17
H index
31
i10 index
1382
Citations
Université Paris-Dauphine (Paris IX) | 17 H index 31 i10 index 1382 Citations RESEARCH PRODUCTION: 59 Articles 143 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 32 years (1988 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pjo50 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Elyès Jouini. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Gender Norms and the Gender Gap in Higher Education. (2023). Huber, Stefanie ; Paule-Paludkiewicz, Hannah. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:253. Full description at Econpapers || Download paper |
2023 | A theory for combinations of risk measures. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977. Full description at Econpapers || Download paper |
2023 | Wishful Thinking: Persuasion and Polarization. (2020). Daniel, ; Augias, Victor. In: Papers. RePEc:arx:papers:2011.13846. Full description at Econpapers || Download paper |
2023 | A Framework for Measures of Risk under Uncertainty. (2021). Wang, Ruodu ; Liu, Yang ; Fadina, Tolulope. In: Papers. RePEc:arx:papers:2110.10792. Full description at Econpapers || Download paper |
2024 | Cash-subadditive risk measures without quasi-convexity. (2021). Wang, Ruodu ; Han, Xia ; Xia, Jianming. In: Papers. RePEc:arx:papers:2110.12198. Full description at Econpapers || Download paper |
2023 | Non-asymptotic estimation of risk measures using stochastic gradient Langevin dynamics. (2021). Tangpi, Ludovic ; Chu, Jiarui. In: Papers. RePEc:arx:papers:2111.12248. Full description at Econpapers || Download paper |
2024 | Risk measurement of joint risk of portfolios: a liquidity shortfall aspect. (2022). Wei, Linxiao ; Hu, Yijun ; Gong, Shuo. In: Papers. RePEc:arx:papers:2212.04848. Full description at Econpapers || Download paper |
2023 | Risk sharing with deep neural networks. (2022). Compagnoni, Enea Monzio ; Doldi, Alessandro ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:2212.11752. Full description at Econpapers || Download paper |
2023 | Risk sharing, measuring variability, and distortion riskmetrics. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.04034. Full description at Econpapers || Download paper |
2023 | On time-consistent equilibrium stopping under aggregation of diverse discount rates. (2023). Zhang, Jiacheng ; Yu, Xiang ; Deng, Shuoqing. In: Papers. RePEc:arx:papers:2302.07470. Full description at Econpapers || Download paper |
2023 | Pairwise counter-monotonicity. (2023). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2302.11701. Full description at Econpapers || Download paper |
2023 | Elicitability of Return Risk Measures. (2023). Laeven, Roger ; Bellini, Fabio ; Aygun, Mucahit. In: Papers. RePEc:arx:papers:2302.13070. Full description at Econpapers || Download paper |
2023 | ESG-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. Full description at Econpapers || Download paper |
2024 | Set-valued Star-Shaped Risk Measures. (2024). Jiang, Long ; Tian, Dejian ; Nie, Bingchu. In: Papers. RePEc:arx:papers:2402.18014. Full description at Econpapers || Download paper |
2024 | Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475. Full description at Econpapers || Download paper |
2024 | Allocation Mechanisms in Decentralized Exchange Markets with Frictions. (2024). Principi, Giulio ; Ghossoub, Mario ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2404.10900. Full description at Econpapers || Download paper |
2024 | The geometry of consumer preference aggregation. (2024). Ushchev, Philip ; Sandomirskiy, Fedor. In: Papers. RePEc:arx:papers:2405.06108. Full description at Econpapers || Download paper |
2024 | Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation. (2024). Vu, Duc Thinh ; Lepinette, Emmanuel. In: Papers. RePEc:arx:papers:2405.06764. Full description at Econpapers || Download paper |
2023 | Consensus 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. Full description at Econpapers || Download paper |
2023 | Long-term care expenditures and investment decisions under uncertainty. (2023). Pierrard, Olivier ; Moura, Alban ; Sanchez, Pablo Garcia. In: BCL working papers. RePEc:bcl:bclwop:bclwp171. Full description at Econpapers || Download paper |
2023 | Belief 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. Full description at Econpapers || Download paper |
2024 | Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654. Full description at Econpapers || Download paper |
2023 | Beliefs 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. Full description at Econpapers || Download paper |
2023 | Long-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. Full description at Econpapers || Download paper |
2023 | Extended 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. Full description at Econpapers || Download paper |
2023 | Adjusted 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. Full description at Econpapers || Download paper |
2023 | Optimal 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. Full description at Econpapers || Download paper |
2023 | Optimal 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. Full description at Econpapers || Download paper |
2023 | Inf-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. Full description at Econpapers || Download paper |
2024 | Adjusted 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. Full description at Econpapers || Download paper |
2024 | Random 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. Full description at Econpapers || Download paper |
2023 | Predicting 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. Full description at Econpapers || Download paper |
2024 | Are 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. Full description at Econpapers || Download paper |
2023 | Extrapolative asset pricing. (2023). Liu, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000479. Full description at Econpapers || Download paper |
2023 | Institutional 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. Full description at Econpapers || Download paper |
2023 | Asset 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. Full description at Econpapers || Download paper |
2023 | Microstructure 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. Full description at Econpapers || Download paper |
2024 | Gender 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. Full description at Econpapers || Download paper |
2024 | Managing 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. Full description at Econpapers || Download paper |
2023 | Unrealized 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. Full description at Econpapers || Download paper |
