# Research

# Book

* Optimal Transport Methods in Economics* (2016). Princeton University Press, 184 pp. Book webpage here.

# Econometrics and statistics

**VECTOR QUANTILES:**

Vector quantile regression beyond correct specification (2016). With Guillaume Carlier and Victor Chernozhukov. Revision requested ** Journal of Multivariate Analysis.** Available here.

A survey of some recent applications of optimal transport methods to econometrics (2016). Forthcoming,

**Available here.**

*Econometrics Journal.*Monge-Kantorovich Depth, Quantiles, Ranks and Signs. With Victor Chernozhukov, Marc Hallin and Marc Henry. Forthcoming,

**Available here.**

*Annals of Statistics.*Vector quantile regression: an optimal transport approach (2016). With Guillaume Carlier and Victor Chernozhukov.

**44 (3), pp. 1165–1192. Available here. Software available here.**

*Annals of Statistics*Local utility and risk aversion (2016). With Arthur Charpentier and Marc Henry.

**41(2), pp. 466—476.**

*Mathematics of Operations Research*Pareto efficiency for the concave order and multivariate comonotonicity (2012). With Guillaume Carlier and Rose-Anne Dana.

*147(1), pp. 207–229. Available here.*

**Journal of Economic Theory**Dual theory of choice with multivariate risks (2012). With Marc Henry.

*147(4), pp. 1501–1516. Available here.*

**Journal of Economic Theory**Comonotonic measures of multivariate risks (2012). With Ivar Ekeland and Marc Henry.

*22 (1), pp. 109-132. Available here.*

**Mathematical Finance****REARRANGEMENT:**

Quantile and Probability Curves without Crossing (2010). With Victor Chernozhukov and Ivan Fernandez-Val. * Econometrica* 78(3), pp. 1093-1125. Available here, slides.

Rearranging Edgeworth-Cornish-Fisher Expansions (2010). With Victor Chernozhukov and Ivan Fernandez-Val.

*42(2), pp. 419-435. Available here.*

**Economic Theory**Improving Point and Interval Estimators of Monotone Functions By Rearrangement (2009). With Victor Chernozhukov and Ivan Fernandez-Val.

*96, pp. 559-575. Available here.*

**Biometrika****PARTIAL IDENTIFICATION:**

Dilation Bootstrap: A methodology for constructing confidence regions with partially identified models (2013). With Marc Henry. * Journal of Econometrics* 177 (1) 109–115. Available here.

Ambiguïté, identification partielle et politique environnementale (2013). With Marc Henry.

*64, 603–613, special issue in the honor of Claude Henry. Available here.*

**Revue économique**Set identification in models with multiple equilibria (2011). With Marc Henry.

*78(4), pp. 1264-1298. Available here.*

**Review of Economic Studies**Optimal transportation and the falsifiability of incompletely specified economic models (2010). With Ivar Ekeland and Marc Henry.

*42(2) pp. 355-374. Available here.*

**Economic Theory**A test of non-identifying restrictions and confidence regions for partially identified parameters (2009). With Marc Henry.

*152(2), pp. 186-196. Available here.*

**Journal of Econometrics**Inference in Incomplete Models (2006). With Marc Henry. Technical report. Available here.

# Microeconomics

**MATCHING MARKETS:**

A theory of decentralized matching markets without transfers, with an application to surge pricing. With Yu-Wei Hsieh. Available here.

Costly Concessions: An Empirical Framework for Matching with Imperfectly Transferable Utility. With Scott Kominers and Simon Weber. Available here.

Like Attract Like? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households. With Edoardo Ciscato and Marion Goussé. Revision requested, * Journal of Political Economy*. Available here. Submitted.

Cupid’s Invisible Hand: Social Surplus and Identification in Matching Models. With Bernard Salanié. Revision requested (2nd round),

*. Available here.*

**Review of Economic Studies**Matching in Closed-Form: Equilibrium, identification, and comparative statics. With Raicho Bojilov. Forthcoming,

*. Available here.*

**Economic Theory**Ordinal and cardinal solution concepts for two-sided matching. With Federico Echenique. Forthcoming,

*. Available here.*

**Games and Economic Behavior**Canonical Correlation and Assortative Matching: A Remark (2015). With Arnaud Dupuy.

**119-120, pp. 375—383. Available here.**

*Annals of Economics and Statistics*Personality traits and the marriage market (2014). With Arnaud Dupuy.

**122 (6), pp. 1271-1319. Winner of the 2015 Edmond Malinvaud prize. Available here.**

*Journal of Political Economy*Identification of Matching Complementarities: A Geometric Viewpoint (2013).

*, vol. 31: Structural Econometric Models, edited by E. Choo and M. Shum.*

**Advances in Econometrics**The Housing Problem and Revealed Preference Theory: Duality and an Application (2013). With Ivar Ekeland.

*54(3), pp. 425–441. Available here.*

**Economic Theory**The Roommate Problem is More Stable than You Think (2012). With Pierre-André Chiappori and Bernard Salanié. Technical report. Available here.

Matching with Trade-offs: Revealed Preferences over Competing Characteristics (2010). With Bernard Salanié. Technical report. Available here.

**DISCRETE CHOICE AND HEDONIC MODELS:**

Single market nonparametric identification of multi-attribute hedonic equilibrium models. With Victor Chernozhukov, Marc Henry, and Brendan Pass. Available here.

Duality in dynamic discrete choice models (2016). With Khai Chiong and Matt Shum. ** Quantitative Economics** 7(1), pp. 83—115. Available here.

Entropy Methods for Identifying Hedonic Models. With Arnaud Dupuy and Marc Henry. Forthcoming in

*, special issue in celebration of Ivar Ekeland’s 70th birthday. Available here.*

**Mathematics and Financial Economics**

# Optimal Transport and Variational Methods

Estimating matching affinity matrix under low-rank constraints. With Arnaud Dupuy and Yifei Sun. Available here.

The Nonlinear Bernstein-Schrodinger Equation in Economics (2015). With Scott Kominers and Simon Weber. Proceedings of the Second Conference “Geometric Science of Information”, F. Nielsen and F. Barbaresco, eds. * Springer Lecture Notes in Computer Sciences* 9389, pp. 51-59. Available here.

Extreme dependence for multivariate data. With Damien Bosc.

**14 (7), pp. 1187-1199. Available here.**

*Quantitative Finance*A stochastic control approach to no-arbitrage bounds given marginals, with an application to Lookback options (2014). With Pierre Henry-Labordere and Nizar Touzi.

*24 (1), pp. 312-336. Available here.*

**Annals of Applied Probability**Variational representations for N-cyclically monotone vector fields (2014). With Nassif Ghoussoub.

**, 269 (2). DOI 10.2140/pjm.2014.269.323. Available here.**

*Pacific Journal of Mathematics*Exponential convergence for a convexifying equation (2012). With Guillaume Carlier.

*18(3), pp. 611–620. Available here.*

**Control, Optimization and Calculus of Variations**From Knothe’s transport to Brenier’s map (2010). With Guillaume Carlier and Filippo Santambrogio.

*41, Issue 6, pp. 2554-2576. Available here.*

**SIAM Journal on Mathematical Analysis**The VaR at Risk (2010).

*13, No. 4, pp. 503-506. Available here.*

**International Journal on Theoretical and Applied Finance**