Julien Hugonnier : Citation Profile

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

12

H index

13

i10 index

646

Citations

RESEARCH PRODUCTION:

21

Articles

43

Papers

RESEARCH ACTIVITY:

   26 years (1999 - 2025). See details.
   Cites by year: 24
   Journals where Julien Hugonnier has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 14 (2.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu645
   Updated: 2026-02-07    RAS profile: 2025-07-06    
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Relations with other researchers

Works with:

Weill, Pierre-Olivier (3)

Lester, Benjamin (3)

Jermann, Urban (2)

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

Is cited by:

Wang, Neng (10)

Jarrow, Robert (10)

Weill, Pierre-Olivier (8)

Kospentaris, Ioannis (7)

Tran, Chung (7)

Gabrovski, Miroslav (7)

Jung, Juergen (7)

Pashchenko, Svetlana (6)

Üslü, Semih (6)

Fonseca, Raquel (6)

Michaud, Pierre-Carl (6)

Cites to:

french, eric (12)

Pavlova, Anna (11)

Jones, John (10)

Leland, Hayne (10)

De Nardi, Mariacristina (9)

Rosen, Harvey (9)

Kogan, Leonid (9)

Yogo, Motohiro (9)

Duffie, Darrell (9)

merton, robert (7)

Basak, Suleyman (7)

Main data

Where Julien Hugonnier has published?

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

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute19
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
Working Papers / Federal Reserve Bank of Philadelphia3
NBER Working Papers / National Bureau of Economic Research, Inc3
FAME Research Paper Series / International Center for Financial Asset Management and Engineering3
Papers / arXiv.org2

Recent works citing Julien Hugonnier (2025 and 2024)

YearTitle of citing document
2024Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility. (2024). Detemple, Jerome ; Robertson, Scott. In: Papers. RePEc:arx:papers:2211.15573.

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2025Occupied Processes: Going with the Flow. (2023). Tissot-Daguette, Valentin. In: Papers. RePEc:arx:papers:2311.07936.

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2025Sensitivity of robust optimization problems under drift and volatility uncertainty. (2025). Park, Kyunghyun ; Bartl, Daniel ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2311.11248.

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2024Existence of an equilibrium with limited stock market participation and power utilities. (2024). Guasoni, Paolo ; Larsen, Kasper ; Leoni, Giovanni. In: Papers. RePEc:arx:papers:2402.07185.

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2024A new paradigm of mortality modeling via individual vitality dynamics. (2024). Wang, Zijia ; Zhu, Xiaobai ; Zhou, Kenneth Q. In: Papers. RePEc:arx:papers:2407.15388.

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2024Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics. (2024). Peters, Gareth W ; He, Peilun ; Kordzakhia, Nino ; Shevchenko, Pavel V. In: Papers. RePEc:arx:papers:2412.05889.

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2025Perpetual Demand Lending Pools. (2025). Chitra, Tarun ; Yusubov, Kamil ; Sterle, Luke ; Sheng, Nathan ; Diamandis, Theo. In: Papers. RePEc:arx:papers:2502.06028.

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2025Optimal Capital Structure for Life Insurance Companies Offering Surplus Participation. (2025). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2504.12851.

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2025The value of partial information. (2025). Mostovyi, Oleksii ; Ernst, Philip A. In: Papers. RePEc:arx:papers:2505.08943.

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2025Designing funding rates for perpetual futures in cryptocurrency markets. (2025). Kim, Jae Hyun ; Park, Hyungbin. In: Papers. RePEc:arx:papers:2506.08573.

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2024On a Merton Problem with Irreversible Healthcare Investment. (2024). Zhu, Shihao ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:671.

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2024Optimal design of deferred compensation for bank executives under agency conflicts. (2024). Chen, Linyue ; Tan, Yingxian ; Xu, Mingyu ; Gan, Liu. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:772-792.

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2024A q$q$ Theory of Internal Capital Markets. (2024). Giroud, Xavier ; Dai, Min ; Wang, Neng ; Jiang, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1147-1197.

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2024Leverage Is a Double‐Edged Sword. (2024). Tang, Ke ; Wang, Jingyuan ; Yang, Xuewei ; Subrahmanyam, Avanidhar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:1579-1634.

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2025Health Disasters and Life Cycle Risk Taking. (2025). Bandoni, Emil ; Fugazza, Carolina. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:748.

