croisés sur l'économie 32, n.º 1 (10 de julho de 2023): 239–47. http://dx.doi.org/10.3917/rce.032.0239.
Texto completo da fonteCouppey-Soubeyran, Jézabel. "Economie : les taux d'intérêt ou le prix du temps". Alternatives Économiques N°296, n.º 11 (1 de novembro de 2010): 68. http://dx.doi.org/10.3917/ae.296.0068.
Texto completo da fonteBaneth, Jean. "Comparaisons statistiques dans le temps et l’espace". Futuribles N° 458, n.º 1 (12 de dezembro de 2023): 73–85. http://dx.doi.org/10.3917/futur.458.0073.
Texto completo da fonteBhaduri, Amit. "Chaotic targeting on the market clearing price". Économie appliquée 47, n.º 1 (1994): 197–200. http://dx.doi.org/10.3406/ecoap.1994.1060.
Texto completo da fonteKempf, Hubert. "Diamond et Dybvig et la fragilité bancaire". Revue d'économie politique Vol. 133, n.º 3 (26 de junho de 2023): 341–65. http://dx.doi.org/10.3917/redp.333.0341.
Texto completo da fonteDaumas, Louis, e François Soleiman. "Le taux d'intérêt : prix du temps, rançon de la patience". Regards croisés sur l'économie 29, n.º 2 (12 de maio de 2022): 79–84. http://dx.doi.org/10.3917/rce.029.0079.
Texto completo da fonteTeses / dissertações sobre o assunto "Prix du temps"
Génin-Jean, Pierre. "Prix des oeuvres d'art et hiérarchie des valeurs artistiques au temps des Médicis". Paris 4, 1998. http://www.theses.fr/1998PA040095.
Texto completo da fonteThe purpose of this research is to draw from the prices of works of art, as they are recorded in the archives, useful informations for the historians. Italian art from 1475 to 1750 is under study. We have created a data basis called "campaspe" in order to register with their characteristics more than 3 500 prices of works done by about 500 artists. The various currencies used for those prices were first converted into pounds sterling, a currency which underwent a serious study about its inflation. The prices of works of art as well as those of numerous goods and services were then converted into pounds of the year 1680 so as to take into account the inflation. They became, thus, comparable. We notice, at this point, an astonishingly low value of paintings vs that of sculptures, tapestries, vases, cameos, and not to mention jewels. Thus, and for paintings only, the prices in pounds 1680 are subject to a technique widely used in statistics; multiple regression. This allows to detect the numerous factors which influence them and to get a predicting model of the price of a painting, taking into account the source of the price, the surface of the painting, the status of the acquirer as well as many other parameters. The ratio between the observed price and the predicted one gives an order of magnitude of the aesthetic appreciation of the painting. There are many sources of errors in this kind of procedure. Nevertheless, many results appear: the taste of that period endows artists with a hierarchy quite different from ours; new explanations are brought forh as to the behavior of patrons, collectors and artists. Our data basis "campaspe" can be extended to other periods and countries
Diemer, Arnaud. "De la discrimination par les prix à la discrimination par le temps : théorie et applications". Paris 9, 2000. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=2000PA090010.
Texto completo da fonteSerot, Isabelle. "Temps local et estimation de régression dans les processus à temps continu". Paris 6, 2002. http://www.theses.fr/2002PA066335.
Texto completo da fontePegoraro, Fulvio. "Modèles à facteurs en temps discret pour la valorisation d'actifs financiers". Paris 9, 2006. https://portail.bu.dauphine.fr/fileviewer/index.php?doc=2006PA090063.
Texto completo da fonteThe general purpose of this thesis is to propose a discrete time dynamic modelling of several financial asset and commodity prices : stock options, zero-coupon bonds, coupon bonds, interest rate derivatives (swaps, caps, floors, options on zero-coupon), forward and futures contracts written on financial assets or commodities, options on forward and futures. These models can be applied to price derivatives, to forecast asset prices and returns, or to build hedging strategies. The proposed models are characterized by the following important common features : the definition of the factors, the specification of the historical factor dynamics, the introduction of a Stochastic Discount Factor, the imposition of absence of arbitrage restrictions, the derivation of the risk-neutral dynamics and asset pricing formulas, and the statistical inference on model parameters
Quittard-Pinon, François. "L'intégration du temps dans l'évaluation des actifs financiers à l'équilibre". Lyon 1, 1988. http://www.theses.fr/1988LYO19001.
Texto completo da fonteLasserre, Guillaume. "Quelques modèles d'équilibre avec asymétrie d'information". Paris 7, 2003. http://www.theses.fr/2003PA077222.
Texto completo da fonteBlanchard, Romain. "Application du contrôle stochastique en théorie de la décision avec croyances multiples et non dominées en temps". Thesis, Reims, 2017. http://www.theses.fr/2017REIMS006/document.
