Elyès Jouini : Citation Profile


Are you Elyès Jouini?

Université Paris-Dauphine (Paris IX)

14

H index

20

i10 index

843

Citations

RESEARCH PRODUCTION:

47

Articles

76

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   25 years (1988 - 2013). See details.
   Cites by year: 33
   Journals where Elyès Jouini has often published
   Relations with other researchers
   Recent citing documents: 115.    Total self citations: 38 (4.31 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pjo50
   Updated: 2019-10-15    RAS profile: 2013-12-25    
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Relations with other researchers


Works with:

NAPP, Clotilde (6)

Nocetti, Diego (5)

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 (40)

Shi, Lei (26)

NAPP, Clotilde (24)

Dindo, Pietro (20)

Galichon, Alfred (17)

Bottazzi, Giulio (13)

BONNISSEAU, Jean-Marc (11)

Araujo, Aloisio (9)

TREICH, Nicolas (8)

Gollier, Christian (8)

Anthropelos, Michail (7)

Cites to:

NAPP, Clotilde (43)

EECKHOUDT, LOUIS (29)

Gollier, Christian (18)

Dybvig, Philip (14)

Dybvig, Phillip (14)

Duffie, Darrell (12)

REY, Beatrice (10)

Nocetti, Diego (9)

Menegatti, Mario (9)

Kimball, Miles (9)

Weitzman, Martin (8)

Main data


Where Elyès Jouini has published?


Journals with more than one article published# docs
Journal of Mathematical Economics11
Economics Letters5
Mathematical Finance4
Revue d'conomie Financire3
Review of Finance3
Journal of Economic Theory3
Finance and Stochastics3
Journal of Economic Dynamics and Control2
Theory and Decision2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
Post-Print / HAL33
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) / HAL3

Recent works citing Elyès Jouini (2018 and 2017)


YearTitle of citing document
2017Set-valued shortfall and divergence risk measures. (2017). Hamel, Andreas H. ; Ararat, Ccaugin ; Rudloff, Birgit. In: Papers. RePEc:arx:papers:1405.4905.

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2017Multivariate Shortfall Risk Allocation and Systemic Risk. (2017). Armenti, Yannick ; Papapantoleon, Antonis ; Drapeau, Samuel ; Crepey, Stephane. In: Papers. RePEc:arx:papers:1507.05351.

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2017Duality formulas for robust pricing and hedging in discrete time. (2017). Cheridito, Patrick ; Tangpi, Ludovic ; Kupper, Michael. In: Papers. RePEc:arx:papers:1602.06177.

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2018Existence of a Radner equilibrium in a model with transaction costs. (2018). Weston, Kim . In: Papers. RePEc:arx:papers:1702.01706.

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2017Model Spaces for Risk Measures. (2017). Svindland, Gregor ; Liebrich, Felix-Benedikt. In: Papers. RePEc:arx:papers:1703.01137.

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2019Incorporating statistical model error into the calculation of acceptability prices of contingent claims. (2018). Glanzer, Martin ; Ch, Georg. In: Papers. RePEc:arx:papers:1703.05709.

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2018Multivariate Geometric Expectiles. (2018). Herrmann, Klaus ; Mailhot, Melina ; Hofert, Marius. In: Papers. RePEc:arx:papers:1704.01503.

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2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2018Effective risk aversion in thin risk-sharing markets. (2018). Anthropelos, Michail ; Vichos, Georgios ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1707.05096.

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2018Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must be the Sets Induced by Value-at-Risk. (2018). He, Xuedong ; Peng, Xianhua . In: Papers. RePEc:arx:papers:1707.05596.

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2017Some No-Arbitrage Rules For Converging Asset Prices under Short-Sales Constraints. (2017). Coculescu, Delia ; Jeanblanc, Monique. In: Papers. RePEc:arx:papers:1709.09252.

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2017Utility maximization problem under transaction costs: optimal dual processes and stability. (2017). Gu, Lingqi ; Yang, Junjian ; Lin, Yiqing. In: Papers. RePEc:arx:papers:1710.04363.

