Elyès Jouini : Citation Profile


Are you Elyès Jouini?

Université Paris-Dauphine (Paris IX)

15

H index

24

i10 index

1000

Citations

RESEARCH PRODUCTION:

60

Articles

149

Papers

1

Chapters

EDITOR:

5

Books edited

RESEARCH ACTIVITY:

   32 years (1988 - 2020). See details.
   Cites by year: 31
   Journals where Elyès Jouini has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 49 (4.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pjo50
   Updated: 2021-10-16    RAS profile: 2021-01-14    
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Relations with other researchers


Works with:

NAPP, Clotilde (10)

Breda, Thomas (7)

Authors registered in RePEc who have co-authored more than one work in the last five years with Elyès Jouini.

Is cited by:

He, Xuezhong (38)

Shi, Lei (26)

Dindo, Pietro (21)

Arrondel, Luc (21)

Galichon, Alfred (18)

Bottazzi, Giulio (18)

Araujo, Aloisio (13)

Gollier, Christian (12)

Chateauneuf, Alain (12)

Mandel, Antoine (12)

NAPP, Clotilde (11)

Cites to:

NAPP, Clotilde (51)

EECKHOUDT, LOUIS (27)

Gollier, Christian (25)

Dybvig, Philip (16)

Dybvig, Phillip (16)

REY, Beatrice (10)

Nocetti, Diego (9)

Kimball, Miles (9)

Weitzman, Martin (9)

Duffie, Darrell (9)

Menegatti, Mario (9)

Main data


Where Elyès Jouini has published?


Journals with more than one article published# docs
Journal of Mathematical Economics11
Economics Letters6
Journal of Economic Theory4
Mathematical Finance4
Revue d'conomie Financire3
Review of Finance3
Finance and Stochastics3
Theory and Decision3
Management Science2
Journal of Economic Dynamics and Control2
Economic Modelling2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
Post-Print / HAL97
Working Papers / Center for Research in Economics and Statistics13
Working Papers / HAL10
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL6
Finance / University Library of Munich, Germany5
PSE-Ecole d'conomie de Paris (Postprint) / HAL3
IZA Discussion Papers / Institute of Labor Economics (IZA)2

Recent works citing Elyès Jouini (2021 and 2020)


YearTitle of citing document
2021Scalar multivariate risk measures with a single eligible asset. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1807.10694.

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2021Law-invariant insurance pricing and its limitations. (2018). Svindland, Gregor ; Munari, Cosimo ; Koch-Medina, Pablo ; Bellini, Fabio. In: Papers. RePEc:arx:papers:1808.00821.

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2021Time consistency for scalar multivariate risk measures. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1810.04978.

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2020Regulator-based risk statistics for portfolios. (2019). Sun, Fei. In: Papers. RePEc:arx:papers:1904.08829.

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2020Asset Pricing with Heterogeneous Beliefs and Illiquidity. (2019). Tan, Xiaowei ; Nutz, Marcel ; Muhle-Karbe, Johannes. In: Papers. RePEc:arx:papers:1905.05730.

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2020Systemic Optimal Risk Transfer Equilibrium. (2019). Meyer-Brandis, Thilo ; Frittelli, Marco ; Fouque, Jean-Pierre ; Doldi, Alessandro ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1907.04257.

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2021Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs. (2019). Xu, Zhikang ; Roux, Alet. In: Papers. RePEc:arx:papers:1909.06260.

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2020Set-Valued Risk Measures as Backward Stochastic Difference Inclusions and Equations. (2019). Feinstein, Zachary ; Ararat, cCaugin . In: Papers. RePEc:arx:papers:1912.06916.

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2021Multivariate Systemic Optimal Risk Transfer Equilibrium. (2019). Frittelli, Marco ; Doldi, Alessandro. In: Papers. RePEc:arx:papers:1912.12226.

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2021Inf-convolution and optimal risk sharing with arbitrary sets of risk measures. (2020). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2003.05797.

