11
H index
11
i10 index
560
Citations
Julien Hugonnier : Citation Profile
École Polytechnique Fédérale de Lausanne (EPFL) (47% share) | RESEARCH PRODUCTION: 19 Articles 42 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1999 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Julien Hugonnier. | Is cited by:
| Cites to:
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Main data
Where Julien Hugonnier has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Economics | 3 |
| The Review of Economic Studies | 2 |
| Journal of Economic Theory | 2 |
| Econometrica | 2 |
Recent works citing Julien Hugonnier (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Funding 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. Full description at Econpapers || Download paper |
| 2023 | The continuous-time pre-commitment KMM problem in incomplete markets. (2022). Song, Yilun ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2210.13833. Full description at Econpapers || Download paper |
| 2024 | Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility. (2022). Robertson, Scott ; Detemple, Jerome ; De Temple, Jerome. In: Papers. RePEc:arx:papers:2211.15573. Full description at Econpapers || Download paper |
| 2023 | Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2212.05317. Full description at Econpapers || Download paper |
| 2023 | Decarbonization of financial markets: a mean-field game approach. (2023). Tankov, Peter ; Lavigne, Pierre. In: Papers. RePEc:arx:papers:2301.09163. Full description at Econpapers || Download paper |
| 2023 | Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot. (2023). Jacka, Saul D ; Gupta, Puru. In: Papers. RePEc:arx:papers:2309.16047. Full description at Econpapers || Download paper |
| 2023 | Occupied Processes: Going with the Flow. (2023). Tissot-Daguette, Valentin. In: Papers. RePEc:arx:papers:2311.07936. Full description at Econpapers || Download paper |
| 2023 | Sensitivity of robust optimization problems under drift and volatility uncertainty. (2023). Neufeld, Ariel ; Bartl, Daniel ; Park, Kyunghyun. In: Papers. RePEc:arx:papers:2311.11248. Full description at Econpapers || Download paper |
| 2023 | Conducting Cost Benefit Analysis in Expected Utility Units Using Revealed Social Preferences. (2023). canning, david. In: Working Papers. RePEc:awi:wpaper:0722. Full description at Econpapers || Download paper |
| 2024 | Consumption Descision, Portfolio Choice and Healthcare Irreversible Investment. (2022). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:671. Full description at Econpapers || Download paper |
| 2023 | Pricing 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. Full description at Econpapers || Download paper |
| 2023 | Financial 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. Full description at Econpapers || Download paper |
| 2024 | Agency conflicts, financial constraints, and dynamic q-theory. (2024). Shi, Bangru ; Zhao, Siqi. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300527x. Full description at Econpapers || Download paper |
| 2023 | Target-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. Full description at Econpapers || Download paper |
| 2023 | Health 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. Full description at Econpapers || Download paper |
| 2023 | Optimal 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. Full description at Econpapers || Download paper |
| 2023 | Information 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. Full description at Econpapers || Download paper |
| 2023 | International 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. Full description at Econpapers || Download paper |
| 2023 | Market-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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2024 | Valuing life over the life cycle. (2024). St-Amour, Pascal. In: Journal of Health Economics. RePEc:eee:jhecon:v:93:y:2024:i:c:s0167629623001194. Full description at Econpapers || Download paper |
| 2023 | The effect of capitalization on the competition-stability Nexus: Evidence from dual banking systems. (2023). Temimi, Akram ; Smaoui, Houcem ; Ernaningsih, Indria. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002238. Full description at Econpapers || Download paper |
| 2024 | Non-deposit liability and bank risk-taking: International evidence. (2024). Li, Mengxuan ; Wang, Ting ; Hou, Shuting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000635. Full description at Econpapers || Download paper |
| 2023 | Uniqueness 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. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263. Full description at Econpapers || Download paper |
| 2023 | Accelerability 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. Full description at Econpapers || Download paper |
| 2023 | Debt Renegotiations Outside Distress*. (2023). Westermann, Ramona ; Arnold, Marc. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1183-1228.. Full description at Econpapers || Download paper |
| 2023 | Business Ownership and the Secondary Market. (). Mahone, Zachary. In: Review of Economic Dynamics. RePEc:red:issued:21-169. Full description at Econpapers || Download paper |
| 2024 | Social Optimal Search Intensity in Over-the-Counter Markets. (2024). Liu, Shuo. In: Review of Economic Dynamics. RePEc:red:issued:22-80. Full description at Econpapers || Download paper |
| 2023 | Price 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Can 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. Full description at Econpapers || Download paper |
Works by Julien Hugonnier:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2024 | Perpetual Futures Pricing In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Perpetual Futures Pricing.(2024) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2004 | Optimal investment with random endowments in incomplete markets In: Papers. [Full Text][Citation analysis] | paper | 54 |
