Clotilde NAPP : Citation Profile


Are you Clotilde NAPP?

Université Paris-Dauphine (Paris IX)

12

H index

19

i10 index

597

Citations

RESEARCH PRODUCTION:

34

Articles

71

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1998 - 2019). See details.
   Cites by year: 28
   Journals where Clotilde NAPP has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 26 (4.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna164
   Updated: 2020-02-16    RAS profile: 2019-09-27    
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Relations with other researchers


Works with:

Nocetti, Diego (6)

Jouini, Elyès (3)

Karehnke, Paul (3)

Breda, Thomas (3)

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

Is cited by:

He, Xuezhong (56)

Shi, Lei (30)

Dindo, Pietro (27)

TREICH, Nicolas (20)

Bottazzi, Giulio (18)

Gollier, Christian (18)

Groom, Ben (16)

Jouini, Elyès (15)

Arrondel, Luc (12)

Galichon, Alfred (10)

Yan, Hongjun (10)

Cites to:

Jouini, Elyès (78)

EECKHOUDT, LOUIS (61)

Gollier, Christian (45)

REY, Beatrice (21)

Kimball, Miles (20)

Schlesinger, Harris (18)

Menegatti, Mario (18)

Nocetti, Diego (17)

Brunnermeier, Markus (13)

Abel, Andrew (13)

Weitzman, Martin (12)

Main data


Where Clotilde NAPP has published?


Journals with more than one article published# docs
Journal of Mathematical Economics5
Economics Letters4
Review of Finance3
Theory and Decision3
Journal of Economic Dynamics and Control2
Journal of Economic Theory2
Economic Modelling2
Management Science2

Working Papers Series with more than one paper published# docs
Post-Print / HAL53
Working Papers / HAL5
Working Papers / Center for Research in Economics and Statistics3
Finance / University Library of Munich, Germany3
IZA Discussion Papers / Institute of Labor Economics (IZA)2

Recent works citing Clotilde NAPP (2019 and 2018)


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

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

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2017Utility maximization problem under transaction costs: optimal dual processes and stability. (2017). Yang, Junjian ; Lin, Yiqing ; Gu, Lingqi. 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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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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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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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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2019Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection. (2019). Zhu, Shushang ; Shi, Yun ; Gao, Jianjun ; Cui, Xiangyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:781-789.

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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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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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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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2019Efficient allocations under law-invariance: A unifying approach. (2019). Svindland, Gregor ; Liebrich, Felix-Benedikt. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:84:y:2019:i:c:p:28-45.

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

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

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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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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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2018A second-generation disappointment aversion theory of decision making under risk. (2018). Blavatskyy, Pavlo. In: Theory and Decision. RePEc:kap:theord:v:84:y:2018:i:1:d:10.1007_s11238-017-9629-5.

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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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2019Comprehensive Measurement of Social Benefits Generated by Public Investment Projects. (2019). ALEKNEVICIENE, Vilija ; Baranauskiene, Jurgita . In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:15:y:2019:i:4:195-210.

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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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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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2017A Simple Skewed Distribution with Asset Pricing Applications. (2017). Karehnke, Paul ; de Roon, Frans. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:6:p:2169-2197..

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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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2017Time consistent behavioral portfolio policy for dynamic mean–variance formulation. (2017). Cui, Xiangyu ; Shi, Yun ; Li, Duan. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:12:d:10.1057_s41274-017-0179-6.

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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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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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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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2017Asset pricing in an imperfect world. (2017). Cassese, Gianluca. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:3:d:10.1007_s00199-016-0999-7.

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2018Long-run heterogeneity in an exchange economy with fixed-mix traders. (2018). Dindo, Pietro ; Giachini, Daniele ; Bottazzi, Giulio. In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:2:d:10.1007_s00199-017-1066-8.

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2019From standard to evolutionary finance: a literature survey. (2019). Holtfort, Thomas . In: Management Review Quarterly. RePEc:spr:manrev:v:69:y:2019:i:2:d:10.1007_s11301-018-0151-9.

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2018Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2018/04.

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2018Rationality and Asset Prices under Belief Heterogeneity. (2018). Giachini, Daniele. In: LEM Papers Series. RePEc:ssa:lemwps:2018/07.

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2019Market selection in large economies: a matter of luck. (2018). Massari, Filippo . In: Theoretical Economics. RePEc:the:publsh:2456.

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2019A general theory of risk apportionment. (2019). Gollier, Christian. In: TSE Working Papers. RePEc:tse:wpaper:122907.

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2018Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele. In: Working Papers. RePEc:ven:wpaper:2018:03.