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2020Arbitrage concepts under trading restrictions in discrete-time financial markets. (2020). Runggaldier, Wolfgang J ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2006.15563.

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2021Minkowski gauges and deviation measures. (2020). Righi, Marcelo ; Moresco, Marlon ; Horta, Eduardo. In: Papers. RePEc:arx:papers:2007.01414.

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2020Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market. (2020). Mildenhall, Stephen J ; Major, John A. In: Papers. RePEc:arx:papers:2008.12427.

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2021Law-invariant functionals that collapse to the mean. (2020). Svindland, Gregor ; Munari, Cosimo ; Koch-Medina, Pablo ; Bellini, Fabio. In: Papers. RePEc:arx:papers:2009.04144.

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2020Multi-utility representations of incomplete preferences induced by set-valued risk measures. (2020). Munari, Cosimo. In: Papers. RePEc:arx:papers:2009.04151.

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2021Exploiting arbitrage requires short selling. (2020). Tappe, Stefan ; Platen, Eckhard. In: Papers. RePEc:arx:papers:2011.12523.

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2020Insiders and their Free Lunches: the Role of Short Positions. (2020). Dandapani, Aditi ; Coculescu, Delia. In: Papers. RePEc:arx:papers:2012.00359.

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2020Market-consistent pricing with acceptable risk. (2020). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2012.08351.

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2021Influence of risk tolerance on long-term investments: A Malliavin calculus approach. (2021). Park, Hyungbin. In: Papers. RePEc:arx:papers:2104.00911.

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2021Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures. (2021). Svindland, Gregor ; Knispel, Thomas. In: Papers. RePEc:arx:papers:2107.01730.

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2021Automatic Fatou Property of Law-invariant Risk Measures. (2021). Li, Lei ; Leung, Denny ; Gao, Niushan ; Chen, Shengzhong. In: Papers. RePEc:arx:papers:2107.08109.

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2021Risk sharing under heterogeneous beliefs without convexity. (2021). Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2108.05791.

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2020Asset pricing with heterogeneous beliefs and illiquidity. (2020). Tan, Xiaowei ; Nutz, Marcel ; Muhlekarbe, Johannes. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1392-1421.

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2020Effective risk aversion in thin risk‐sharing markets. (2020). Anthropelos, Michail ; Vichos, Georgios ; Kardaras, Constantinos. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1565-1590.

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2021Collective Choice with Heterogeneous Time Preferences. (2021). Pakhnin, Mikhail. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9141.

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2020The Choice Channel of Financial Innovation. (2020). Simsek, Alp ; Nenov, Plamen T ; Iachan, Felipe Saraiva. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14361.

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2021Optimal capital structure, ambiguity aversion, and leverage puzzles. (2021). Liu, Hening ; Duan, Xiaoman ; Cao, Wenbin ; Attaoui, Sami. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001111.

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2021The origins of influence. (2021). Goldbaum, David. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:380-396.

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2021Precautionary saving in mean-variance models and different sources of risk. (2021). Bonilla, Claudio ; Vergara, Marcos. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:280-289.

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2020Is the math gender gap associated with gender equality? Only in low-income countries. (2020). Sanz-De, Anna ; Rodriguez-Planas, Nuria ; Anghel, Brindusa. In: Economics of Education Review. RePEc:eee:ecoedu:v:79:y:2020:i:c:s0272775720305501.

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2021The evolution of gender gaps in numeracy and literacy between childhood and young adulthood. (2021). Paccagnella, Marco ; Choi, Alvaro ; Borgonovi, Francesca. In: Economics of Education Review. RePEc:eee:ecoedu:v:82:y:2021:i:c:s0272775721000388.

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2021A decomposition of general premium principles into risk and deviation. (2021). Schmeck, Maren Diane ; Riedel, Frank ; Nendel, Max. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:193-209.