Texto completo da fonteThis dissertation evolves around the following three general thematic: uncertainty, utility and no-arbitrage.In the first chapter we establish the existence of an optimal portfolio for investor trading in a multi-period and discrete-time financial market without uncertainty and maximising its terminal wealth expected utility. We consider general non-concave and non-smooth random utility function defined on the half real-line. The proof is based on dynamic programming and measure theory tools.In the next three chapters, we introduce the concept of Knightian uncertainty and adopt the multi-prior non dominated and discrete time framework introduced in [25]..In this setting, in the second chapter we study the notion of quasi-sure no-arbitrage introduced in [25] and propose two equivalent definitions: a quantitative and geometric characterisation. We also introduce a stronger no-arbitrage condition that simplifies some of the measurability difficulties.In the third chapter, we build on the results obtained in the previous chapter to study the maximisation of multiple-priors non-dominated worst-case expected utility for investors trading in a multi-period and discrete-time financial for general concave utility functions defined on the half-real line unbounded from above. The proof uses again a dynamic programming framework together with measurable selection.Finally the last chapter formulates a utility indifference pricing model for investor trading in a multi-period and discrete-time financial market. We prove that under suitable condition the multiples-priors utility indifference prices of a contingent claim converge to its multiple-priors superreplication price
Gersin, Malincha. "La Vie théâtrale lyonnaise d'un Empire à l'autre : Grand-Théâtre et Célestins, le temps du Privilège (1811-1864)". Lyon 2, 2007. http://theses.univ-lyon2.fr/documents/lyon2/2007/gersin_m.
Texto completo da fonteBetween 1806 and 1864, the preferential regime for theatre set up by Napoleon I created a framework for theatrical life in Lyons. Its implementation saw the Grand-Théâtre and the Théâtre des Célestins come together under one management, run and supervised by the local authorities. In three acts, this research aims to understand the impact of the preferential regime in Lyons, to appreciate the rhythm of theatrical life and the social exchange between the spectators of the two theatres. Throughout the period of preferential treatment, the local authorities tried to apply the rules of the « preferential regime”, imposed by the State, to 29 unstable theatrical companies which often ended in bankruptcy. Nonetheless, the main goal of theatrical entrepreneurs, now employed by the local authorities, was to make sure that every evening the theatres were open, and that the actors could perform the plays in the repertoire in front of an often scant and mixed audience. The ticket holders felt they had a right of opinion concerning the commitment of the actors. The weeks following the annual opening, the public used and abused this « right » under the strict surveillance of the theatrical police. All these groups, authorities, theatre managers, and spectators made up the theatrical life in Lyons during the first half of the 19th century. As in many provincial towns, the history of Lyons theatre life has been neglected. However, the Capital of Gaul had indeed a theatrical life, which deserves its place, as much as any other, in the cultural history of the nation
Mestre, Roman. "Analyse temps-fréquence de la droite de marché : une application au marché français sur données journalières de 2005 à 2015". Thesis, Montpellier, 2019. http://www.theses.fr/2019MONTD008.
Texto completo da fonteIn this thesis, we study the relevance of using the wavelet methodology to improve the results of the Capital Assets Pricing Model (CAPM). The equation of this model, the Market Line, establishes a relationship between the returns of a stock and those of the Market. The Beta estimate of this Line provides the sensitivity of the stock to Market’s movements. This parameter is commonly used as a systematic measure of risk for classifying equities. Under the hypothesis of homogeneity of agents behaviours, the investors have same investment horizons, and therefore they estimate a similar Beta without considering their characteristics. Moreover, the Beta is commonly estimated by OLS supposing its stability over time. The various criticisms of the CAPM have led to extensions and improvements that are presented in a first chapter. On the one hand, it appears that, in the model, it is not possible to assess the dynamics of risk over time. On the other hand, it is also impossible to take into account the heterogeneity of the agents. The wavelet appreciation of the time-frequency instability of the CAPM Beta represents the heart of this research. The use of discrete wavelets, in the context of the CAPM, is a usefull methodology to study the risk in the time-frequency domain according differents investing horizons. The application to the French market with daily data from 2005 to 2015 is the main part of this research in the univariate (Chapter 2) and multivariate (Chapter 3) cases. Beta estimated by OLS and those estimated for various horizons, related to frequency decomposition, are significantly different. It is therefore possible to use this type of decomposition to extend the possibilities of risk analysis. The analysis of the time-frequency dynamics of the systematic risk is obtained by associating the Rolling Windows with the discrete wavelets. Despite these improvements, OLS- Betas do not have BLUE properties because of there are anomalies in the estimation residuals. The use of the ARMA-GARCH family processes partially corrects the Beta estimate. So, it is possible to to develop a simple correction of OLS-Beta. The approach developed in Chapter 3 includes the multivariate nature of the regression by considering the addition of explanatory variables in the equation as additional sources of risk. Oil and gold, selected according to an analysis of different works, associated with discrete frequency decompositions lead to the estimation of the Betas of a Time-Frequency Multi-Betas Model. The results confirm the differentiation of parameters across frequency bands and provide a lot of information for risk analysis. In this same chapter, we use continuous wavelets to study in a more precise way the CAPM and its robustness. In this context, the coherence and the phase specify the Equity-Market relationship as well as the weight of Systematic Risk in the total risk. We show that Equity-Market links are neither homogeneous nor unilateral as assumed by the CAPM. The intensity and the direction of the links depend on the time and are differentiated according to the frequencies. Therefore, we propose to use a time- frequency-variable estimation of Beta, which leads to numerous results and information on the time-frequency evolution of risk. This research opens up new perspectives on the evaluation of Systematic Risk and its insertion in new computational technologies, by their computing capacities, will greatly improve the interpretation of its results
Alpman, Anil. "Consumer behavior, household production and shadow prices : applications to the allocation of time and to social interactions". Thesis, Paris 1, 2016. http://www.theses.fr/2016PA01E045.