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Works by Clotilde NAPP:


YearTitleTypeCited
2009Financial Markets Equilibrium with Heterogeneous Agents In: Swiss Finance Institute Research Paper Series.
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paper7
2011Financial Markets Equilibrium with Heterogeneous Agents.(2011) In: Review of Finance.
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This paper has another version. Agregated cites: 7
article
1998Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities In: Working Papers.
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paper0
1998Arbitrage and Investment Opportunities In: Working Papers.
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paper9
1999Arbitrage and Investment Opportunities.(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: 9
paper
2001Arbitrage and Invetsment Opportunities.(2001) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has another version. Agregated cites: 9
paper
1998Contiuous Time Equilibrium Pricing of Nonredundant Assets In: Working Papers.
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paper4
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: 4
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2006Arbitrage with Fixed Costs and Interest Rate Models In: Journal of Financial and Quantitative Analysis.
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2003Arbitrage with fixed costs and interest rate models.(2003) In: Finance.
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This paper has another version. Agregated cites: 0
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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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article32
2008On Abels concept of doubt and pessimism In: Journal of Economic Dynamics and Control.
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article7
2014How to aggregate experts discount rates: An equilibrium approach In: Economic Modelling.
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article3
2015Gurus and belief manipulation In: Economic Modelling.
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article1
2010Gurus and beliefs manipulation.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2008Are more risk averse agents more optimistic? Insights from a rational expectations model In: Economics Letters.
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article4
2013The marginal propensity to consume and multidimensional risk In: Economics Letters.
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article0
2015Subjective expectations and medical testing In: Economics Letters.
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article0
2003A class of models satisfying a dynamical version of the CAPM In: Economics Letters.
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article1
2003Comonotonic processes In: Insurance: Mathematics and Economics.
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article12
2018Stereotypes, underconfidence and decision-making with an application to gender and math In: Journal of Economic Behavior & Organization.
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article0
2010Discounting and divergence of opinion In: Journal of Economic Theory.
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article21
2013On multivariate prudence In: Journal of Economic Theory.
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article2
2001Arbitrage and viability in securities markets with fixed trading costs In: Journal of Mathematical Economics.
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article8
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: 8
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2001Pricing issues with investment flows Applications to market models with frictions In: Journal of Mathematical Economics.
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article5
2003The Dalang-Morton-Willinger theorem under cone constraints In: Journal of Mathematical Economics.
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article22
2005Arbitrage and state price deflators in a general intertemporal framework In: Journal of Mathematical Economics.
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2006Aggregation of heterogeneous beliefs In: Journal of Mathematical Economics.
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article12
2008Are risk agents more optimistic? A Bayesian estimation approach In: Post-Print.
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paper1
2018Societal inequalities amplify gender gaps in math In: Post-Print.
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paper1
2001Pricing Issues with Investment Flows In: Post-Print.
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2001Arbitrage and viability in securities markets with fixed trading costs In: Post-Print.
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paper3
2003The Dalang Morton Willinger Theorem under cone constraints In: Post-Print.
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paper10
2003Comonotonic Processes In: Post-Print.
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paper3
2004Hétérogénéité des croyances, prix du risque et volatilité des marchés In: Post-Print.
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2005Conditional Comonotonicity In: Post-Print.
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2005Arbitrage and state price deflators in a general intertemporal framework In: Post-Print.
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2006Heterogeneous Beliefs and Asset Pricing in Discrete Time In: Post-Print.
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2006Arbitrage with fixed costs and interest rate models In: Post-Print.
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2006Aggregation of Heterogeneous Beliefs 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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2007Consensus consumer and intertemporal asset pricing with heterogeneous beliefs In: Post-Print.
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2006Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence In: Post-Print.
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2007Attentes Stratégiques In: Post-Print.
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2007Financial Markets with Heterogeneous Beliefs In: Post-Print.
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2006Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle déquilibre à anticipations rationnelles In: Post-Print.
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2006Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion In: Post-Print.
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2007Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs In: Post-Print.
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paper0
2006Are risk averse agents more optimistic ? In: Post-Print.
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paper0
2006Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey In: Post-Print.
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paper7
2006Is there a pessimistic bias in individual beliefs ? Evidence from survey dat In: Post-Print.
[Citation analysis]
paper6
2001Arbitrage and viability in securities markets with fixed trading costs In: Post-Print.
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paper6
2003Comonotonic Processes In: Post-Print.
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paper12
2003A class of models satisfying a dynamical version of the CAPM In: Post-Print.
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paper1
2001Market models with frictions : arbitrage and pricing issues In: Post-Print.
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paper0
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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paper0
2006Arbitrage with Fixed Costs and Interest Rate Models In: Post-Print.
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paper0
2006Aggregation of Heterogeneous Beliefs In: Post-Print.
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paper10
2008On Abels Concept of Doubt and Pessimism In: Post-Print.
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2008Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach In: Post-Print.
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paper3
2008Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model In: Post-Print.
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2010Discounting and Divergence of Opinion 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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2010Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff In: Post-Print.
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2012Financial Markets Equilibrium with Heterogeneous Agents In: Post-Print.
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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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paper5
2013On Multivariate Prudence In: Post-Print.
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paper2
2001Arbitrage and investment opportunities In: Post-Print.
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paper5
2012Evolutionary Beliefs and Financial Markets In: Post-Print.
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paper2
2013The marginal propensity to consume and multidimensional risk In: Post-Print.
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paper0
2013Evolutionary beliefs and financial markets In: Post-Print.
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paper2
2013On Portfolio Choice with Savoring and Disappointment In: Post-Print.
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paper0
2014How to aggregate experts discount rates: an equilibrium approach In: Post-Print.
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paper3
2013Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes In: Post-Print.
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paper3
2015Subjective expectations and medical testing In: Post-Print.
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paper0
2015Live fast, die young In: Post-Print.
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paper0
2015Gurus and belief manipulation In: Post-Print.
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paper1
2007Are risk averse agents more optimistic? A Bayesian estimation approach In: Working Papers.
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paper7
2008Are risk-averse agents more optimistic? A Bayesian estimation approach.(2008) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 7
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2007Strategic Beliefs 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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