Julien Hugonnier : Citation Profile


Are you Julien Hugonnier?

École Polytechnique Fédérale de Lausanne (EPFL) (47% share)
Swiss Finance Institute (47% share)
Centre for Economic Policy Research (CEPR) (6% share)

12

H index

12

i10 index

577

Citations

RESEARCH PRODUCTION:

19

Articles

39

Papers

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 25
   Journals where Julien Hugonnier has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 14 (2.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu645
   Updated: 2024-01-16    RAS profile: 2022-11-06    
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Relations with other researchers


Works with:

Lester, Benjamin (7)

Weill, Pierre-Olivier (6)

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

Is cited by:

Jarrow, Robert (10)

Wang, Neng (10)

Jung, Juergen (7)

Tran, Chung (7)

Michaud, Pierre-Carl (6)

Fonseca, Raquel (6)

Pashchenko, Svetlana (6)

Porapakkarm, Ponpoje (6)

Weill, Pierre-Olivier (6)

Üslü, Semih (6)

Shibata, Takashi (6)

Cites to:

Pavlova, Anna (11)

french, eric (11)

Leland, Hayne (10)

Yogo, Motohiro (9)

Kogan, Leonid (9)

Duffie, Darrell (9)

Jones, John (9)

Rosen, Harvey (9)

De Nardi, Mariacristina (8)

Basak, Suleyman (7)

merton, robert (7)

Main data


Where Julien Hugonnier has published?


Journals with more than one article published# docs
Journal of Financial Economics3
Econometrica2
Review of Economic Studies2
Mathematical Finance2
Journal of Economic Theory2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute17
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
FAME Research Paper Series / International Center for Financial Asset Management and Engineering3
Working Papers / Federal Reserve Bank of Philadelphia3
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Julien Hugonnier (2024 and 2023)


YearTitle of citing document
2023Funding liquidity on bank lending growth: The case of India. (2023). Dagar, Vishal ; Shaikh, Erum ; Tunio, Muhammad Nawaz. In: Journal of Entrepreneurship, Management and Innovation. RePEc:aae:journl:v:19:y:2023:i:4:p:218-239.

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2023The continuous-time pre-commitment KMM problem in incomplete markets. (2022). Song, Yilun ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2210.13833.

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2023Decarbonization of financial markets: a mean-field game approach. (2023). Tankov, Peter ; Lavigne, Pierre. In: Papers. RePEc:arx:papers:2301.09163.

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2023Robust utility maximization with intractable claims. (2023). Yu, Xun ; Xu, Zuo Quan ; Li, Yunhong. In: Papers. RePEc:arx:papers:2304.06938.

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2023Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot. (2023). Jacka, Saul D ; Gupta, Puru. In: Papers. RePEc:arx:papers:2309.16047.

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2023Occupied Processes: Going with the Flow. (2023). Tissot-Daguette, Valentin. In: Papers. RePEc:arx:papers:2311.07936.

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2023Sensitivity of robust optimization problems under drift and volatility uncertainty. (2023). Park, Kyunghyun ; Neufeld, Ariel ; Bartl, Daniel. In: Papers. RePEc:arx:papers:2311.11248.

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2023Conducting Cost Benefit Analysis in Expected Utility Units Using Revealed Social Preferences. (2023). canning, david. In: Working Papers. RePEc:awi:wpaper:0722.

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2023Pricing contingent convertibles with idiosyncratic risk. (2023). Yang, Zhaojun ; Zeng, Pingping ; Wang, Xiaolin. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:660-693.

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2023Financial Risk-Taking under Health Risk. (2023). Drupp, Moritz ; Meya, Jasper N ; Bos, Bjorn ; Quaas, Martin F. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10387.

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2023Target-initiated takeover with search frictions. (2023). Nishihara, Michi. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1480-1497.

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2023Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921.

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2023Optimal financing and investment strategies under asymmetric information on liquidation value. (2023). Shibata, Takashi ; Nishihara, Michi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002898.

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2023Information acquisition costs and credit spreads. (2023). Rettl, Daniel A ; Jaskowski, Marcin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300016x.