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2018How local in time is the no-arbitrage property under capital gains taxes ?. (2018). Kuhn, Christoph. In: Papers. RePEc:arx:papers:1802.06386.

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2019Scalar multivariate risk measures with a single eligible asset. (2018). Feinstein, Zachary ; Rudloff, Birgit. In: Papers. RePEc:arx:papers:1807.10694.

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

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2019Continuous-time Duality for Super-replication with Transient Price Impact. (2018). Bank, Peter ; Dolinsky, Yan. In: Papers. RePEc:arx:papers:1808.09807.

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2018Risk sharing for capital requirements with multidimensional security markets. (2018). Liebrich, Felix-Benedikt ; Svindland, Gregor. In: Papers. RePEc:arx:papers:1809.10015.

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2019Time consistency for scalar multivariate risk measures. (2018). Feinstein, Zachary ; Rudloff, Birgit. In: Papers. RePEc:arx:papers:1810.04978.

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2018The Fatou property of law-invariant risk measures. (2018). Tantrawan, Made ; Leung, Denny H. In: Papers. RePEc:arx:papers:1810.10374.

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2018Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing. (2018). Stadje, Mitja. In: Papers. RePEc:arx:papers:1811.09615.

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2018Monetary Measures of Risk. (2018). Hamel, Andreas H. In: Papers. RePEc:arx:papers:1812.04354.

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2019A convex duality approach for pricing contingent claims under partial information and short selling constraints. (2019). Dahl, Kristina Rognlien. In: Papers. RePEc:arx:papers:1902.10492.

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2019Loss-based risk statistics with set-valued analysis. (2019). Sun, Fei. In: Papers. RePEc:arx:papers:1904.08829.

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2019Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs. (2019). Zastawniak, Tomasz ; Brown, Martin. In: Papers. RePEc:arx:papers:1905.01859.

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2019Asset 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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2019A simple approach to dual representations of systemic risk measures. (2019). Munari, Cosimo ; Koch-Medina, Pablo ; Arduca, Maria. In: Papers. RePEc:arx:papers:1906.10933.

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2019Systemic 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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2018Doubly Reflected BSDEs and $\mathcal{E}$$^Æ’$-Dynkin games: beyond the right-continuous case. (2018). Grigorova, Miryana ; Ouknine, Youssef ; Quenez, Marie-Claire ; Imkeller, Peter. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:598.

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2018SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST. (2018). Hughston, Lane P ; Brody, Dorje C. In: Mathematical Finance. RePEc:bla:mathfi:v:28:y:2018:i:1:p:306-334.

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2017Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12056.

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2017Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?. (2017). Bhamra, Harjoat ; Uppal, Raman. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12415.

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2018Golden options in financial mathematics. (2018). Aparicio, Raquel Balbas ; de la Corte, Alejandro Balbas. In: INDEM - Working Paper Business Economic Series. RePEc:cte:idrepe:27672.

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2017RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES. (2017). Boonen, Tim J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:47:y:2017:i:01:p:303-329_00.

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2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:180-201.

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2017Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish. (2017). Massari, Filippo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:190-205.

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2018Herding, social network and volatility. (2018). Wang, Guocheng. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:74-81.

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2018A quantile correlated random coefficients panel data model. (2018). Hahn, Jinyong ; Graham, Bryan ; Powell, James L ; Poirier, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:305-335.

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2017Health and portfolio choices: A diffidence approach. (2017). EECKHOUDT, LOUIS ; Crainich, David ; le Courtois, Olivier. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:1:p:273-279.

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2018Volunteering under population uncertainty. (2018). Winter, Fabian ; Hillenbrand, Adrian. In: Games and Economic Behavior. RePEc:eee:gamebe:v:109:y:2018:i:c:p:65-81.

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2017Model spaces for risk measures. (2017). Liebrich, Felix-Benedikt ; Svindland, Gregor. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:150-165.

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2017Pareto-optimal reinsurance arrangements under general model settings. (2017). Cai, Jun ; Wang, Ruodu ; Liu, Haiyan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:24-37.

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2018Solvency II, or how to sweep the downside risk under the carpet. (2018). Weber, Stefan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:191-200.