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2020Convex risk functionals: Representation and applications. (2020). Wang, Ruodu ; Lemieux, Christiane ; Cai, Jun ; Liu, Fangda. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:66-79.

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2020Is the inf-convolution of law-invariant preferences law-invariant?. (2020). Wang, Ruodu ; Liu, Peng ; Wei, Linxiao . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:144-154.

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2020Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models. (2020). Yao, Jing ; Shushi, Tomer. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:178-186.

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2020Characterizing optimal allocations in quantile-based risk sharing. (2020). Wei, Yunran ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:288-300.

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2020Prevention efforts, insurance demand and price incentives under coherent risk measures. (2020). Kazi-Tani, Nabil ; Santibaez, Nicolas Hernandez ; Bensalem, Sarah. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:369-386.

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2021Law-invariant functionals that collapse to the mean. (2021). Koch-Medina, Pablo ; Bellini, Fabio ; Svindland, Gregor ; Munari, Cosimo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:83-91.

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2020Societal level gender inequalities amplify gender gaps in problem solving more than in academic disciplines. (2020). Borgonovi, Francesca ; Greiff, Samuel. In: Intelligence. RePEc:eee:intell:v:79:y:2020:i:c:s0160289619302041.

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2020A population level analysis of the gender gap in mathematics: Results on over 13 million children using the INVALSI dataset. (2020). Toffalini, E ; Martini, A ; Cornoldi, C ; Giofre, D. In: Intelligence. RePEc:eee:intell:v:81:y:2020:i:c:s0160289620300453.

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2021Where do I stand? Assessing researchers’ beliefs about their productivity. (2021). Rocco, Lorenzo ; Checchi, Daniele ; Brunello, Giorgio ; Bertoni, Marco. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:61-80.

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2020Weighted discounting—On group diversity, time-inconsistency, and consequences for investment. (2020). Ebert, Sebastian ; Yu, Xun ; Wei, Wei. In: Journal of Economic Theory. RePEc:eee:jetheo:v:189:y:2020:i:c:s0022053118305295.

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2021Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216.

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2020On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation. (2020). Balakrishnan, Narayanaswamy ; Roozegar, Roohollah ; Jamalizadeh, Ahad. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:177:y:2020:i:c:s0047259x19304087.

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2021Gender bias in performance evaluations: The impact of gender quotas. (2021). Hugelschafer, Sabine ; Neschen, Albena. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:85:y:2021:i:c:s0167487021000210.

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2021Positive gender congruency effects on shopper responses: Field evidence from a gender egalitarian culture. (2021). Borau, Sylvie ; Samuelsson, Peter ; Bhatnagar, Roopali ; Otterbring, Tobias. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:63:y:2021:i:c:s0969698921003040.

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2020Intensity of preferences for bivariate risk apportionment. (2020). Crainich, David ; le Courtois, Olivier ; Eeckhoudt, Louis. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:88:y:2020:i:c:p:153-160.

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2020Market selection with an endogenous state. (2020). Norman, Thomas ; Thomas, . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:91:y:2020:i:c:p:51-59.

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2021Arbitrage concepts under trading restrictions in discrete-time financial markets. (2021). Runggaldier, Wolfgang J ; Fontana, Claudio. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:92:y:2021:i:c:p:66-80.

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2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates. (2020). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard ; Cao, Shuo. In: Staff Reports. RePEc:fip:fednsr:88406.

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2020Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696.

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2021Fair Utilitarianism. (2017). Zuber, Stéphane ; Fleurbaey, Marc. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01441070.

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2021Fair Utilitarianism. (2017). Zuber, Stephane ; Fleurbaey, Marc. In: Post-Print. RePEc:hal:journl:halshs-01441070.

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2020Financial literacy and French behaviour on the stock market. (2020). Arrondel, Luc. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02505320.

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2020Indifference Pricing in Reinsurance Using Coherent Monetary Criteria. (2018). Kazi-Tani, Nabil. In: Working Papers. RePEc:hal:wpaper:hal-01742638.