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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2024The effect of capital empowerment on the lending competence of banks: Evidence from segmental analysis. (2024). Shahrour, Mohamad H. ; Tran, Phu Quang ; Phan, Anh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00001.

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2024Dynamic carbon emission management. (2024). Bustamante, Maria Cecilia ; Zucchi, Francesca. In: Working Paper Series. RePEc:ecb:ecbwps:20242885.

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2024Mergers and acquisitions with private equity intermediation. (2024). Balasubramaniam, Swaminathan ; Lee, Sangmok ; Gomes, Armando. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000737.

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2025Health-behavior link: The impact of health shocks on asset allocation and consumption in older households. (2025). Cang, Han ; Li, Chao ; Zhu, Qixuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1244-1260.

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2024Agency conflicts, financial constraints, and dynamic q-theory. (2024). Zhao, Siqi ; Shi, Bangru. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300527x.

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2025Contagion network, portfolio credit risk, and financial crisis. (2025). Li, Bingqing ; Fu, Michael C ; Wu, Rongwen. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:942-957.

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2025Optimal conversion ratio of contingent capital under issuance constraints. (2025). Zhang, Sijia ; Xia, Xin ; Gan, Liu. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s105752192500050x.

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2024Should Basel-style liquidity requirements be set countercyclically? Evidence from a numerical analysis. (2024). Archibald, Thomas W ; Moreira, Fernando ; Huang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004344.

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2024Regulatory profiling and endogenous benchmarking. (2024). Philippas, Dionisis ; Tziogkidis, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005076.

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2025Does ESG enhance asset quality and funding cost management in banking diversification?. (2025). Kang, Moonsoo ; Baek, Seungho. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401571x.

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2024Search friction, liquidity risk, and bond misallocation. (2024). Liu, Shuo. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000302.

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2025The real side of black swans: Tail risk and corporate investment. (2025). Yang, Liuyong ; Yuan, Jun ; Xu, QI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000883.

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2024Who saves more, the naive or the sophisticated agent?. (2024). Zimper, Alexander ; Groneck, Max ; Ludwig, Alexander. In: Journal of Economic Theory. RePEc:eee:jetheo:v:219:y:2024:i:c:s0022053124000541.

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2024Risk aversion with nothing to lose. (2024). Pegoraro, Stefano. In: Journal of Economic Theory. RePEc:eee:jetheo:v:221:y:2024:i:c:s002205312400108x.

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2024Inventory, market making, and liquidity in OTC markets. (2024). Kargar, Mahyar ; Cohen, Assa ; Weill, Pierre-Olivier ; Lester, Benjamin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:222:y:2024:i:c:s0022053124001236.

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2025Intermediation as rent extraction. (2025). Menzio, Guido ; Wiriadinata, Ursula ; Jarosch, Gregor ; Farboodi, Maryam. In: Journal of Economic Theory. RePEc:eee:jetheo:v:227:y:2025:i:c:s0022053125000754.

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2024When failure is an option: Fragile liquidity in over-the-counter markets. (2024). Schuerhoff, Norman ; Hendershott, Terrence ; Schurhoff, Norman ; Livdan, Dmitry. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000825.

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2025Douglas Gale’s contribution to bargaining and markets. (2025). Gottardi, Piero. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:62:y:2025:i:c:s1042957325000075.

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2025Social genetic insurance: A life-cycle perspective. (2025). Schernberg, Hlne. In: Journal of Health Economics. RePEc:eee:jhecon:v:101:y:2025:i:c:s0167629625000281.

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2024Valuing life over the life cycle. (2024). St-Amour, Pascal. In: Journal of Health Economics. RePEc:eee:jhecon:v:93:y:2024:i:c:s0167629623001194.

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2024Health insurance, agricultural production and investments. (2024). Schroyen, Fred ; Prommawin, Benjapon ; Liu, Kai. In: Journal of Health Economics. RePEc:eee:jhecon:v:97:y:2024:i:c:s0167629624000638.

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2024Adverse selection and search congestion in over-the-counter markets. (2024). Palazzo, Francesco ; Mäkinen, Taneli ; Makinen, Taneli. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000308.

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2024Non-deposit liability and bank risk-taking: International evidence. (2024). Wang, Yizhong ; Hou, Shuting ; Li, Mengxuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000635.

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2024Financial geographic density and corporate financial asset holdings: Evidence from China. (2024). Wang, Ting ; Yang, Liuyong ; Xu, Jiani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001720.

