Optimal Transport Methods in Economics (2016). Princeton University Press, 184 pp. Book webpage here.
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. Revision requested, Journal of Political Economy. Available here.
On Human Capital and Team Stability. With Pierre-André Chiappori and Bernard Salanié. Revision requested, Journal of Human Capital. 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), Review of Economic Studies. Available here.
Matching in Closed-Form: Equilibrium, identification, and comparative statics. With Raicho Bojilov. Forthcoming, Economic Theory. Available here.
Ordinal and cardinal solution concepts for two-sided matching. With Federico Echenique. Forthcoming, Games and Economic Behavior. Available here.
Canonical Correlation and Assortative Matching: A Remark (2015). With Arnaud Dupuy. Annals of Economics and Statistics 119-120, pp. 375—383. Available here.
Personality traits and the marriage market (2014). With Arnaud Dupuy. Journal of Political Economy 122 (6), pp. 1271-1319. Winner of the 2015 Edmond Malinvaud prize. Available here.
Identification of Matching Complementarities: A Geometric Viewpoint (2013). Advances in Econometrics, vol. 31: Structural Econometric Models, edited by E. Choo and M. Shum.
The Housing Problem and Revealed Preference Theory: Duality and an Application (2013). With Ivar Ekeland. Economic Theory 54(3), pp. 425–441. Available here.
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.
Yogurts choose consumers? Identification of Random Utility Models via Two-Sided Matching. With Odran Bonnet and Matt Shum. 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 Mathematics and Financial Economics, special issue in celebration of Ivar Ekeland’s 70th birthday. Available here.
Econometrics and statistics
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, Econometrics Journal. Available here.
Monge-Kantorovich Depth, Quantiles, Ranks and Signs. With Victor Chernozhukov, Marc Hallin and Marc Henry. Forthcoming, Annals of Statistics. Available here.
Vector quantile regression: an optimal transport approach (2016). With Guillaume Carlier and Victor Chernozhukov. Annals of Statistics 44 (3), pp. 1165–1192. Available here. Software available here.
Local utility and risk aversion (2016). With Arthur Charpentier and Marc Henry. Mathematics of Operations Research 41(2), pp. 466—476.
Pareto efficiency for the concave order and multivariate comonotonicity (2012). With Guillaume Carlier and Rose-Anne Dana. Journal of Economic Theory 147(1), pp. 207–229. Available here.
Dual theory of choice with multivariate risks (2012). With Marc Henry. Journal of Economic Theory 147(4), pp. 1501–1516. Available here.
Comonotonic measures of multivariate risks (2012). With Ivar Ekeland and Marc Henry. Mathematical Finance 22 (1), pp. 109-132. Available here.
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. Economic Theory 42(2), pp. 419-435. Available here.
Improving Point and Interval Estimators of Monotone Functions By Rearrangement (2009). With Victor Chernozhukov and Ivan Fernandez-Val. Biometrika 96, pp. 559-575. Available here.
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. Revue économique 64, 603–613, special issue in the honor of Claude Henry. Available here.
Set identification in models with multiple equilibria (2011). With Marc Henry. Review of Economic Studies 78(4), pp. 1264-1298. Available here.
Optimal transportation and the falsifiability of incompletely specified economic models (2010). With Ivar Ekeland and Marc Henry. Economic Theory 42(2) pp. 355-374. Available here.
A test of non-identifying restrictions and confidence regions for partially identified parameters (2009). With Marc Henry. Journal of Econometrics 152(2), pp. 186-196. Available here.
Inference in Incomplete Models (2006). With Marc Henry. Technical report. Available here.
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 (2014). With Damien Bosc. Quantitative Finance 14 (7), pp. 1187-1199. Available here.
A stochastic control approach to no-arbitrage bounds given marginals, with an application to Lookback options (2014). With Pierre Henry-Labordere and Nizar Touzi. Annals of Applied Probability 24 (1), pp. 312-336. Available here.
Variational representations for N-cyclically monotone vector fields (2014). With Nassif Ghoussoub. Pacific Journal of Mathematics, 269 (2). DOI 10.2140/pjm.2014.269.323. Available here.
Exponential convergence for a convexifying equation (2012). With Guillaume Carlier. Control, Optimization and Calculus of Variations 18(3), pp. 611–620. Available here.
From Knothe’s transport to Brenier’s map (2010). With Guillaume Carlier and Filippo Santambrogio. SIAM Journal on Mathematical Analysis 41, Issue 6, pp. 2554-2576. Available here.
The VaR at Risk (2010). International Journal on Theoretical and Applied Finance 13, No. 4, pp. 503-506. Available here.