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2021Dynamic programming principle and computable prices in financial market models with transaction costs.. (2021). Vu, Duc ; Lepinette, Emmanuel. In: Working Papers. RePEc:hal:wpaper:hal-03284655.

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2020Financial literacy and French behaviour on the stock market. (2020). Arrondel, Luc. In: Working Papers. RePEc:hal:wpaper:halshs-02505320.

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2021Preparing for the tax reform: the risky French households portfolio in 2018. (2021). Coffinet, Jerome ; Arrondel, Luc. In: Working Papers. RePEc:hal:wpaper:halshs-03322577.

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2020Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds. (2020). Karehnke, Paul ; de Roon, Frans. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5969-5989.

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2020Anticipatory Consumptions. (2020). Guo, Liang. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:8:p:3717-3734.

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2020Financial Expectations and Household Consumption: Does Middle Inflation Matter?. (2020). Harris, Mark N ; Brown, Sarah ; Taylor, Karl ; Spencer, Christopher . In: IZA Discussion Papers. RePEc:iza:izadps:dp13023.

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2020Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs. (2020). Brown, Martin ; Zastawniak, Tomasz. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:3:d:10.1007_s10436-020-00367-z.

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2021Two price economic equilibria and financial market bid/ask prices. (2021). Siu, Tak Kuen ; Madan, Dilip B ; Elliott, Robert J. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:1:d:10.1007_s10436-020-00377-x.

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2021Discounting, Disagreement, and the Option to Delay. (2021). Guthrie, Graeme. In: Environmental & Resource Economics. RePEc:kap:enreec:v:80:y:2021:i:1:d:10.1007_s10640-021-00580-y.

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2020The theory of precautionary saving: an overview of recent developments. (2020). Magnani, Marco ; Menegatti, Mario ; Baiardi, Donatella. In: Review of Economics of the Household. RePEc:kap:reveho:v:18:y:2020:i:2:d:10.1007_s11150-019-09460-3.

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2021Put–call parity and generalized neo-additive pricing rules. (2021). Lefort, Jean-Philippe ; Lecuyer, Emy. In: Theory and Decision. RePEc:kap:theord:v:90:y:2021:i:3:d:10.1007_s11238-020-09775-z.

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2020Preventing Controversial Catastrophes. (2020). Hollifield, Burton ; Baker, Steven D ; Osambela, Emilio. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:10:y:2020:i:1:p:1-60..

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2021Set optimization of set-valued risk measures. (2021). Rocca, Matteo ; Mastrogiacomo, Elisa. In: Annals of Operations Research. RePEc:spr:annopr:v:296:y:2021:i:1:d:10.1007_s10479-020-03541-8.

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2020Quantifying the potential scale of mitigation deterrence from greenhouse gas removal techniques. (2020). McLaren, Duncan. In: Climatic Change. RePEc:spr:climat:v:162:y:2020:i:4:d:10.1007_s10584-020-02732-3.

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2020Changes in multiplicative risks and optimal portfolio choice: new interpretations and results. (2020). Menegatti, Mario ; Magnani, Marco ; Donno, Marzia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00250-1.

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2021Multi-utility representations of incomplete preferences induced by set-valued risk measures. (2021). Munari, Cosimo. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:1:d:10.1007_s00780-020-00440-5.

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2021Set-valued risk measures as backward stochastic difference inclusions and equations. (2021). Feinstein, Zachary ; Ararat, Ain. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:1:d:10.1007_s00780-020-00445-0.

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2021Elicitability and identifiability of set-valued measures of systemic risk. (2021). Rudloff, Birgit ; Hlavinova, Jana ; Fissler, Tobias. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:1:d:10.1007_s00780-020-00446-z.

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2021Live fast, die young: equilibrium and survival in large economies. (2021). Beddock, Arthur ; Jouini, Elyes. In: Economic Theory. RePEc:spr:joecth:v:71:y:2021:i:3:d:10.1007_s00199-020-01268-y.