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2018The average risk sharing problem under risk measure and expected utility theory. (2018). Mao, Tiantian ; Liu, Haiyan ; Hu, Jiuyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:170-179.

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2017Index portfolio and welfare analysis under heterogeneous beliefs. (2017). Shi, Lei ; He, Xuezhong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:64-79.

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2018Financial market structures revealed by pricing rules: Efficient complete markets are prevalent. (2018). Faro, José ; Chateauneuf, Alain ; Araujo, Aloisio. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:257-288.

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2019Survival in speculative markets. (2019). Dindo, Pietro. In: Journal of Economic Theory. RePEc:eee:jetheo:v:181:y:2019:i:c:p:1-43.

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2018Disagreement about inflation and the yield curve. (2018). Heyerdahl-Larsen, Christian ; Gallmeyer, Michael ; Illeditsch, Philipp ; Ehling, Paul. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:459-484.

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2017Prediction market prices under risk aversion and heterogeneous beliefs. (2017). TREICH, Nicolas ; He, Xuezhong. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:70:y:2017:i:c:p:105-114.

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2017The composite iteration algorithm for finding efficient and financially fair risk-sharing rules. (2017). Schumacher, Johannes ; Pazdera, Jaroslav. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:72:y:2017:i:c:p:122-133.

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2018Discounting by committee. (2018). Millner, Antony ; Heal, Geoffrey. In: Journal of Public Economics. RePEc:eee:pubeco:v:167:y:2018:i:c:p:91-104.

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2017Does the equity premium puzzle persist during financial crisis? The case of the French equity market. (2017). Bellelah, M A ; ben Ameur, H ; ben Hafsia, R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:851-866.

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2019Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies. (2019). Liu, Jingzhen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:243-257.

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2017Arbitrage theory for non convex financial market models. (2017). Lepinette, Emmanuel ; Tran, Tuan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:10:p:3331-3353.

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2017Set-valued risk statistics with scenario analysis. (2017). Chen, Yanhong ; Hu, Yijun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:131:y:2017:i:c:p:25-37.

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2018Stein’s lemma for truncated elliptical random vectors. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:297-303.

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2017Stability of the exponential utility maximization problem with respect to preferences. (2017). Xing, Hao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:57213.

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2017Shadow prices for continuous processes. (2017). Czichowsky, Christoph ; Yang, Junjian ; Schachermayer, Walter. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:63370.

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2018Preventing Controversial Catastrophes. (2018). Baker, Steven D ; Osambela, Emilio ; Hollifield, Burton. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-52.

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2017A Robust Approach to Hedging and Pricing in Imperfect Markets. (2017). Gospodinov, Nikolay ; Assa, Hirbod. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:36-:d:105112.

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2017Fair 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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2018A novel multivariate risk measure: the Kendall VaR. (2018). Garcin, Matthieu ; Hassani, Bertrand ; Guegan, Dominique. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01467857.

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2019Artificial Intelligence, Data, Ethics: An Holistic Approach for Risks and Regulation. (2019). Guegan, Dominique ; Bogroff, Alexis. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02181597.

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2017Impact of dependence on some multivariate risk indicators. (2016). Rulliere, Didier ; Said, Khalil ; Maume-Deschamps, Veronique. In: Post-Print. RePEc:hal:journl:hal-01171395.

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2017MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES. (2017). Rulliere, Didier ; Said, Khalil ; Maume-Deschamps, Veronique. In: Post-Print. RePEc:hal:journl:hal-01367277.

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2017Empirical properties of a heterogeneous agent model in large dimensions. (2017). Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-02000726.

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2018Demand For Stocks in the Crisis: France 2004-2014. (2018). Coffinet, Jerome ; Arrondel, Luc. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01785324.

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2017MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES. (2017). Maume-Deschamps, Veronique ; Said, Khalil ; Rulliere, Didier . In: Working Papers. RePEc:hal:wpaper:hal-01367277.