| 2022 | Optimal fund menus In: Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | Optimal Fund Menus.(2018) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Optimal fund menus.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Incomplete information, idiosyncratic volatility and stock returns In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Incomplete information, idiosyncratic volatility and stock returns.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2008 | Mutual Fund Competition in the Presence of Dynamic Flows In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Bubbles and multiplicity of equilibria under portfolio constraints In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Health and (other) Asset Holdings In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 64 |
| 2013 | Health and (Other) Asset Holdings.(2013) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
| 2009 | Endogenous completeness of diffusion driven equilibrium markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 32 |
| 2012 | Endogenous Completeness of Diffusion Driven Equilibrium Markets.(2012) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2010 | A structural analysis of the health expenditures and portfolio choices of retired agents In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Capital Supply Uncertainty, Cash Holdings, and Investment In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 71 |
| 2015 | Capital Supply Uncertainty, Cash Holdings, and Investment.(2015) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | article | |
| 2013 | Asset Pricing with Arbitrage Activity In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Asset pricing with arbitrage activity.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2014 | Heterogeneity in Decentralized Asset Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 64 |
| 2019 | Heterogeneity in Decentralized Asset Markets.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2020 | Heterogeneity in Decentralized Asset Markets.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2015 | Heterogeneity in decentralized asset markets.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2019 | Heterogeneity in Decentralized Asset Markets.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2014 | Heterogeneity in Decentralized Asset Markets.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2016 | Heterogeneity in decentralized asset markets.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2022 | Heterogeneity in decentralized asset markets.(2022) In: Theoretical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
| 2014 | Bank Capital, Liquid Reserves, and Insolvency Risk In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 47 |
| 2015 | Bank Capital, Liquid Reserves, and Insolvency Risk.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2017 | Bank capital, liquid reserves, and insolvency risk.(2017) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
| 2018 | Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2020 | Closing down the shop: Optimal health and wealth dynamics near the end of life.(2020) In: Health Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2016 | Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life.(2016) In: Health, Econometrics and Data Group (HEDG) Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2018 | Valuing Life as an Asset, as a Statistic and at Gunpoint In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2022 | Valuing Life as an Asset, as a Statistic and at Gunpoint.(2022) In: The Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2018 | Valuing Life as an Asset, as a Statistic and at Gunpoint.(2018) In: Health, Econometrics and Data Group (HEDG) Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2018 | Frictional Intermediation in Over-the-Counter Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 24 |
| 2018 | Frictional Intermediation in Over-the-Counter Markets.(2018) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2018 | Frictional intermediation in over-the-counter markets.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2019 | Frictional Intermediation in Over-the-Counter Markets.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2018 | Frictional Intermediation in Over-the-counter Markets.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2020 | Frictional Intermediation in Over-the-Counter Markets.(2020) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2019 | Frictional Intermediation in Over-the-Counter Markets.(2019) In: 2019 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2019 | Risk Premia and Lévy Jumps: Theory and Evidence In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Risk Premia and Lévy Jumps: Theory and Evidence*.(2023) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Asset pricing with costly short sales In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Admissible Surplus Dynamics and the Government Debt Puzzle In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 0 | |
| 2004 | A General Formula for Valuing Defaultable Securities In: Econometrica. [Full Text][Citation analysis] | article | 61 |
| 2007 | Corporate control and real investment in incomplete markets In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 47 |
| 2012 | Rational asset pricing bubbles and portfolio constraints In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 33 |
| 2015 | Credit market frictions and capital structure dynamics In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 15 |
| 2007 | Heterogeneous preferences and equilibrium trading volume In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 8 |
| 2007 | Pricing and hedging in the presence of extraneous risks In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 3 |
| 2004 | Investment under Uncertainty and Incomplete Markets In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Growth Options in General Equilibrium: Some Asset Pricing Implications In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Trading Volumes in Dynamically Efficient Markets In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Optimal Debt Dynamics, Issuance Costs, and Commitment In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2006 | Technology adoption under uncertainty in general equilibrium In: 2006 Meeting Papers. [Citation analysis] | paper | 2 |
| 2014 | Decentralized Asset Markets with a Continuum of Types In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team