Elyès Jouini : Citation Profile


Are you Elyès Jouini?

Université Paris-Dauphine (Paris IX)

16

H index

25

i10 index

1293

Citations

RESEARCH PRODUCTION:

60

Articles

143

Papers

1

Chapters

EDITOR:

5

Books edited

RESEARCH ACTIVITY:

   32 years (1988 - 2020). See details.
   Cites by year: 40
   Journals where Elyès Jouini has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 51 (3.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo50
   Updated: 2022-10-01    RAS profile: 2021-01-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

NAPP, Clotilde (9)

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 (Tony) (48)

Shi, Lei (31)

Dindo, Pietro (26)

Arrondel, Luc (21)

Bottazzi, Giulio (19)

Galichon, Alfred (17)

Chateauneuf, Alain (17)

NAPP, Clotilde (13)

Araujo, Aloisio (13)

Gollier, Christian (12)

BONNISSEAU, Jean-Marc (12)

Cites to:

NAPP, Clotilde (61)

Gollier, Christian (32)

EECKHOUDT, LOUIS (28)

Dybvig, Philip (17)

Dybvig, Phillip (17)

Menegatti, Mario (12)

Duffie, Darrell (11)

Weitzman, Martin (10)

Weitzman, Martin (10)

REY, Beatrice (10)

Abel, Andrew (9)

Main data


Where Elyès Jouini has published?


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

Working Papers Series with more than one paper published# docs
Post-Print / HAL92
Working Papers / Center for Research in Economics and Statistics13
Working Papers / HAL10
Finance / University Library of Munich, Germany5
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL5
PSE-Ecole d'conomie de Paris (Postprint) / HAL3
IZA Discussion Papers / Institute of Labor Economics (IZA)2

Recent works citing Elyès Jouini (2022 and 2021)


YearTitle of citing document
2021Precautionary motives with multiple instruments. (2021). Peter, Richard ; Heinzel, Christoph. In: Working Papers. RePEc:ags:inrasl:316521.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Inf-convolution and optimal risk sharing with arbitrary sets of risk measures. (2020). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2003.05797.

Full description at Econpapers || Download paper

2022Model Uncertainty: A Reverse Approach. (2022). Liebrich, Felix-Benedikt ; Svindland, Gregor ; Maggis, Marco. In: Papers. RePEc:arx:papers:2004.06636.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021A Dual Characterisation of Regulatory Arbitrage for Coherent Risk Measures. (2020). Khan, Nazem ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2009.05498.

Full description at Econpapers || Download paper

2022Exploiting arbitrage requires short selling. (2020). Tappe, Stefan ; Platen, Eckhard. In: Papers. RePEc:arx:papers:2011.12523.

Full description at Econpapers || Download paper

2022Wishful Thinking: Persuasion and Polarization. (2020). Daniel, ; Augias, Victor. In: Papers. RePEc:arx:papers:2011.13846.

Full description at Econpapers || Download paper

2022Insiders and their Free Lunches: the Role of Short Positions. (2020). Dandapani, Aditi ; Coculescu, Delia. In: Papers. RePEc:arx:papers:2012.00359.

Full description at Econpapers || Download paper

2022Market-consistent pricing with acceptable risk. (2020). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2012.08351.

Full description at Econpapers || Download paper

2022Estimation of Tempered Stable L\{e}vy Models of Infinite Variation. (2021). Han, Yuchen ; Gong, Ruoting ; Jos'e E. Figueroa-L'opez, . In: Papers. RePEc:arx:papers:2101.00565.

Full description at Econpapers || Download paper

2021Comonotonic measures of multivariate risks. (2021). Galichon, Alfred ; Henry, Marc ; Ekeland, Ivar. In: Papers. RePEc:arx:papers:2102.04175.

Full description at Econpapers || Download paper

2021Set-Valued Dynamic Risk Measures for Processes and Vectors. (2021). Feinstein, Zachary ; Chen, Yanhong. In: Papers. RePEc:arx:papers:2103.00905.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Automatic Fatou Property of Law-invariant Risk Measures. (2021). Li, Lei ; Leung, Denny ; Gao, Niushan ; Chen, Shengzhong. In: Papers. RePEc:arx:papers:2107.08109.

Full description at Econpapers || Download paper

2022Risk sharing under heterogeneous beliefs without convexity. (2021). Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:2108.05791.