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2021Price probabilities: a class of Bayesian and non-Bayesian prediction rules. (2021). Massari, Filippo. In: Economic Theory. RePEc:spr:joecth:v:72:y:2021:i:1:d:10.1007_s00199-020-01270-4.

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2021Rationality and asset prices under belief heterogeneity. (2021). Giachini, Daniele. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:1:d:10.1007_s00191-020-00708-1.

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2020A continuous selection for optimal portfolios under convex risk measures does not always exist. (2020). Munari, Cosimo ; Baes, Michel. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:91:y:2020:i:1:d:10.1007_s00186-019-00681-x.

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2020Random optimization on random sets. (2020). Lepinette, Emmanuel. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:91:y:2020:i:1:d:10.1007_s00186-019-00686-6.

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2020Choosing sets: preface to the special issue on set optimization and applications. (2020). Lohne, Andreas ; Hamel, Andreas H. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:91:y:2020:i:1:d:10.1007_s00186-019-00700-x.

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2020Qualitative robustness of set-valued value-at-risk. (2020). Mastrogiacomo, Elisa ; Crespi, Giovanni Paolo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:91:y:2020:i:1:d:10.1007_s00186-020-00707-9.

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2021Shareholder Heterogeneity, Asymmetric Information, and the Equilibrium Manager. (2021). Bianchi, Milo ; Jouini, Elyes ; Dana, Rose-Anne. In: TSE Working Papers. RePEc:tse:wpaper:125178.

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2021Equilibrium CEO Contract with Belief Heterogeneity. (2021). Bianchi, Milo ; Jouini, Elyes ; Dana, Rose-Anne. In: TSE Working Papers. RePEc:tse:wpaper:125984.

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2021Viability and Arbitrage Under Knightian Uncertainty. (2021). Soner, Mete H ; Riedel, Frank ; Burzoni, Matteo. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:3:p:1207-1234.

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2020Bilateral multiple gamma returns: Their risks and rewards. (2020). Wang, King ; Schoutens, Wim ; Madan, Dilip B. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500085.

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2020CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES. (2020). Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Centrone, Francesca. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:23:y:2020:i:01:n:s0219024920500090.

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Elyès Jouini has edited the books:


YearTitleTypeCited

Works by Elyès Jouini:


YearTitleTypeCited
1996Unicité et stabilité de léquilibre dans une économie de production avec règle de tarification marginale: les cas convexe et non-convexe In: Annals of Economics and Statistics.
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1996unicité et stabilité de léquilibre dans une économie de production avec règle de tarfication marginale : les cas convexe et non-convexe.(1996) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2008OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS In: Mathematical Finance.
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article83
2007Optimal Risk Sharing for Law Invariant Monetary Utility Functions.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 83
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1995ARBITRAGE IN SECURITIES MARKETS WITH SHORT?SALES CONSTRAINTS In: Mathematical Finance.
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1995Arbitrage in securities markets with shortsale constraints.(1995) In: Post-Print.
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This paper has another version. Agregated cites: 67
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1998Investment and Arbitrage Opportunities with Short Sales Constraints In: Mathematical Finance.
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1998Investment and arbitrage opportunities with short sales constraints.(1998) In: Post-Print.
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This paper has another version. Agregated cites: 3
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1999Viability and Equilibrium in Securities Markets with Frictions In: Mathematical Finance.
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1997Viability and Equilibrium in Securities Markets with Frictions.(1997) In: Working Papers.
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This paper has another version. Agregated cites: 11
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1999Viability and Equilibrium in Securities Markets with Frictions.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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This paper has another version. Agregated cites: 11
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1999Viability and equilibrium in securities markets with frictions.(1999) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
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2009Cognitive biases and the representative agent In: Working Papers.
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2006Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey In: Theory and Decision.
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2018The Impact of Health-Related Emotions on Belief Formation and Behavior In: Theory and Decision.
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