2024 | Selling 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. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | An 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. Full description at Econpapers || Download paper |
2023 | Gender 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. Full description at Econpapers || Download paper |
2023 | Gender 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. Full description at Econpapers || Download paper |
2023 | Gender 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Belief 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. Full description at Econpapers || Download paper |
2023 | Peer-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. Full description at Econpapers || Download paper |
2023 | Envelopes 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. Full description at Econpapers || Download paper |
2023 | Fundamental 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | Same-sex role model effects in education. (2023). Zolitz, Ulf ; Salamanca, Nicolas ; Feld, Jan ; de Gendre, Alexandra. In: ECON - Working Papers. RePEc:zur:econwp:438. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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1996 | Unicité 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. [Full Text][Citation analysis] | article | 0 |
1996 | unicité et stabilité de léquilibre dans une économie de production avec règle de tarfication marginale : les cas convexe et non-convexe.(1996) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2008 | OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS In: Mathematical Finance. [Full Text][Citation analysis] | article | 114 |
2007 | Optimal Risk Sharing for Law Invariant Monetary Utility Functions.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
1998 | Investment and Arbitrage Opportunities with Short Sales Constraints In: Mathematical Finance. [Full Text][Citation analysis] | article | 4 |
1998 | Investment and arbitrage opportunities with short sales constraints.(1998) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
1999 | Viability and Equilibrium in Securities Markets with Frictions In: Mathematical Finance. [Full Text][Citation analysis] | article | 16 |
1997 | Viability and Equilibrium in Securities Markets with Frictions.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
1999 | Viability and Equilibrium in Securities Markets with Frictions.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
1999 | Viability and equilibrium in securities markets with frictions.(1999) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
1999 | Viability and equilibrium in securities markets with frictions.(1999) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2019 | Tarifer un risque dont l’intensité est diversement perçue In: Revue d'économie financière. [Full Text][Citation analysis] | article | 0 |
2009 | Financial Markets Equilibrium with Heterogeneous Agents In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 55 |
2012 | Financial Markets Equilibrium with Heterogeneous Agents.(2012) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2011 | Financial Markets Equilibrium with Heterogeneous Agents.(2011) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
2003 | Production Planning and Inventories Optimization : A Backward Approach in the Convex Storage Cost Case In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Production planning and inventories optimization: A backward approach in the convex storage cost case.(2008) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2007 | Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2003 | Production Planning and Inventories Optimization : A Backward Approach in the Convex Storage Cost Case.(2003) In: GE, Growth, Math methods. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1997 | Price Functionals with Bid-Ask Spreads : An Axiomatic Approach In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2000 | Price functionals with bid-ask spreads: an axiomatic approach.(2000) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
1999 | Price Functionals with Bid-Ask Spreads: An Axiomatic Approach.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2000 | Price functionals with bid–ask spreads: an axiomatic approach.(2000) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
1997 | Pricing in Incomplete Markets : An Equilibrium Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Optimal investment with taxes: an optimal control problem with endogeneous delay.(1999) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1997 | Pricing of Non-redundant Derivatives in a Complete Market In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1999 | Pricing of Non-redundant Derivatives in a Complete Market.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1998 | Pricing of Non-redundant Derivatives in a Complete Market.(1998) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1998 | Pricing of Non-redundant Derivatives in a Complete Market.(1998) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1997 | Arbitrage and Super-Replication Cost with Convex Constraints In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee.(1997) In: Papiers d'Economie Mathématique et Applications. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1997 | Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | Un modele discret et stochastique dinvestissement avec une application aux couts de transaction.(1998) In: Papiers d'Economie Mathématique et Applications. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1998 | Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | Arbitrage and Investment Opportunities In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
1999 | Arbitrage and Investment Opportunities.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2001 | Arbitrage and investment opportunities.(2001) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2001 | Arbitrage and investment opportunities.(2001) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
1998 | Contiuous Time Equilibrium Pricing of Nonredundant Assets In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
1999 | Continuous Time Equilibrium Pricing of Nonredundant Assets.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1998 | Efficient Trading Strategies in the Presence of Market Frictions In: Working Papers. [Full Text][Citation analysis] | paper | 26 |
1999 | Efficient Trading Strategies in the Presence of Market Frictions.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2001 | Efficient Trading Strategies in the Presence of Market Frictions.(2001) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2001 | Efficient Trading Strategies in the Presence of Market Frictions..(2001) In: The Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2005 | Equilibrium Pricing in Incomplete Markets In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 2 |