Full description at Econpapers || Download paper

2021On the link between monetary and star-shaped risk measures. (2021). Righi, Marcelo Brutti ; Moresco, Marlon. In: Papers. RePEc:arx:papers:2108.13500.

Full description at Econpapers || Download paper

2021Risk measures induced by efficient insurance contracts. (2021). Zitikis, Ricardas ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2109.00314.

Full description at Econpapers || Download paper

2021A Framework for Measures of Risk under Uncertainty. (2021). Wang, Ruodu ; Liu, Yang ; Fadina, Tolulope. In: Papers. RePEc:arx:papers:2110.10792.

Full description at Econpapers || Download paper

2022Cash-subadditive risk measures without quasi-convexity. (2021). Wang, Ruodu ; Han, Xia ; Xia, Jianming. In: Papers. RePEc:arx:papers:2110.12198.

Full description at Econpapers || Download paper

2021Risk measures beyond frictionless markets. (2021). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2111.08294.

Full description at Econpapers || Download paper

2021Non-asymptotic estimation of risk measures using stochastic gradient Langevin dynamics. (2021). Tangpi, Ludovic ; Chu, Jiarui. In: Papers. RePEc:arx:papers:2111.12248.

Full description at Econpapers || Download paper

2022Efficient Volatility Estimation for L\evy Processes with Jumps of Unbounded Variation. (2022). Han, Yuchen ; Jos'e E. Figueroa-L'opez, ; Boniece, Cooper B. In: Papers. RePEc:arx:papers:2202.00877.

Full description at Econpapers || Download paper

2022Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules. (2022). Cornet, Bernard ; Chateauneuf, Alain ; Bastianello, Lorenzo. In: Papers. RePEc:arx:papers:2203.16292.

Full description at Econpapers || Download paper

2022Risk measures under model uncertainty: a Bayesian viewpoint. (2022). Klein, Irene ; Gazzani, Guido ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:2204.07115.

Full description at Econpapers || Download paper

2022Quasi-Logconvex Measures of Risk. (2022). Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela . In: Papers. RePEc:arx:papers:2208.07694.

Full description at Econpapers || Download paper

2021Heterogeneous preferences, investment, and asset pricing. (2021). Mu, Congming ; Lu, Lei ; Liu, BO ; Yang, Jinqiang. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:4:p:1169-1193.

Full description at Econpapers || Download paper

2021Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

Full description at Econpapers || Download paper

2021Optimal dynamic risk sharing under the time?consistent mean?variance criterion. (2021). Li, Bin ; Landriault, David ; Chen, LV. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:2:p:649-682.

Full description at Econpapers || Download paper

2022Mean??$\rho$ portfolio selection and ?$\rho$?arbitrage for coherent risk measures. (2022). Khan, Nazem ; Herdegen, Martin. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:226-272.

Full description at Econpapers || Download paper

2022Fairness principles for insurance contracts in the presence of default risk. (2022). Delbaen, Freddy ; Coculescu, Delia. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:595-626.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Fiscal Deficits, Bank Credit Risk, and Loan-Loss Provisions. (2021). Gurgel, Felipe Bastos. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:56:y:2021:i:5:p:1537-1589_2.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Dynamic asset pricing in delegated investment: An investigation from the perspective of heterogeneous beliefs of institutional and retail investors. (2022). Yang, Jun ; Bian, Yun ; Xu, SI ; Sheng, Jiliang. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003059.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Risk measures induced by efficient insurance contracts. (2022). Zitikis, Riardas ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:56-65.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Gender differences in equilibrium play and strategic sophistication variability. (2022). Sánchez-Pagés, Santiago ; cubel, maria ; Sanchez-Pages, Santiago. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:287-299.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study. (2021). Tiwari, Aviral ; Roubaud, David ; Lahiani, Amine ; Jena, Sangram Keshari. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002889.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022On the link between monetary and star-shaped risk measures. (2022). Righi, Marcelo Brutti ; Moresco, Marlon Ruoso. In: Statistics & Probability Letters. RePEc:eee:stapro:v:184:y:2022:i:c:s016771522100290x.

Full description at Econpapers || Download paper

2021Are retrospective rail punctuality indicators useful? Evidence from users perceptions. (2021). Blayac, Thierry ; Stephan, Maite. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:146:y:2021:i:c:p:193-213.

