Elyès Jouini : Citation Profile


Are you Elyès Jouini?

Université Paris-Dauphine (Paris IX)

17

H index

31

i10 index

1379

Citations

RESEARCH PRODUCTION:

59

Articles

143

Papers

1

Chapters

EDITOR:

5

Books edited

RESEARCH ACTIVITY:

   32 years (1988 - 2020). See details.
   Cites by year: 43
   Journals where Elyès Jouini has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 51 (3.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo50
   Updated: 2024-11-04    RAS profile: 2021-01-14    
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Relations with other researchers


Works with:

NAPP, Clotilde (5)

Breda, Thomas (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 (Tony) (51)

Shi, Lei (31)

Dindo, Pietro (26)

Arrondel, Luc (23)

Chateauneuf, Alain (19)

Bottazzi, Giulio (19)

Bianchi, Milo (18)

Galichon, Alfred (17)

Gollier, Christian (14)

NAPP, Clotilde (12)

BONNISSEAU, Jean-Marc (12)

Cites to:

NAPP, Clotilde (65)

EECKHOUDT, LOUIS (33)

Gollier, Christian (32)

Dybvig, Phillip (18)

Dybvig, Philip (18)

Abel, Andrew (14)

Duffie, Darrell (13)

Menegatti, Mario (12)

REY, Beatrice (10)

Weitzman, Martin (10)

Kimball, Miles (9)

Main data


Where Elyès Jouini has published?


Journals with more than one article published# docs
Journal of Mathematical Economics11
Economics Letters6
Journal of Economic Theory4
Finance and Stochastics3
Revue d'Économie Financière3
Theory and Decision3
Mathematical Finance3
Review of Finance3
Economic Modelling2
Journal of Financial and Quantitative Analysis2
Journal of Economic Dynamics and Control2

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

Recent works citing Elyès Jouini (2024 and 2023)


YearTitle of citing document
2023Gender Norms and the Gender Gap in Higher Education. (2023). Huber, Stefanie ; Paule-Paludkiewicz, Hannah. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:253.

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2023A theory for combinations of risk measures. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977.

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2023Wishful Thinking: Persuasion and Polarization. (2020). Daniel, ; Augias, Victor. In: Papers. RePEc:arx:papers:2011.13846.

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2023A Framework for Measures of Risk under Uncertainty. (2021). Wang, Ruodu ; Liu, Yang ; Fadina, Tolulope. In: Papers. RePEc:arx:papers:2110.10792.

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2024Cash-subadditive risk measures without quasi-convexity. (2021). Wang, Ruodu ; Han, Xia ; Xia, Jianming. In: Papers. RePEc:arx:papers:2110.12198.

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2023Non-asymptotic estimation of risk measures using stochastic gradient Langevin dynamics. (2021). Tangpi, Ludovic ; Chu, Jiarui. In: Papers. RePEc:arx:papers:2111.12248.

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2024Risk measurement of joint risk of portfolios: a liquidity shortfall aspect. (2022). Wei, Linxiao ; Hu, Yijun ; Gong, Shuo. In: Papers. RePEc:arx:papers:2212.04848.

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2023Risk sharing with deep neural networks. (2022). Compagnoni, Enea Monzio ; Doldi, Alessandro ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:2212.11752.

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2023Risk sharing, measuring variability, and distortion riskmetrics. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.04034.

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2023On time-consistent equilibrium stopping under aggregation of diverse discount rates. (2023). Zhang, Jiacheng ; Yu, Xiang ; Deng, Shuoqing. In: Papers. RePEc:arx:papers:2302.07470.

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2023Pairwise counter-monotonicity. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.11701.

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2023Elicitability of Return Risk Measures. (2023). Laeven, Roger ; Bellini, Fabio ; Aygun, Mucahit. In: Papers. RePEc:arx:papers:2302.13070.

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2023ESG-coherent risk measures for sustainable investing. (2023). Lindquist, Brent W ; Rachev, Svetlozar T ; Dentcheva, Darinka ; Giacometti, Rosella ; Torri, Gabriele. In: Papers. RePEc:arx:papers:2309.05866.

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2024Set-valued Star-Shaped Risk Measures. (2024). Jiang, Long ; Tian, Dejian ; Nie, Bingchu. In: Papers. RePEc:arx:papers:2402.18014.

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2024Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475.

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2024Allocation Mechanisms in Decentralized Exchange Markets with Frictions. (2024). Principi, Giulio ; Ghossoub, Mario ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2404.10900.

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2024The geometry of consumer preference aggregation. (2024). Ushchev, Philip ; Sandomirskiy, Fedor. In: Papers. RePEc:arx:papers:2405.06108.

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2024Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation. (2024). Vu, Duc Thinh ; Lepinette, Emmanuel. In: Papers. RePEc:arx:papers:2405.06764.