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2018Inf-Convolution of Choquet Integrals and Applications in Optimal Risk Transfer. (2018). Kazi-Tani, Nabil. In: Working Papers. RePEc:hal:wpaper:hal-01742629.

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

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2018Multivariate Shortfall Risk Allocation and Systemic Risk. (2018). Armenti, Yannick ; Papapantoleon, Antonis ; Drapeau, Samuel ; Crepey, Stephane. In: Working Papers. RePEc:hal:wpaper:hal-01764398.

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2018An introduction to multivariate and dynamic risk measures. (2018). Charpentier, Arthur. In: Working Papers. RePEc:hal:wpaper:hal-01831481.

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2019The decision paradoxes motivating Prospect Theory: The prevalence of the paradoxes increases with numerical ability. (2019). Juslin, Peter ; Nilsson, Hkan ; Millroth, Philip. In: Judgment and Decision Making. RePEc:jdm:journl:v:14:y:2019:i:4:p:513-533.

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2019Conic asset pricing and the costs of price fluctuations. (2019). Schoutens, Wim ; Madan, Dilip B. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:1:d:10.1007_s10436-018-0328-1.

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2018New methods in the classical economics of uncertainty: comparing risks. (2018). Kimball, Miles ; Gollier, Christian. In: The Geneva Papers on Risk and Insurance Theory. RePEc:kap:geneva:v:43:y:2018:i:1:d:10.1057_s10713-018-0026-y.

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2019Heterogeneous Impatience of Individual Consumers and Decreasing Impatience of the Representative Consumer. (2019). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:1009.

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2018Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth. (2018). Schenk-Hoppé, Klaus ; Zhitlukhin, M V ; Schenk-Hoppe, K R ; Evstigneev, I V ; Babaei, E. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1816.

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2017Volunteering under Population Uncertainty. (2017). Winter, Fabian ; Hillenbrand, Adrian. In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods. RePEc:mpg:wpaper:2017_12.

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2017Fair Utilitarianism. (2017). Zuber, Stéphane ; Fleurbaey, Marc. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17005.

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2017Fair Utilitarianism. (2017). Zuber, Stéphane ; Fleurbaey, Marc. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17005r.

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2017A novel multivariate risk measure: the Kendall VaR. (2017). Hassani, Bertrand ; Guegan, Dominique ; Garcin, Matthieu. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17008.

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2017Why does household demand for shares decline during the crisis? The French case. (2017). Arrondel, Luc ; Masson, Andre. In: Economie et Statistique / Economics and Statistics. RePEc:nse:ecosta:ecostat_2017_494-495-496_10.

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2018Financial Literacy and Asset Behaviour: Poor Education and Zero for Conduct?. (2018). Arrondel, Luc. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:1:d:10.1057_s41294-018-0053-9.

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2018New methods in the classical economics of uncertainty: comparing risks. (2018). Kimball, Miles S ; Gollier, Christian. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:43:y:2018:i:1:d:10.1057_s10713-018-0026-y.

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2017Fair Utilitarianism. (2017). Zuber, Stéphane ; Fleurbaey, Marc. In: Working Papers. RePEc:pri:metric:088_2017.

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2017Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices. (2017). Hodor, Idan ; Buffa, Andrea . In: 2017 Meeting Papers. RePEc:red:sed017:374.

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2017Synergy effect of cooperative investment. (2017). Grechuk, Bogdan ; Zabarankin, Michael. In: Annals of Operations Research. RePEc:spr:annopr:v:249:y:2017:i:1:d:10.1007_s10479-015-2051-x.

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2017Robust multicriteria risk-averse stochastic programming models. (2017). Liu, Xiao ; Noyan, Nilay ; Kuukyavuz, Simge. In: Annals of Operations Research. RePEc:spr:annopr:v:259:y:2017:i:1:d:10.1007_s10479-017-2526-z.

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2018Are employee stock option exercise decisions better explained through the prospect theory?. (2018). Bahaji, Hamza. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2127-2.

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2019Valuation and pricing of electricity delivery contracts: the producer’s view. (2019). Kovacevic, Raimund M. In: Annals of Operations Research. RePEc:spr:annopr:v:275:y:2019:i:2:d:10.1007_s10479-018-3010-0.