Full description at Econpapers || Download paper

2021Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment. (2021). Martin, Ian ; Gao, Can. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108598.

Full description at Econpapers || Download paper

2021The Term Structure of Expectations. (2021). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard ; Preston, Bruce. In: Staff Reports. RePEc:fip:fednsr:93341.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2022Shareholder heterogeneity, asymmetric information, and the equilibrium manager. (2022). Jouini, Elyes ; Dana, Rose-Anne ; Bianchi, Milo. In: Post-Print. RePEc:hal:journl:hal-03693971.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Precautionary motives with multiple instruments. (2021). Peter, Richard ; Heinzel, Christoph. In: Working Papers. RePEc:hal:wpaper:hal-03484875.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Gender and Educational Achievement: Stylized Facts and Causal Evidence. (2021). Devereux, Paul ; Delaney, Judith. In: IZA Discussion Papers. RePEc:iza:izadps:dp14074.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Precautionary motives with multiple instruments. (2021). Peter, Richard ; Christoph, Heinzel. In: Working Papers SMART. RePEc:rae:wpaper:202109.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Pareto efficient buy and hold investment strategies under order book linked constraints. (2022). Balbas, Raquel. In: Annals of Operations Research. RePEc:spr:annopr:v:311:y:2022:i:2:d:10.1007_s10479-021-03942-3.

Full description at Econpapers || Download paper

2022Ramsey rule with forward/backward utility for long-term yield curves modeling. (2022). Mrad, Mohamed ; Hillairet, Caroline ; el Karoui, Nicole. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-022-00370-1.

Full description at Econpapers || Download paper

2021Dynamic Pricing of New Products in Competitive Markets: A Mean-Field Game Approach. (2021). Paraschiv, Corina ; Chenavaz, Regis ; Turinici, Gabriel. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:11:y:2021:i:3:d:10.1007_s13235-020-00369-6.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Scenario-based risk evaluation. (2021). Ziegel, Johanna F ; Wang, Ruodu. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:4:d:10.1007_s00780-021-00460-9.

Full description at Econpapers || Download paper

2021Additive logistic processes in option pricing. (2021). Torricelli, Lorenzo ; Carr, Peter. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:4:d:10.1007_s00780-021-00461-8.

Full description at Econpapers || Download paper

2021Complete and competitive financial markets in a complex world. (2021). Cassese, Gianluca. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:4:d:10.1007_s00780-021-00463-6.

Full description at Econpapers || Download paper

2022Set-valued dynamic risk measures for processes and for vectors. (2022). Feinstein, Zachary ; Chen, Yanhong. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:3:d:10.1007_s00780-022-00476-9.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Competitive equilibria in a comonotone market. (2021). Boonen, Tim J ; Wang, Ruodu ; Liu, Fangda. In: Economic Theory. RePEc:spr:joecth:v:72:y:2021:i:4:d:10.1007_s00199-020-01319-4.

Full description at Econpapers || Download paper

2022Submodular financial markets with frictions. (2022). Cornet, Bernard ; Chateauneuf, Alain. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:2:d:10.1007_s00199-022-01415-7.