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2023Consensus group decision making under model uncertainty with a view towards environmental policy making. (2023). Yannacopoulos, Athanasios ; Petracou, Electra ; Papayiannis, Georgios I ; Koundouri, Phoebe. In: DEOS Working Papers. RePEc:aue:wpaper:2305.

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2023Long-term care expenditures and investment decisions under uncertainty. (2023). Pierrard, Olivier ; Moura, Alban ; Sanchez, Pablo Garcia. In: BCL working papers. RePEc:bcl:bclwop:bclwp171.

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2023Belief aggregation for representative agent models. (2023). Zimper, Alexander. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:309-342.

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2023Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486.

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2023Long-term care expenditures and investment decisions under uncertainty. (2023). Pierrard, Olivier ; Garcia Sanchez, Pablo ; Marchiori, Luca. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2023006.

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2023Extended gradient of convex function and capital allocation. (2023). Grechuk, Bogdan. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:429-437.

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2023Adjusted Rényi entropic Value-at-Risk. (2023). Hu, Taizhong ; Xia, Zichao ; Wu, Qinyu ; Zou, Zhenfeng. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:255-268.

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2023Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347.

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2023Optimal multivariate financial decision making. (2023). Vanduffel, Steven ; de Gennaro, L ; Bernard, C. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:468-483.

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2023Inf-convolution and optimal allocations for mixed-VaRs. (2023). Hu, Taizhong ; Zou, Zhenfeng ; Xia, Zichao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:156-164.

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2024Adjusted higher-order expected shortfall. (2024). Hu, Taizhong ; Zou, Zhenfeng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:1-12.

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2024Random distortion risk measures. (2024). Yang, Jingping ; Xia, Chenxi ; Jiang, Fan ; Zang, Xin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:51-73.

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2023Predicting cross-national sex differences in large-scale assessments of students reading literacy, mathematics, and science achievement: Evidence from PIRLS and TIMSS. (2023). Pietschnig, Jakob ; Steininger, Benedikt ; Schock, Laura S ; Fries, Jonathan ; Oberleiter, Sandra. In: Intelligence. RePEc:eee:intell:v:100:y:2023:i:c:s016028962300065x.

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2024Are macroeconomic indices fools gold?. (2024). Nakata, Hiroyuki ; Motolese, Maurizio. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:240-260.

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2023Extrapolative asset pricing. (2023). Liu, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000479.

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2023Institutional investors, heterogeneous benchmarks and the comovement of asset prices. (2023). Hodor, Idan ; Buffa, Andrea M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:352-381.

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2023Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244.

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2023Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041.

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2024Gender norms and the gender gap in higher education. (2024). Paule-Paludkiewicz, Hannah ; Huber, Stefanie J. In: Labour Economics. RePEc:eee:labeco:v:87:y:2024:i:c:s0927537123001665.

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2024Managing anticipation and reference-dependent choice. (2024). Kops, Christopher ; Armouti-Hansen, Jesper. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:112:y:2024:i:c:s0304406824000508.

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2023Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes. (2023). Zimper, Alexander. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:125:y:2023:i:c:p:27-41.

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2024Selling options to beat the market: Further empirical evidence. (2024). Serna, Gregorio ; Balbas, Alejandro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002453.

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2024A note on the induction of comonotonic additive risk measures from acceptance sets. (2024). Horta, Eduardo ; Righi, Marcelo B ; Moresco, Marlon R ; Santos, Samuel S. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000130.

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2023The Determinants of Mathematics Achievement: A Gender Perspective Using Multilevel Random Forest. (2023). Soncin, Mara ; Rossi, Lidia ; Mergoni, Anna ; Masci, Chiara ; Lema, Melisa Diaz ; Cannistra, Marta ; Bertoletti, Alice. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:2:p:32-:d:1038751.

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2023.

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2023A Compound Up-and-In Call like Option for Wind Projects Pricing. (2023). Villani, Giovanni ; di Bari, Antonio ; Bufalo, Michele. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:5:p:90-:d:1144622.

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2023An experimental investigation of social risk preferences for health. (2023). van De, Gijs ; L'Haridon, Olivier ; Attema, Arthur E. In: Post-Print. RePEc:hal:journl:hal-04116959.

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2023Gender stereotypes embedded in natural language are stronger in more economically developed and individualistic countries. (2023). Napp, Clotilde. In: Post-Print. RePEc:hal:journl:hal-04316389.

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2023Gender differences in the intention to study math increase with math performance. (2023). Napp, Clotilde ; Jouini, Elyes ; Breda, Thomas. In: Post-Print. RePEc:hal:journl:halshs-04155403.