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2018Market consistent valuations with financial imperfection. (2018). Gospodinov, Nikolay ; Assa, Hirbod. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:1:d:10.1007_s10203-018-0207-2.

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2017The scaling limit of superreplication prices with small transaction costs in the multivariate case. (2017). Bank, Peter ; Perkkio, Ari-Pekka ; Dolinsky, Yan. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:2:d:10.1007_s00780-016-0320-4.

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2017Equilibrium in risk-sharing games. (2017). Anthropelos, Michail ; Kardaras, Constantinos. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:3:d:10.1007_s00780-017-0323-9.

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2018Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces. (2018). Gao, Niushan ; Xanthos, Foivos ; Munari, Cosimo ; Leung, Denny. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0357-7.

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2018Risk measures based on behavioural economics theory. (2018). Mao, Tiantian ; Cai, Jun. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0358-6.

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2018Convex duality in optimal investment and contingent claim valuation in illiquid markets. (2018). Pennanen, Teemu ; Perkkio, Ari-Pekka. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:4:d:10.1007_s00780-018-0372-8.

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2019Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices. (2019). Coculescu, Delia ; Jeanblanc, Monique. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:2:d:10.1007_s00780-019-00386-3.

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2017Trust, risk and time preferences: evidence from survey data. (2017). Sestito, Paolo ; de Blasio, Guido ; Albanese, Giuseppe. In: International Review of Economics. RePEc:spr:inrvec:v:64:y:2017:i:4:d:10.1007_s12232-017-0282-7.

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2017A recursive algorithm for multivariate risk measures and a set-valued Bellman’s principle. (2017). Feinstein, Zachary ; Rudloff, Birgit. In: Journal of Global Optimization. RePEc:spr:jglopt:v:68:y:2017:i:1:d:10.1007_s10898-016-0459-8.

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More than 100 citations found, this list is not complete...

Elyès Jouini has edited the books:


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Works by Elyès Jouini:


YearTitleTypeCited
2008OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS In: Mathematical Finance.
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2007Optimal Risk Sharing for Law Invariant Monetary Utility Functions.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 67
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1995ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS In: Mathematical Finance.
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1998Investment and Arbitrage Opportunities with Short Sales Constraints In: Mathematical Finance.
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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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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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2003Production Planning and Inventories Optimization : A Backward Approach in the Convex Storage Cost Case In: Working Papers.
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2008Production planning and inventories optimization: A backward approach in the convex storage cost case.(2008) In: Journal of Mathematical Economics.
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2007Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case.(2007) In: Working Papers.
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2003Production Planning and Inventories Optimization : A Backward Approach in the Convex Storage Cost Case.(2003) In: GE, Growth, Math methods.
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1997Price Functionals with Bid-Ask Spreads : An Axiomatic Approach In: Working Papers.
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2000Price functionals with bid-ask spreads: an axiomatic approach.(2000) In: Journal of Mathematical Economics.
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1999Price Functionals with Bid-Ask Spreads: An Axiomatic Approach.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1997Pricing in Incomplete Markets : An Equilibrium Approach In: Working Papers.
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1997Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay In: Working Papers.
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1997Pricing of Non-redundant Derivatives in a Complete Market In: Working Papers.
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1999Pricing of Non-redundant Derivatives in a Complete Market.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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1998Pricing of Non-redundant Derivatives in a Complete Market.(1998) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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1997Arbitrage and Super-Replication Cost with Convex Constraints In: Working Papers.
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1997Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée In: Working Papers.
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1997Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee.(1997) In: Papiers d'Economie Mathématique et Applications.
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1997Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction In: Working Papers.
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1998Un modele discret et stochastique dinvestissement avec une application aux couts de transaction.(1998) In: Papiers d'Economie Mathématique et Applications.
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1998Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities In: Working Papers.
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1998Arbitrage and Investment Opportunities In: Working Papers.
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1999Arbitrage and Investment Opportunities.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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2001Arbitrage and investment opportunities.(2001) In: Post-Print.
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2001Arbitrage and investment opportunities.(2001) In: Finance and Stochastics.
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1998Contiuous Time Equilibrium Pricing of Nonredundant Assets In: Working Papers.
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1999Continuous Time Equilibrium Pricing of Nonredundant Assets.(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: 2
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1998Efficient Trading Strategies in the Presence of Market Frictions In: Working Papers.
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1999Efficient Trading Strategies in the Presence of Market 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: 14
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2001Efficient Trading Strategies in the Presence of Market Frictions..(2001) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 14
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2005Equilibrium Pricing in Incomplete Markets In: Journal of Financial and Quantitative Analysis.
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2005Equilibrium Pricing in Incomplete Markets.(2005) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2003Equilibrium Pricing in Incomplete Markets.(2003) In: Finance.
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2006Arbitrage with Fixed Costs and Interest Rate Models In: Journal of Financial and Quantitative Analysis.
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2006Arbitrage with fixed costs and interest rate models.(2006) In: Post-Print.
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2006Arbitrage with Fixed Costs and Interest Rate Models.(2006) In: Post-Print.
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2003Arbitrage with fixed costs and interest rate models.(2003) In: Finance.
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2006Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt In: Journal of Economic Dynamics and Control.
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2008On Abels concept of doubt and pessimism In: Journal of Economic Dynamics and Control.
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2008On Abels Concept of Doubt and Pessimism.(2008) In: Post-Print.
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2008Are more risk averse agents more optimistic? Insights from a rational expectations model In: Economics Letters.
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2013The marginal propensity to consume and multidimensional risk In: Economics Letters.
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1992Existence of equilibria in nonconvex economies without free disposal In: Economics Letters.
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1993General equilibrium with producers and brokers : Existence and regularity In: Economics Letters.
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2003A class of models satisfying a dynamical version of the CAPM In: Economics Letters.
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2003A class of models satisfying a dynamical version of the CAPM.(2003) In: Post-Print.
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2003Comonotonic processes In: Insurance: Mathematics and Economics.
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2003Comonotonic Processes.(2003) In: Post-Print.
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This paper has another version. Agregated cites: 14
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2010Discounting and divergence of opinion In: Journal of Economic Theory.
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2010Discounting and Divergence of Opinion.(2010) In: Post-Print.
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This paper has another version. Agregated cites: 22
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2013On multivariate prudence In: Journal of Economic Theory.
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1995Martingales and Arbitrage in Securities Markets with Transaction Costs In: Journal of Economic Theory.
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article147
1988A remark on Clarkes normal cone and the marginal cost pricing rule In: Journal of Mathematical Economics.
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1989A remark on Clarkes normal cone and the marginal cost pricing rule.(1989) In: Journal of Mathematical Economics.
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This paper has another version. Agregated cites: 16
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1993The graph of the Walras correspondence : The production economies case In: Journal of Mathematical Economics.
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2000A discrete stochastic model for investment with an application to the transaction costs case In: Journal of Mathematical Economics.
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2000Optimal investment with taxes: an existence result In: Journal of Mathematical Economics.