Full description at Econpapers || Download paper

2022Shareholder heterogeneity, asymmetric information, and the equilibrium manager. (2022). Jouini, Elyes ; Dana, Rose-Anne ; Bianchi, Milo. In: Economic Theory. RePEc:spr:joecth:v:73:y:2022:i:4:d:10.1007_s00199-021-01349-6.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Strategically biased learning in market interactions. (2022). Bottazzi, Giulio ; Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2022/02.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Gender and Educational Achievement: Stylized Facts and Causal Evidence. (2021). Devereux, Paul ; Delaney, Judith. In: Working Papers. RePEc:ucn:wpaper:202103.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment. (2021). Martin, Ian ; Gao, Can. In: SAFE Working Paper Series. RePEc:zbw:safewp:312.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article0
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.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2008OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS In: Mathematical Finance.
[Full Text][Citation analysis]
article94
2007Optimal Risk Sharing for Law Invariant Monetary Utility Functions.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94
paper
1995ARBITRAGE IN SECURITIES MARKETS WITH SHORT?SALES CONSTRAINTS In: Mathematical Finance.
[Full Text][Citation analysis]
article68
1995Arbitrage in securities markets with shortsale constraints.(1995) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 68
paper
1998Investment and Arbitrage Opportunities with Short Sales Constraints In: Mathematical Finance.
[Full Text][Citation analysis]
article4
1998Investment and arbitrage opportunities with short sales constraints.(1998) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
1999Viability and Equilibrium in Securities Markets with Frictions In: Mathematical Finance.
[Full Text][Citation analysis]
article13
1997Viability and Equilibrium in Securities Markets with Frictions.(1997) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
1999Viability and Equilibrium in Securities Markets with Frictions.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
1999Viability and equilibrium in securities markets with frictions.(1999) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
1999Viability and equilibrium in securities markets with frictions.(1999) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 13
paper
2019Tarifer un risque dont l’intensité est diversement perçue In: Revue d'économie financière.
[Full Text][Citation analysis]
article0
2009Financial Markets Equilibrium with Heterogeneous Agents In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper51
2012Financial Markets Equilibrium with Heterogeneous Agents.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
paper
2011Financial Markets Equilibrium with Heterogeneous Agents.(2011) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51
article
2003Production Planning and Inventories Optimization : A Backward Approach in the Convex Storage Cost Case In: Working Papers.
[Full Text][Citation analysis]
paper2
2008Production planning and inventories optimization: A backward approach in the convex storage cost case.(2008) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2007Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2003Production Planning and Inventories Optimization : A Backward Approach in the Convex Storage Cost Case.(2003) In: GE, Growth, Math methods.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
1997Price Functionals with Bid-Ask Spreads : An Axiomatic Approach In: Working Papers.
[Full Text][Citation analysis]
paper23
2000Price functionals with bid-ask spreads: an axiomatic approach.(2000) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
1999Price Functionals with Bid-Ask Spreads: An Axiomatic Approach.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2000Price functionals with bid–ask spreads: an axiomatic approach.(2000) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 23
paper
1997Pricing in Incomplete Markets : An Equilibrium Approach In: Working Papers.
[Full Text][Citation analysis]
paper0
1997Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay In: Working Papers.
[Full Text][Citation analysis]
paper2
1999Optimal investment with taxes: an optimal control problem with endogeneous delay.(1999) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1997Pricing of Non-redundant Derivatives in a Complete Market In: Working Papers.
[Full Text][Citation analysis]
paper1
1999Pricing of Non-redundant Derivatives in a Complete Market.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1998Pricing of Non-redundant Derivatives in a Complete Market.(1998) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1998Pricing of Non-redundant Derivatives in a Complete Market.(1998) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
1997Arbitrage and Super-Replication Cost with Convex Constraints In: Working Papers.
[Full Text][Citation analysis]
paper0
1997Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée In: Working Papers.
[Full Text][Citation analysis]
paper0
1997Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee.(1997) In: Papiers d'Economie Mathématique et Applications.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1997Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction In: Working Papers.
[Full Text][Citation analysis]
paper0
1998Un modele discret et stochastique dinvestissement avec une application aux couts de transaction.(1998) In: Papiers d'Economie Mathématique et Applications.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1998Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities In: Working Papers.
[Full Text][Citation analysis]
paper0
1998Arbitrage and Investment Opportunities In: Working Papers.
[Full Text][Citation analysis]
paper8
1999Arbitrage and Investment Opportunities.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2001Arbitrage and investment opportunities.(2001) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2001Arbitrage and investment opportunities.(2001) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
1998Contiuous Time Equilibrium Pricing of Nonredundant Assets In: Working Papers.
[Full Text][Citation analysis]
paper2