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2025Capital constraint relief and liquidity creation in small and medium-sized banks: Evidence from a quasi-natural experiment in China. (2025). Yu, Weifeng ; Song, Zhihui ; Wu, Huiqi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005684.

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2024The Macroeconomics of Labor, Credit and Financial Market Imperfections. (2024). Lebeau, Lucie ; Kospentaris, Ioannis ; Gabrovski, Miroslav. In: Working Papers. RePEc:fip:feddwp:99019.

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2024Credit Supply and Hedge Fund Performance: Evidence from Prime Broker Surveys. (2024). LI, DAN ; Petrasek, Lubomir ; Monin, Phillip J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-89.

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2024Inventory, Market Making, and Liquidity in OTC Markets. (2024). Weill, Pierre-Olivier ; Lester, Benjamin ; Kargar, Mahyar ; Cohen, Assa. In: Working Papers. RePEc:fip:fedpwp:99245.

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2025Sequential Search for Corporate Bonds. (2025). Lester, Benjamin ; Kargar, Mahyar ; Plante, Sbastien ; Weill, Pierre-Olivier. In: Working Papers. RePEc:fip:fedpwp:99648.

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2025Corporate full-scale hedging and pricing of high-risk growth investment option. (2025). Triki, Ons ; Abid, Fathi. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:3:d:10.1007_s11147-025-09218-3.

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2025A study on the EBA stress test results: influence of bank-, portfolio-, and country-level characteristics. (2025). Tarancn, J ; Surez, N ; Poblacin, J ; Hernndez, J. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-024-00268-5.

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2024Investment analysis of the private firm under different financial arrangements in infrastructure projects. (2024). Fu, Guohua ; Huang, Shanshan ; Ding, Qianxing ; Wang, Bing. In: PLOS ONE. RePEc:plo:pone00:0287418.

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2024Social Optimal Search Intensity in Over-the-Counter Markets. (2024). Liu, Shuo. In: Review of Economic Dynamics. RePEc:red:issued:22-80.

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2024Existence of an equilibrium with limited participation. (2024). Weston, Kim. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:2:d:10.1007_s00780-024-00530-8.

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2025Pricing of contingent claims in large markets. (2025). Siorpaes, Pietro ; Mostovyi, Oleksii. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:1:d:10.1007_s00780-024-00554-0.

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2025Loan Portfolio Management and Liquidity Risk: The Impact of Limited Liability and Haircut. (2025). Chakrabarty, Siddhartha P ; Barik, Deb Narayan. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:3:d:10.1007_s40953-025-00442-0.

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2024Endogenous Realtor Intermediation and Housing Market Liquidity. (2024). Ortego-Marti, Victor ; Kospentaris, Ioannis ; Gabrovski, Miroslav. In: Working Papers. RePEc:ucr:wpaper:202410.

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2025Trading choices. (2025). Sultanum, Bruno ; Siva, Andre C ; Dyskant, Lucas. In: Nova SBE Working Paper Series. RePEc:unl:unlfep:wp675.

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2025The nexus between bank efficiency and leverage. (2025). Baltas, Konstantinos N. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:811-839.

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Works by Julien Hugonnier:

YearTitleTypeCited
2024Perpetual Futures Pricing In: Papers.
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2024Perpetual Futures Pricing.(2024) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2004Optimal investment with random endowments in incomplete markets In: Papers.
[Full Text][Citation analysis]		paper56
2005ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS In: Mathematical Finance.
[Full Text][Citation analysis]		article35
2022Optimal fund menus In: Mathematical Finance.
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2018Optimal Fund Menus.(2018) In: Swiss Finance Institute Research Paper Series.
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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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2013Incomplete information, idiosyncratic volatility and stock returns.(2013) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 11		article
2008Mutual Fund Competition in the Presence of Dynamic Flows In: Swiss Finance Institute Research Paper Series.
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2008Bubbles and multiplicity of equilibria under portfolio constraints In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2009Health and (other) Asset Holdings In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper69
2013Health and (Other) Asset Holdings.(2013) In: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 69		article
2009Endogenous completeness of diffusion driven equilibrium markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper34
2012Endogenous Completeness of Diffusion Driven Equilibrium Markets.(2012) In: Econometrica.
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2010A structural analysis of the health expenditures and portfolio choices of retired agents In: Swiss Finance Institute Research Paper Series.
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2011Capital Supply Uncertainty, Cash Holdings, and Investment In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper75
2015Capital Supply Uncertainty, Cash Holdings, and Investment.(2015) In: The Review of Financial Studies.
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2013Asset Pricing with Arbitrage Activity In: Swiss Finance Institute Research Paper Series.
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2015Asset pricing with arbitrage activity.(2015) In: Journal of Financial Economics.
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2014Heterogeneity in Decentralized Asset Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper70
2019Heterogeneity in Decentralized Asset Markets.(2019) In: CEPR Discussion Papers.
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2020Heterogeneity in Decentralized Asset Markets.(2020) In: CEPR Discussion Papers.
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2015Heterogeneity in decentralized asset markets.(2015) In: Working Papers.
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2019Heterogeneity in Decentralized Asset Markets.(2019) In: Working Papers.
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2014Heterogeneity in Decentralized Asset Markets.(2014) In: NBER Working Papers.
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2016Heterogeneity in decentralized asset markets.(2016) In: 2016 Meeting Papers.
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2022Heterogeneity in decentralized asset markets.(2022) In: Theoretical Economics.
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2014Bank Capital, Liquid Reserves, and Insolvency Risk In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper56
2015Bank Capital, Liquid Reserves, and Insolvency Risk.(2015) In: CEPR Discussion Papers.
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2017Bank capital, liquid reserves, and insolvency risk.(2017) In: Journal of Financial Economics.
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2018Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper7
2020Closing down the shop: Optimal health and wealth dynamics near the end of life.(2020) In: Health Economics.
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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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2018Valuing Life as an Asset, as a Statistic and at Gunpoint In: Swiss Finance Institute Research Paper Series.
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2022Valuing Life as an Asset, as a Statistic and at Gunpoint.(2022) In: The Economic Journal.
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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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2018Frictional Intermediation in Over-the-Counter Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper32
2018Frictional Intermediation in Over-the-Counter Markets.(2018) In: Swiss Finance Institute Research Paper Series.
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2018Frictional intermediation in over-the-counter markets.(2018) In: CEPR Discussion Papers.
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2019Frictional Intermediation in Over-the-Counter Markets.(2019) In: Working Papers.
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2018Frictional Intermediation in Over-the-counter Markets.(2018) In: NBER Working Papers.
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2020Frictional Intermediation in Over-the-Counter Markets.(2020) In: The Review of Economic Studies.
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2019Frictional Intermediation in Over-the-Counter Markets.(2019) In: 2019 Meeting Papers.
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2019Risk Premia and Lévy Jumps: Theory and Evidence In: Swiss Finance Institute Research Paper Series.
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2023Risk Premia and Lévy Jumps: Theory and Evidence*.(2023) In: Journal of Financial Econometrics.
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2022Asset pricing with costly short sales In: Swiss Finance Institute Research Paper Series.
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2025Asset Pricing with Costly Short Sales.(2025) In: Management Science.
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2023Admissible Surplus Dynamics and the Government Debt Puzzle In: Swiss Finance Institute Research Paper Series.
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2025Heterogeneous Beliefs Recovery In: Swiss Finance Institute Research Paper Series.
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Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk In: GSIA Working Papers.
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2004A General Formula for Valuing Defaultable Securities In: Econometrica.
[Full Text][Citation analysis]		article62
2007Corporate control and real investment in incomplete markets In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article48
2012Rational asset pricing bubbles and portfolio constraints In: Journal of Economic Theory.
[Full Text][Citation analysis]		article34
2015Credit market frictions and capital structure dynamics In: Journal of Economic Theory.
[Full Text][Citation analysis]		article17
2007Heterogeneous preferences and equilibrium trading volume In: Journal of Financial Economics.
[Full Text][Citation analysis]		article8
2007Pricing and hedging in the presence of extraneous risks In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article3
2004Investment under Uncertainty and Incomplete Markets In: FAME Research Paper Series.
[Full Text][Citation analysis]		paper3
2005Growth Options in General Equilibrium: Some Asset Pricing Implications In: FAME Research Paper Series.
[Full Text][Citation analysis]		paper2
2005Trading Volumes in Dynamically Efficient Markets In: FAME Research Paper Series.
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2020Optimal Debt Dynamics, Issuance Costs, and Commitment In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2006Technology adoption under uncertainty in general equilibrium In: 2006 Meeting Papers.
[Citation analysis]		paper2
2014Decentralized Asset Markets with a Continuum of Types In: 2014 Meeting Papers.
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1999THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article1

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