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2023Gender differences in the intention to study math increase with math performance. (2023). Napp, Clotilde ; Jouini, Elyes ; Breda, Thomas. In: PSE-Ecole d'économie de Paris (Postprint). RePEc:hal:pseptp:halshs-04155403.

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2023A representation of Keyness long-term expectation in financial markets. (2023). Scianna, Giuseppe ; Antonio, Giuliano ; Chateauneuf, Alain ; Basili, Marcello. In: Working Papers. RePEc:hal:wpaper:hal-03999320.

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2023Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real Economy. (2023). Jouini, Elyes. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:4190-4209.

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2023Peer-to-peer risk sharing with an application to flood risk pooling. (2023). Taylor, Stephen ; Liu, Chongda ; Feng, Runhuan. In: Annals of Operations Research. RePEc:spr:annopr:v:321:y:2023:i:1:d:10.1007_s10479-022-04841-x.

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2023Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting. (2023). Vantaggi, Barbara ; Petturiti, Davide ; Cinfrignini, Andrea. In: Annals of Operations Research. RePEc:spr:annopr:v:321:y:2023:i:1:d:10.1007_s10479-022-05126-z.

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2023Fundamental theorem of asset pricing with acceptable risk in markets with frictions. (2023). Munari, Cosimo ; Arduca, Maria. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:3:d:10.1007_s00780-023-00509-x.

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2023.

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2024Same-sex role model effects in education. (2023). Zolitz, Ulf ; Salamanca, Nicolas ; Feld, Jan ; de Gendre, Alexandra. In: ECON - Working Papers. RePEc:zur:econwp:438.

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Elyès Jouini has edited the books:


YearTitleTypeCited

Works by Elyès Jouini:


YearTitleTypeCited
1996Unicité et stabilité de léquilibre dans une économie de production avec règle de tarification marginale: les cas convexe et non-convexe In: Annals of Economics and Statistics.
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article0
1996unicité et stabilité de léquilibre dans une économie de production avec règle de tarfication marginale : les cas convexe et non-convexe.(1996) In: Post-Print.
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This paper has nother version. Agregated cites: 0
paper
2008OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS In: Mathematical Finance.
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article114
2007Optimal Risk Sharing for Law Invariant Monetary Utility Functions.(2007) In: Working Papers.
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paper
1998Investment and Arbitrage Opportunities with Short Sales Constraints In: Mathematical Finance.
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article4
1998Investment and arbitrage opportunities with short sales constraints.(1998) In: Post-Print.
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This paper has nother version. Agregated cites: 4
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1999Viability and Equilibrium in Securities Markets with Frictions In: Mathematical Finance.
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article16
1997Viability and Equilibrium in Securities Markets with Frictions.(1997) In: Working Papers.
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paper
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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1999Viability and equilibrium in securities markets with frictions.(1999) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper
1999Viability and equilibrium in securities markets with frictions.(1999) In: Post-Print.
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paper
2019Tarifer un risque dont l’intensité est diversement perçue In: Revue d'économie financière.
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2009Financial Markets Equilibrium with Heterogeneous Agents In: Swiss Finance Institute Research Paper Series.
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paper55
2012Financial Markets Equilibrium with Heterogeneous Agents.(2012) In: Post-Print.
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2011Financial Markets Equilibrium with Heterogeneous Agents.(2011) In: Review of Finance.
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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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2000Price functionals with bid–ask spreads: an axiomatic approach.(2000) In: Post-Print.
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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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1999Optimal investment with taxes: an optimal control problem with endogeneous delay.(1999) In: Post-Print.
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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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1998Pricing of Non-redundant Derivatives in a Complete Market.(1998) In: Post-Print.
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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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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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2001Efficient Trading Strategies in the Presence of Market Frictions.(2001) In: Post-Print.
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2001Efficient Trading Strategies in the Presence of Market Frictions..(2001) In: The Review of Financial Studies.
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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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2005Equilibrium Pricing in Incomplete Markets.(2005) In: Post-Print.
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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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2003Arbitrage with fixed costs and interest rate models.(2003) In: Finance.
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2020Equilibrium pricing and market completion: a counterexample In: Economics Bulletin.
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2020Equilibrium pricing and market completion: a counterexample.(2020) In: Post-Print.
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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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2014How to aggregate experts discount rates: An equilibrium approach In: Economic Modelling.
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2014How to aggregate experts discount rates: an equilibrium approach.(2014) In: Post-Print.
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2015Gurus and belief manipulation In: Economic Modelling.
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2015Gurus and belief manipulation.(2015) In: Post-Print.
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2010Gurus and beliefs manipulation.(2010) In: Working Papers.
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2008Are more risk averse agents more optimistic? Insights from a rational expectations model In: Economics Letters.
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2001Arbitrage and viability in securities markets with fixed trading costs.(2001) In: Post-Print.
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