1999Continuous Time Equilibrium Pricing of Nonredundant Assets.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
1998Efficient Trading Strategies in the Presence of Market Frictions In: Working Papers.
[Full Text][Citation analysis]
paper24
1999Efficient Trading Strategies in the Presence of Market Frictions.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2001Efficient Trading Strategies in the Presence of Market Frictions.(2001) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 24
paper
2001Efficient Trading Strategies in the Presence of Market Frictions..(2001) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 24
article
2005Equilibrium Pricing in Incomplete Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article1
2005Equilibrium Pricing in Incomplete Markets.(2005) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2005Equilibrium Pricing in Incomplete Markets.(2005) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2003Equilibrium Pricing in Incomplete Markets.(2003) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2006Arbitrage with Fixed Costs and Interest Rate Models In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article0
2006Arbitrage with fixed costs and interest rate models.(2006) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006Arbitrage with Fixed Costs and Interest Rate Models.(2006) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2003Arbitrage with fixed costs and interest rate models.(2003) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2020Equilibrium pricing and market completion: a counterexample In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2020Equilibrium pricing and market completion: a counterexample.(2020) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article37
2008On Abels concept of doubt and pessimism In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article7
2008On Abels Concept of Doubt and Pessimism.(2008) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2014How to aggregate experts discount rates: An equilibrium approach In: Economic Modelling.
[Full Text][Citation analysis]
article3
2014How to aggregate experts discount rates: an equilibrium approach.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2015Gurus and belief manipulation In: Economic Modelling.
[Full Text][Citation analysis]
article2
2015Gurus and belief manipulation.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Gurus and beliefs manipulation.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2008Are more risk averse agents more optimistic? Insights from a rational expectations model In: Economics Letters.
[Full Text][Citation analysis]
article6
2013The marginal propensity to consume and multidimensional risk In: Economics Letters.
[Full Text][Citation analysis]
article0
2013The marginal propensity to consume and multidimensional risk.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2015Subjective expectations and medical testing In: Economics Letters.
[Full Text][Citation analysis]
article0
2015Subjective expectations and medical testing.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1992Existence of equilibria in nonconvex economies without free disposal In: Economics Letters.
[Full Text][Citation analysis]
article5
1992Existence of equilibria in nonconvex economies without free disposal.(1992) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
1993General equilibrium with producers and brokers : Existence and regularity In: Economics Letters.
[Full Text][Citation analysis]
article4
1993General equilibrium with producers and brokers Existence and regularity.(1993) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2003A class of models satisfying a dynamical version of the CAPM In: Economics Letters.
[Full Text][Citation analysis]
article1
2003A class of models satisfying a dynamical version of the CAPM.(2003) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2003Comonotonic processes In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article16
2003Comonotonic Processes.(2003) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2018Stereotypes, underconfidence and decision-making with an application to gender and math In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article2
2010Discounting and divergence of opinion In: Journal of Economic Theory.
[Full Text][Citation analysis]
article30
2010Discounting and Divergence of Opinion.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2013On multivariate prudence In: Journal of Economic Theory.
[Full Text][Citation analysis]
article5
2013On Multivariate Prudence.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
1992An index theorem for nonconvex production economies In: Journal of Economic Theory.
[Full Text][Citation analysis]
article14
1992An Index Theorem for Nonconvex Production Economies.(1992) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 14
paper
1995Martingales and Arbitrage in Securities Markets with Transaction Costs In: Journal of Economic Theory.
[Full Text][Citation analysis]
article190
1995Martingale and Arbitrage in securities markets with transaction cost.(1995) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 190
paper
1988A remark on Clarkes normal cone and the marginal cost pricing rule In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article15
1989A remark on Clarkes normal cone and the marginal cost pricing rule.(1989) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
article
1989A REMARK ON CLARKES NORMAL CONE AND THE MARGINAL COST PRICING RULE.(1989) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 15
paper
1993The graph of the Walras correspondence : The production economies case In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article3
1993The graph of the Walras correspondence, The production economies case.(1993) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2000A discrete stochastic model for investment with an application to the transaction costs case In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article1
2000A discrete stochastic model for investment withan application to the transaction costs case.(2000) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2000Optimal investment with taxes: an existence result In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article5