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1999Optimal Investment with Taxes: An Existence Result.(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: 4
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2001Arbitrage and control problems in finance: A presentation In: Journal of Mathematical Economics.
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2001Arbitrage and Control Problems in Finance. Presentation..(2001) In: Post-Print.
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2001Arbitrage and viability in securities markets with fixed trading costs In: Journal of Mathematical Economics.
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1999Arbitrage and Viability in Securities Markets with Fixed Trading Costs.(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: 7
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2001Arbitrage and viability in securities markets with fixed trading costs.(2001) In: Post-Print.
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2005Arbitrage and state price deflators in a general intertemporal framework In: Journal of Mathematical Economics.
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2005Arbitrage and state price deflators in a general intertemporal framework.(2005) In: Post-Print.
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This paper has another version. Agregated cites: 6
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2006Aggregation of heterogeneous beliefs In: Journal of Mathematical Economics.
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2006Aggregation of Heterogeneous Beliefs.(2006) In: Post-Print.
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2006Aggregation of Heterogeneous Beliefs.(2006) In: Post-Print.
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This paper has another version. Agregated cites: 12
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2000Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints. In: Papiers d'Economie Mathématique et Applications.
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2004Vector-valued Coherent Risk Measures In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2004Vector-valued coherent risk measures.(2004) In: Finance and Stochastics.
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2005Conditional Comonotonicity In: Post-Print.
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2004Conditional comonotonicity.(2004) In: Decisions in Economics and Finance.
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2006Heterogeneous Beliefs and Asset Pricing in Discrete Time In: Post-Print.
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2006Is there a pessimistic bias in individual beliefs ? Evidence from a simple survey In: Post-Print.
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2004Convergence of utility functions and convergence of optimal strategies In: Post-Print.
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2004Convergence of utility functions and convergence of optimal strategies.(2004) In: Finance and Stochastics.
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This paper has another version. Agregated cites: 19
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2007Consensus consumer and intertemporal asset pricing with heterogeneous beliefs In: Post-Print.
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2007Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs.(2007) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 81
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2003Consensus consumer and intertemporal asset pricing with heterogeneous beliefs.(2003) In: Finance.
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This paper has another version. Agregated cites: 81
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2003Market imperfections , equilibrium and arbitrage In: Post-Print.
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2003Market imperfections, equilibrium and arbitrage.(2003) In: Finance.
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2003Convergence of the equilibrium prices in a family of financial models In: Post-Print.
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2002Arbitrage pricing and equilibrium pricing : compatibility conditions In: Post-Print.
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2004Hétérogénéité des croyances, prix du risque et volatilité des marchés In: Post-Print.
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2004Hétérogénéité des croyances, prix du risque et volatilité des marchés.(2004) In: Revue d'Économie Financière.
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2006Law Invariant Risk Measures Have the Fatou Property In: Post-Print.
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2008Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach In: Post-Print.
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2007Are risk averse agents more optimistic? A Bayesian estimation approach.(2007) In: Working Papers.
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2008Are risk-averse agents more optimistic? A Bayesian estimation approach.(2008) In: Journal of Applied Econometrics.
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2008Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model In: Post-Print.
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2008Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience In: Post-Print.
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2008Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience.(2008) In: Management Science.
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2010Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff In: Post-Print.
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2010Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off.(2010) In: Review of Finance.
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This paper has another version. Agregated cites: 10
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2012Financial Markets Equilibrium with Heterogeneous Agents In: Post-Print.
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2011Financial Markets Equilibrium with Heterogeneous Agents.(2011) In: Review of Finance.
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2012Behavioral biases and representative agent In: Post-Print.
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2012Evolutionary strategic beliefs and financial markets In: Post-Print.
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2013Collective risk aversion In: Post-Print.
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2013Collective risk aversion.(2013) In: Social Choice and Welfare.
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This paper has another version. Agregated cites: 5
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2010Transaction Costs in Financial Models In: Post-Print.
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2007Risques : prise de décision individuelle et collective In: Post-Print.
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2007La crise des subprimes ou lirruption des particuliers dans la sphère financière In: Post-Print.
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2007Efficient Trading Strategies In: Working Papers.
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2007Efficient Trading Strategies with Transaction Costs In: Working Papers.
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2007Strategic Beliefs In: Working Papers.
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2007Equilibrium Pricing Bounds on Option Prices In: Working Papers.
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2008Aggregation of Discount Rates: an Equilibrium Approach In: Working Papers.
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2009Cognitive biases and the representative agent In: Working Papers.
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2010Gurus and beliefs manipulation In: Working Papers.
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2013Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes In: Journal of Risk and Uncertainty.
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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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2012Behavioral biases and the representative agent In: Theory and Decision.
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2013Evolutionary Beliefs and Financial Markets In: Review of Finance.
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1996Produits dérivés, contrôle des risques et réglementation In: Revue d'Économie Financière.
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2004Éditorial In: Revue d'Économie Financière.
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1997Incomplete markets, transaction costs and liquidity effects In: The European Journal of Finance.
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2003No-arbitrage and state price deflators in a general continuous time framework In: Finance.
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