Texto completo da fonteMany resources cannot be exchanged and priced on the markets but they can be valued by shadow prices. In this thesis, I theoretically derive 3 kinds of shadow prices and structurally estimate them at the individual level to analyze their effects on the behavior and the welfare of individuals. I combine the consumer expenditure and the American time use surveys (2004-2012) using a statistical matching procedure that overcomes the shortcomings of standard procedures. I first estimate the shadow price of time, which involves several steps where a utility function is estimated as a proxy for a new kind of well-being measure that depends on the amounts of time and market goods: it is shown that the reallocation of the forgone market work hours absorbed 30% of the Great Recession's negative welfare impact. Then, I compute the shadow prices of 5 home-produced activities (e.g., leisure and food) to estimate the elasticities of the time allocation functions (including the labor supply) and the demand elasticities of the activities with respect to the full income, the shadow price of time, the shadow price of the activities, the wage rate, and the price of market goods. The third shadow price addressed in this thesis yields the costs of under/unemployment as a function of demographic characteristics, which is essential for evaluating the opportunity cost of unemployment policies and for setting the level of unemployment benefits. Finally, I propose a reformulation of the theory of social norms where I analyze the determinants of the disobedience level to social norms along the effects of the disobedience on shadow prices, individuals' behavior, and, eventually, on economic growth
Livros sobre o assunto "Prix du temps"
Gérin-Jean, Pierre. Prix des œuvres d'art et hiérarchie des valeurs artistiques au temps des Médicis. Lille: A.N.R.T. Université de Lille III, 1998.
Encontre o texto completo da fonteJourdan, Bernard. J'ai pris le temps. [Etampes, France: Editions du Soleil natal, 1987.
Encontre o texto completo da fonteJourdan, Bernard. J'ai pris le temps. Étampes: Éditions du Soleil natal, 1987.
Encontre o texto completo da fonteMacel, Christine. Le temps pris: Le temps de l'oeuvre, le temps à l'oeuvre. Blou: Monografik, 2008.
Encontre o texto completo da fonteClarke, Arthur C. L'Odyssée du Temps, T1: L'OEil du Temps - OP PETITS PRIX IMAGINAIRE. BRAGELONNE, 2017.
Encontre o texto completo da fonteSanders, Louis. Passe-temps pour les âmes ignobles - Prix du roman noir français, Cognac 2003. Rivages, 2003.
Encontre o texto completo da fonteSur le vif: Les photographies lauréates du prix Pulitzer : une chronique visuelle de notre temps. Cologne: Könemann, 2000.
Encontre o texto completo da fonteDe la discrimination par les prix à la discrimination par le temps: Théorie et applications. Grenoble: A.N.R.T, Université Pierre Mendes France (Grenoble II), 2000.
Encontre o texto completo da fonteSale temps pour le GIEC: Du prix Nobel aux affaires, grandeur et décadence des experts du climat. Lausanne: Favre, 2010.
Encontre o texto completo da fonteProust, Marcel. A l'ombre des jeunes filles en fleurs: Le second tome d'À la recherche du temps perdu de Marcel Proust publié chez Gallimard, prix Goncourt 1919. Books on Demand, 2020.
Encontre o texto completo da fonteCapítulos de livros sobre o assunto "Prix du temps"
Biane, Ph, e M. Yor. "Sur la loi des temps locaux browniens pris en un temps exponentiel". In Lecture Notes in Mathematics, 454–66. Berlin, Heidelberg: Springer Berlin Heidelberg, 1988. http://dx.doi.org/10.1007/bfb0084151.