2005 | Equilibrium Pricing in Incomplete Markets.(2005) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2005 | Equilibrium Pricing in Incomplete Markets.(2005) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2003 | Equilibrium Pricing in Incomplete Markets.(2003) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2006 | Arbitrage with Fixed Costs and Interest Rate Models In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
2006 | Arbitrage with Fixed Costs and Interest Rate Models.(2006) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2003 | Arbitrage with fixed costs and interest rate models.(2003) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | Equilibrium pricing and market completion: a counterexample In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2020 | Equilibrium pricing and market completion: a counterexample.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2006 | Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 38 |
2008 | On Abels concept of doubt and pessimism In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
2008 | On Abels Concept of Doubt and Pessimism.(2008) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2014 | How to aggregate experts discount rates: An equilibrium approach In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2014 | How to aggregate experts discount rates: an equilibrium approach.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2015 | Gurus and belief manipulation In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2015 | Gurus and belief manipulation.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2010 | Gurus and beliefs manipulation.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2008 | Are more risk averse agents more optimistic? Insights from a rational expectations model In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
2013 | The marginal propensity to consume and multidimensional risk In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2013 | The marginal propensity to consume and multidimensional risk.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | Subjective expectations and medical testing In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2015 | Subjective expectations and medical testing.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1992 | Existence of equilibria in nonconvex economies without free disposal In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
1992 | Existence of equilibria in nonconvex economies without free disposal.(1992) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1993 | General equilibrium with producers and brokers : Existence and regularity In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
1993 | General equilibrium with producers and brokers Existence and regularity.(1993) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2003 | A class of models satisfying a dynamical version of the CAPM In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2003 | A class of models satisfying a dynamical version of the CAPM.(2003) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2003 | Comonotonic processes In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 17 |
2003 | Comonotonic Processes.(2003) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2018 | Stereotypes, underconfidence and decision-making with an application to gender and math In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
2010 | Discounting and divergence of opinion In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 32 |
2010 | Discounting and Divergence of Opinion.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2013 | On multivariate prudence In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 6 |
2013 | On Multivariate Prudence.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1992 | An index theorem for nonconvex production economies In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 14 |
1992 | An Index Theorem for Nonconvex Production Economies.(1992) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
1995 | Martingales and Arbitrage in Securities Markets with Transaction Costs In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 192 |
1995 | Martingale and Arbitrage in securities markets with transaction cost.(1995) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 192 | paper | |
1988 | A remark on Clarkes normal cone and the marginal cost pricing rule In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 15 |
1989 | A remark on Clarkes normal cone and the marginal cost pricing rule.(1989) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
1989 | A REMARK ON CLARKES NORMAL CONE AND THE MARGINAL COST PRICING RULE.(1989) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
1993 | The graph of the Walras correspondence : The production economies case In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 3 |
1993 | The graph of the Walras correspondence, The production economies case.(1993) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2000 | A discrete stochastic model for investment with an application to the transaction costs case In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
2000 | A discrete stochastic model for investment withan application to the transaction costs case.(2000) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2000 | Optimal investment with taxes: an existence result In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
1999 | Optimal Investment with Taxes: An Existence Result.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2000 | Optimal investment with taxes: an existence result.(2000) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2001 | Arbitrage and control problems in finance: A presentation In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 2 |
2001 | Arbitrage and Control Problems in Finance. Presentation..(2001) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2001 | Arbitrage and viability in securities markets with fixed trading costs In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 12 |
1999 | Arbitrage and Viability in Securities Markets with Fixed Trading Costs.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2001 | Arbitrage and viability in securities markets with fixed trading costs.(2001) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2005 | Arbitrage and state price deflators in a general intertemporal framework In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 11 |
2005 | Arbitrage and state price deflators in a general intertemporal framework.(2005) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2006 | Aggregation of heterogeneous beliefs In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 12 |