1999Optimal Investment with Taxes: An Existence Result.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2000Optimal investment with taxes: an existence result.(2000) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 5
paper
2001Arbitrage and control problems in finance: A presentation In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article1
2001Arbitrage and Control Problems in Finance. Presentation..(2001) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2001Arbitrage and viability in securities markets with fixed trading costs In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article9
1999Arbitrage and Viability in Securities Markets with Fixed Trading Costs.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2001Arbitrage and viability in securities markets with fixed trading costs.(2001) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2005Arbitrage and state price deflators in a general intertemporal framework In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article9
2005Arbitrage and state price deflators in a general intertemporal framework.(2005) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2006Aggregation of heterogeneous beliefs In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article12
2006Aggregation of Heterogeneous Beliefs.(2006) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2006Aggregation of Heterogeneous Beliefs.(2006) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2000Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints. In: Papiers d'Economie Mathématique et Applications.
[Citation analysis]
paper0
2001Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints.(2001) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2001Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints.(2001) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2004Vector-valued Coherent Risk Measures In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
paper101
2004Vector-valued Coherent Risk Measures.(2004) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 101
paper
2004Vector-valued coherent risk measures.(2004) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 101
article
2008Are risk agents more optimistic? A Bayesian estimation approach In: Post-Print.
[Citation analysis]
paper4
2018Societal inequalities amplify gender gaps in math In: Post-Print.
[Citation analysis]
paper6
2018Societal inequalities amplify gender gaps in math.(2018) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
2019Societal Inequalities Amplify Gender Gaps in Math.(2019) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2016La finance islamique : une finance libre d’intérêt au service de la croissance In: Post-Print.
[Citation analysis]
paper0
2005Conditional Comonotonicity In: Post-Print.
[Full Text][Citation analysis]
paper16
2004Conditional comonotonicity.(2004) In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2006Heterogeneous Beliefs and Asset Pricing in Discrete Time In: Post-Print.
[Full Text][Citation analysis]
paper34
2006Is there a pessimistic bias in individual beliefs ? Evidence from a simple survey In: Post-Print.
[Full Text][Citation analysis]
paper16
2006Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey.(2006) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
2004Convergence of utility functions and convergence of optimal strategies In: Post-Print.
[Full Text][Citation analysis]
paper20
2004Convergence of utility functions and convergence of optimal strategies.(2004) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
article
2007Consensus consumer and intertemporal asset pricing with heterogeneous beliefs In: Post-Print.
[Full Text][Citation analysis]
paper103
2007Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs.(2007) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 103
article
2003Consensus consumer and intertemporal asset pricing with heterogeneous beliefs.(2003) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 103
paper
2006Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence In: Post-Print.
[Citation analysis]
paper2
2007Attentes Stratégiques In: Post-Print.
[Citation analysis]
paper0
2007Financial Markets with Heterogeneous Beliefs In: Post-Print.
[Citation analysis]
paper0
2006Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle déquilibre à anticipations rationnelles In: Post-Print.
[Citation analysis]
paper0
2006Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion In: Post-Print.
[Citation analysis]
paper0
2007Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs In: Post-Print.
[Citation analysis]
paper0
2006Are risk averse agents more optimistic ? In: Post-Print.
[Citation analysis]
paper0
2006Is there a pessimistic bias in individual beliefs ? Evidence from survey dat In: Post-Print.
[Citation analysis]
paper9
2003Market imperfections , equilibrium and arbitrage In: Post-Print.
[Full Text][Citation analysis]
paper2
2003Market imperfections, equilibrium and arbitrage.(2003) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
1997Incomplete markets, transaction costs and liquidity effects In: Post-Print.
[Citation analysis]
paper0
1997Incomplete markets, transaction costs and liquidity effects.(1997) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2000Generalized Lipschitz functions In: Post-Print.
[Citation analysis]
paper0
2001Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach In: Post-Print.
[Citation analysis]
paper2
2001INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH.(2001) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2003Production planning and inventories optimization with a general storage cost function In: Post-Print.
[Citation analysis]
paper0
2003Convergence of the equilibrium prices in a family of financial models In: Post-Print.
[Full Text][Citation analysis]
paper1
1990Functions with constant generalized gradient In: Post-Print.
[Citation analysis]
paper0
1992Structure de lensemble des équilibres dune économie productive In: Post-Print.
[Citation analysis]
paper0
1996Produits dérivés, contrôle des risques et réglementation In: Post-Print.
[Citation analysis]
paper0