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2023International capital markets with interdependent preferences: Theory and empirical evidence. (2023). Curatola, Giuliano ; Dergunov, Ilya. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:403-421.

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2023Market-making with search and information frictions. (2023). Zetlin-Jones, Ariel ; Venkateswaran, Venky ; Shourideh, Ali ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001102.

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2023The limits of multi-dealer platforms. (2023). Wang, Chaojun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:434-450.

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2023Uniqueness in cauchy problems for diffusive real-valued strict local martingales. (2023). Larsen, Kasper ; Etin, Umut. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118743.

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2023Asset Pricing with Heterogeneous Investors and Portfolio Constraints. (2012). Chabakauri, Georgy . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp707.

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2023A Semi-Markov Dynamic Capital Injection Problem for Distressed Banks. (2023). Jiang, Yilun ; Prezioso, Luca ; di Persio, Luca. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:4:p:67-:d:1109915.

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2023Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263.

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2023Accelerability vs. Scalability: R&D Investment Under Financial Constraints and Competition. (2023). Lin, Danmo. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4078-4107.

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2023Debt Renegotiations Outside Distress*. (2023). Westermann, Ramona ; Arnold, Marc. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1183-1228..

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2023Business Ownership and the Secondary Market. (). Mahone, Zachary. In: Review of Economic Dynamics. RePEc:red:issued:21-169.

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2023Price impact in Nash equilibria. (2023). Seppi, Duane J ; Larsen, Kasper ; Choi, Jin Hyuk ; Chen, Xiao. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00499-w.

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2023Robust utility maximisation with intractable claims. (2023). Xu, Zuo Quan ; Li, Yunhong ; Yu, Xun. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:4:d:10.1007_s00780-023-00512-2.

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2023.

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2023Can pensions save lives? Evidence from the introduction of old-age assistance in the UK. (2023). Jager, Philipp. In: Ruhr Economic Papers. RePEc:zbw:rwirep:995.

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Works by Julien Hugonnier:


YearTitleTypeCited
2004Optimal investment with random endowments in incomplete markets In: Papers.
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paper52
2005ON UTILITY?BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS In: Mathematical Finance.
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article34
2022Optimal fund menus In: Mathematical Finance.
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article0
2018Optimal Fund Menus.(2018) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 0
paper
2018Optimal fund menus.(2018) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2008Incomplete information, idiosyncratic volatility and stock returns In: Swiss Finance Institute Research Paper Series.
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paper9
2013Incomplete information, idiosyncratic volatility and stock returns.(2013) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 9
article
2008Mutual Fund Competition in the Presence of Dynamic Flows In: Swiss Finance Institute Research Paper Series.
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paper0
2008Bubbles and multiplicity of equilibria under portfolio constraints In: Swiss Finance Institute Research Paper Series.
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paper2
2009Health and (other) Asset Holdings In: Swiss Finance Institute Research Paper Series.
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paper61
2013Health and (Other) Asset Holdings.(2013) In: Review of Economic Studies.
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This paper has nother version. Agregated cites: 61
article
2009Endogenous completeness of diffusion driven equilibrium markets In: Swiss Finance Institute Research Paper Series.
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paper32
2012Endogenous Completeness of Diffusion Driven Equilibrium Markets.(2012) In: Econometrica.
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This paper has nother version. Agregated cites: 32
article
2010A structural analysis of the health expenditures and portfolio choices of retired agents In: Swiss Finance Institute Research Paper Series.
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paper0
2011Capital Supply Uncertainty, Cash Holdings, and Investment In: Swiss Finance Institute Research Paper Series.
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paper69
2015Capital Supply Uncertainty, Cash Holdings, and Investment.(2015) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 69
article
2013Asset Pricing with Arbitrage Activity In: Swiss Finance Institute Research Paper Series.
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paper2
2015Asset pricing with arbitrage activity.(2015) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 2
article
2014Heterogeneity in Decentralized Asset Markets In: Swiss Finance Institute Research Paper Series.
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paper63
2019Heterogeneity in Decentralized Asset Markets.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 63
paper
2020Heterogeneity in Decentralized Asset Markets.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 63
paper
2015Heterogeneity in decentralized asset markets.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 63
paper
2019Heterogeneity in Decentralized Asset Markets.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 63
paper
2014Heterogeneity in Decentralized Asset Markets.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 63
paper
2016Heterogeneity in decentralized asset markets.(2016) In: 2016 Meeting Papers.
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This paper has nother version. Agregated cites: 63
paper
2022Heterogeneity in decentralized asset markets.(2022) In: Theoretical Economics.
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This paper has nother version. Agregated cites: 63
article
2014Bank Capital, Liquid Reserves, and Insolvency Risk In: Swiss Finance Institute Research Paper Series.
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paper44
2015Bank Capital, Liquid Reserves, and Insolvency Risk.(2015) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 44
paper
2017Bank capital, liquid reserves, and insolvency risk.(2017) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 44
article
2018Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life In: Swiss Finance Institute Research Paper Series.
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paper5
2020Closing down the shop: Optimal health and wealth dynamics near the end of life.(2020) In: Health Economics.
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This paper has nother version. Agregated cites: 5
article
2016Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life.(2016) In: Health, Econometrics and Data Group (HEDG) Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2018Valuing Life as an Asset, as a Statistic and at Gunpoint In: Swiss Finance Institute Research Paper Series.
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paper4
2022Valuing Life as an Asset, as a Statistic and at Gunpoint.(2022) In: The Economic Journal.
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This paper has nother version. Agregated cites: 4
article
2018Valuing Life as an Asset, as a Statistic and at Gunpoint.(2018) In: Health, Econometrics and Data Group (HEDG) Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2018Frictional Intermediation in Over-the-Counter Markets In: Swiss Finance Institute Research Paper Series.
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paper21
2018Frictional Intermediation in Over-the-Counter Markets.(2018) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 21
paper
2018Frictional intermediation in over-the-counter markets.(2018) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 21
paper
2019Frictional Intermediation in Over-the-Counter Markets.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 21
paper
2018Frictional Intermediation in Over-the-counter Markets.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 21
paper
2020Frictional Intermediation in Over-the-Counter Markets.(2020) In: Review of Economic Studies.
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This paper has nother version. Agregated cites: 21
article
2019Frictional Intermediation in Over-the-Counter Markets.(2019) In: 2019 Meeting Papers.
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This paper has nother version. Agregated cites: 21
paper
2019Risk Premia and Lévy Jumps: Theory and Evidence In: Swiss Finance Institute Research Paper Series.
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paper0
2022Asset pricing with costly short sales In: Swiss Finance Institute Research Paper Series.
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paper0
Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk In: GSIA Working Papers.
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paper0
2004A General Formula for Valuing Defaultable Securities In: Econometrica.
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article61
2007Corporate control and real investment in incomplete markets In: Journal of Economic Dynamics and Control.
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article47
2012Rational asset pricing bubbles and portfolio constraints In: Journal of Economic Theory.
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article33
2015Credit market frictions and capital structure dynamics In: Journal of Economic Theory.
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article15
2007Heterogeneous preferences and equilibrium trading volume In: Journal of Financial Economics.
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article8
2007Pricing and hedging in the presence of extraneous risks In: Stochastic Processes and their Applications.
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article3
2004Investment under Uncertainty and Incomplete Markets In: FAME Research Paper Series.
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paper3
2005Growth Options in General Equilibrium: Some Asset Pricing Implications In: FAME Research Paper Series.
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paper2
2005Trading Volumes in Dynamically Efficient Markets In: FAME Research Paper Series.
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paper0
2020Optimal Debt Dynamics, Issuance Costs, and Commitment In: Working Paper Series.
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paper4
2006Technology adoption under uncertainty in general equilibrium In: 2006 Meeting Papers.
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paper2
2014Decentralized Asset Markets with a Continuum of Types In: 2014 Meeting Papers.
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paper0
1999THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES In: International Journal of Theoretical and Applied Finance (IJTAF).
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article1

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