Texto completo da fonteZewail, Ahmed. "7. Le temps et la matière". In Parcours d'un prix Nobel, 145–60. Éditions Rue d’Ulm, 2017. http://dx.doi.org/10.4000/books.editionsulm.10136.
Texto completo da fonteZewail, Ahmed. "6. La course contre le temps". In Parcours d'un prix Nobel, 119–44. Éditions Rue d’Ulm, 2017. http://dx.doi.org/10.4000/books.editionsulm.10133.
Texto completo da fonteVIDAL, Olivier. "Modélisation de l’évolution à long terme de l’énergie de production primaire et du prix des métaux". In L’économie des ressources minérales et le défi de la soutenabilité 1, 119–43. ISTE Group, 2021. http://dx.doi.org/10.51926/iste.9024.ch5.
Texto completo da fonteBiget, Jean-Louis. "Monnaies et prix à Albi au temps de la captivité du roi Jean (1355-1359)". In Sources sérielles et prix au Moyen-Âge, 91–105. Presses universitaires du Midi, 2009. http://dx.doi.org/10.4000/books.pumi.37401.
Texto completo da fonteMolinier, Pascale. "Jack le masochiste". In 24 heures chrono, naissance du genre sécuritaire ? Librairie Philosophique J. Vrin, 2022. http://dx.doi.org/10.53984/philoseries06439.
Texto completo da fonteYIN, George, Hanqin ZHANG e Qing ZHANG. "Files d’attente variables dans le temps : une approche à deux échelles temporelles". In Théorie des files d’attente 1, 337–57. ISTE Group, 2021. http://dx.doi.org/10.51926/iste.9001.ch10.
Texto completo da fonteCultiaux, John. "Le sociologue : un travailleur « pris par le temps » ?" In Sociologue comme médiateur ? Accords, désaccords et malentendus, 359–69. Presses de l’Université Saint-Louis, 2014. http://dx.doi.org/10.4000/books.pusl.4941.
Texto completo da fonteSchneider, Benoît, e Olivier Vecho. "Le développement". In Le développement, 75–84. In Press, 2019. http://dx.doi.org/10.3917/pres.dinet.2019.01.0076.
Texto completo da fonteACHAZ, Guillaume, e Julien Y. DUTHEIL. "Évolution corrélée : modèles et méthodes". In Modèles et méthodes pour l’évolution biologique, 87–126. ISTE Group, 2022. http://dx.doi.org/10.51926/iste.9069.ch4.
Texto completo da fonteTrabalhos de conferências sobre o assunto "Prix du temps"
Marcotte, Sophie. "Le calme après la tempête. Le pouvoir symbolique de l'eau dans l'œuvre de Gabrielle Roy". In XXV Coloquio AFUE. Palabras e imaginarios del agua. Valencia: Universitat Politècnica València, 2016. http://dx.doi.org/10.4995/xxvcoloquioafue.2016.2527.
Texto completo da fonteStuden, Neža, Mojca Bernik e Jasmina Žnidaršič. "Vpliv usklajevanja dela in družine na zavzetost pri delu". In Organizations at Innovation and Digital Transformation Roundabout. University of Maribor Press, 2020. http://dx.doi.org/10.18690/978-961-286-388-3.63.
Texto completo da fontePlescan, Irina. "Compositional peculiarities of The trio for clarinet, French horn and piano by Oleg Negruta". In Valorificarea și conservarea prin digitizare a colecțiilor de muzică academică și tradițională din Republica Moldova. Academy of Music, Theatre and Fine Arts, Republic of Moldova, 2023. http://dx.doi.org/10.55383/digimuz2023.11.
Texto completo da fonteŽilinskij, Grigorij, e Ignas Žilinskas. "FINTECH ĮTAKA EKONOMIKAI". In 23rd Conference for Young Researchers "Economics and Management". Vilnius Gediminas Technical University, 2020. http://dx.doi.org/10.3846/vvf.2020.039.
Texto completo da fonteRelatórios de organizações sobre o assunto "Prix du temps"
Langlais, Pierre-Carl. Economie de la science ouverte. Comité pour la science ouverte, 2024. https://doi.org/10.52949/64.
Texto completo da fonteLanglais, Pierre-Carl. Données de recherche ouvertes. Comité pour la science ouverte, 2024. https://doi.org/10.52949/70.
Texto completo da fonteNegrini, Alessia, Jacques Perron, Samantha Vila Masse, Charles-Édouard Giguère, Andrea Gragnano e Marc Corbière. Analyse longitudinale et comparative des absences et des départs hâtifs dans un milieu d'éducation au Québec : une étude de exploratoire. IRSST, agosto de 2024. http://dx.doi.org/10.70010/aogc9943.
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