1996Produits dérivés, contrôle des risques et réglementation.(1996) In: Revue d'Économie Financière.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1997Arbitrage et imperfections de marché In: Post-Print.
[Citation analysis]
paper0
2001Market models with frictions : arbitrage and pricing issues In: Post-Print.
[Citation analysis]
paper1
2002Arbitrage pricing and equilibrium pricing : compatibility conditions In: Post-Print.
[Full Text][Citation analysis]
paper1
2002ARBITRAGE PRICING AND EQUILIBRIUM PRICING: COMPATIBILITY CONDITIONS.(2002) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
chapter
2004Hétérogénéité des croyances, prix du risque et volatilité des marchés In: Post-Print.
[Full Text][Citation analysis]
paper0
2004Hétérogénéité des croyances, prix du risque et volatilité des marchés.(2004) In: Revue d'Économie Financière.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2006Law Invariant Risk Measures Have the Fatou Property In: Post-Print.
[Full Text][Citation analysis]
paper132
2008Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach In: Post-Print.
[Full Text][Citation analysis]
paper7
2007Are risk averse agents more optimistic? A Bayesian estimation approach.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2008Are risk-averse agents more optimistic? A Bayesian estimation approach.(2008) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2008Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model In: Post-Print.
[Full Text][Citation analysis]
paper4
2008Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience In: Post-Print.
[Full Text][Citation analysis]
paper16
2008Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience.(2008) In: Management Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2010Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff In: Post-Print.
[Full Text][Citation analysis]
paper12
2010Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off.(2010) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2012Behavioral biases and representative agent In: Post-Print.
[Full Text][Citation analysis]
paper3
2012Behavioral biases and the representative agent.(2012) In: Theory and Decision.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2012Evolutionary strategic beliefs and financial markets In: Post-Print.
[Full Text][Citation analysis]
paper1
2013Collective risk aversion In: Post-Print.
[Full Text][Citation analysis]
paper6
2013Collective risk aversion.(2013) In: Social Choice and Welfare.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2011La finance islamique est-elle une finance durable? In: Post-Print.
[Citation analysis]
paper0
2013Efficient portfolios in financial markets with proportional transaction costs In: Post-Print.
[Full Text][Citation analysis]
paper1
2009La Finance Islamique - Une solution à la crise ? In: Post-Print.
[Citation analysis]
paper3
2012Dans lâme des investisseurs In: Post-Print.
[Citation analysis]
paper0
2010Transaction Costs in Financial Models In: Post-Print.
[Full Text][Citation analysis]
paper1
2007Risques : prise de décision individuelle et collective In: Post-Print.
[Full Text][Citation analysis]
paper0
2007La crise des subprimes ou lirruption des particuliers dans la sphère financière In: Post-Print.
[Full Text][Citation analysis]
paper0
2010Paris-Princeton Lectures on Mathematical Finance In: Post-Print.
[Citation analysis]
paper15
2012Evolutionary Beliefs and Financial Markets In: Post-Print.
[Full Text][Citation analysis]
paper5
2013Evolutionary beliefs and financial markets.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2013Evolutionary Beliefs and Financial Markets.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2013On Portfolio Choice with Savoring and Disappointment In: Post-Print.
[Full Text][Citation analysis]
paper5
2014On Portfolio Choice with Savoring and Disappointment.(2014) In: Management Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2013Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes In: Post-Print.
[Full Text][Citation analysis]
paper16
2013Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes.(2013) In: Journal of Risk and Uncertainty.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2015Live fast, die young In: Post-Print.
[Citation analysis]
paper3
2016Live fast, die young.(2016) In: Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2014Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday In: Post-Print.
[Citation analysis]
paper0
2020Gender stereotypes can explain the gender-equality paradox In: Post-Print.
[Citation analysis]
paper3
2020Gender stereotypes can explain the gender-equality paradox.(2020) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2020Gender Stereotypes Can Explain the Gender-Equality Paradox.(2020) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2020Gender stereotypes can explain the gender-equality paradox.(2020) In: Proceedings of the National Academy of Sciences.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2020Live fast, die young: equilibrium and survival in large economies In: Post-Print.
[Citation analysis]
paper0
2020Live fast, die young: equilibrium and survival in large economies.(2020) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2007Efficient Trading Strategies In: Working Papers.
[Full Text][Citation analysis]
paper3
2007Efficient Trading Strategies with Transaction Costs In: Working Papers.
[Full Text][Citation analysis]
paper0
2007Strategic Beliefs In: Working Papers.
[Full Text][Citation analysis]
paper2
2007Equilibrium Pricing Bounds on Option Prices In: Working Papers.
[Full Text][Citation analysis]
paper0
2008Aggregation of Discount Rates: an Equilibrium Approach In: Working Papers.
[Full Text][Citation analysis]
paper0
2009Cognitive biases and the representative agent In: Working Papers.
[Full Text][Citation analysis]
paper0
2006Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey In: Theory and Decision.
[Full Text][Citation analysis]
article16
2018The Impact of Health-Related Emotions on Belief Formation and Behavior In: Theory and Decision.
[Full Text][Citation analysis]
article1
2004Éditorial In: Revue d'Économie Financière.
[Full Text][Citation analysis]
article0
2003No-arbitrage and state price deflators in a general continuous time framework In: Finance.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team