2006 | Aggregation of Heterogeneous Beliefs.(2006) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2000 | Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints. In: Papiers d'Economie Mathématique et Applications. [Citation analysis] | paper | 0 |
2001 | Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints.(2001) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2001 | Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints.(2001) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2004 | Vector-valued Coherent Risk Measures In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 112 |
2004 | Vector-valued Coherent Risk Measures.(2004) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | paper | |
2004 | Vector-valued coherent risk measures.(2004) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 112 | article | |
2008 | Are risk agents more optimistic? A Bayesian estimation approach In: Post-Print. [Citation analysis] | paper | 4 |
2018 | Societal inequalities amplify gender gaps in math In: Post-Print. [Citation analysis] | paper | 11 |
2018 | Societal inequalities amplify gender gaps in math.(2018) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2019 | Societal Inequalities Amplify Gender Gaps in Math.(2019) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2016 | La finance islamique : une finance libre d’intérêt au service de la croissance In: Post-Print. [Citation analysis] | paper | 0 |
2005 | Conditional Comonotonicity In: Post-Print. [Full Text][Citation analysis] | paper | 19 |
2004 | Conditional comonotonicity.(2004) In: Decisions in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2006 | Heterogeneous Beliefs and Asset Pricing in Discrete Time In: Post-Print. [Full Text][Citation analysis] | paper | 36 |
2006 | Arbitrage with fixed costs and interest rate models In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2006 | Is there a pessimistic bias in individual beliefs ? Evidence from a simple survey In: Post-Print. [Full Text][Citation analysis] | paper | 16 |
2006 | Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2004 | Convergence of utility functions and convergence of optimal strategies In: Post-Print. [Full Text][Citation analysis] | paper | 19 |
2004 | Convergence of utility functions and convergence of optimal strategies.(2004) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2007 | Consensus consumer and intertemporal asset pricing with heterogeneous beliefs In: Post-Print. [Full Text][Citation analysis] | paper | 116 |
2007 | Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs.(2007) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | article | |
2003 | Consensus consumer and intertemporal asset pricing with heterogeneous beliefs.(2003) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2006 | Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence In: Post-Print. [Citation analysis] | paper | 2 |
2007 | Attentes Stratégiques In: Post-Print. [Citation analysis] | paper | 0 |
2007 | Financial Markets with Heterogeneous Beliefs In: Post-Print. [Citation analysis] | paper | 0 |
2006 | Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle déquilibre à anticipations rationnelles In: Post-Print. [Citation analysis] | paper | 0 |
2006 | Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion In: Post-Print. [Citation analysis] | paper | 0 |
2007 | Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs In: Post-Print. [Citation analysis] | paper | 0 |
2006 | Are risk averse agents more optimistic ? In: Post-Print. [Citation analysis] | paper | 0 |
2006 | Is there a pessimistic bias in individual beliefs ? Evidence from survey dat In: Post-Print. [Citation analysis] | paper | 17 |
2003 | Market imperfections , equilibrium and arbitrage In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
2003 | Market imperfections, equilibrium and arbitrage.(2003) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
1997 | Incomplete markets, transaction costs and liquidity effects In: Post-Print. [Citation analysis] | paper | 0 |
1997 | Incomplete markets, transaction costs and liquidity effects.(1997) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2000 | Generalized Lipschitz functions In: Post-Print. [Citation analysis] | paper | 0 |
2001 | Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach In: Post-Print. [Citation analysis] | paper | 2 |
2001 | INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH.(2001) In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2003 | Production planning and inventories optimization with a general storage cost function In: Post-Print. [Citation analysis] | paper | 0 |
2003 | Convergence of the equilibrium prices in a family of financial models In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
1990 | Functions with constant generalized gradient In: Post-Print. [Citation analysis] | paper | 0 |
1992 | Structure de lensemble des équilibres dune économie productive In: Post-Print. [Citation analysis] | paper | 0 |
1995 | Arbitrage in securities markets with shortsale constraints In: Post-Print. [Citation analysis] | paper | 32 |
1996 | Produits dérivés, contrôle des risques et réglementation In: Post-Print. [Citation analysis] | paper | 0 |
1996 | Produits dérivés, contrôle des risques et réglementation.(1996) In: Revue d'Économie Financière. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
1997 | Arbitrage et imperfections de marché In: Post-Print. [Citation analysis] | paper | 0 |
2001 | Market models with frictions : arbitrage and pricing issues In: Post-Print. [Citation analysis] | paper | 1 |
2002 | Arbitrage pricing and equilibrium pricing : compatibility conditions In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
2002 | ARBITRAGE PRICING AND EQUILIBRIUM PRICING: COMPATIBILITY CONDITIONS.(2002) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | chapter | |
2004 | Hétérogénéité des croyances, prix du risque et volatilité des marchés In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2004 | Hétérogénéité des croyances, prix du risque et volatilité des marchés.(2004) In: Revue d'Économie Financière. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2006 | Aggregation of Heterogeneous Beliefs In: Post-Print. [Full Text][Citation analysis] | paper | 11 |
2006 | Law Invariant Risk Measures Have the Fatou Property In: Post-Print. [Full Text][Citation analysis] | paper | 132 |
2008 | Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach In: Post-Print. [Full Text][Citation analysis] | paper | 8 |
2007 | Are risk averse agents more optimistic? A Bayesian estimation approach.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2008 | Are risk-averse agents more optimistic? A Bayesian estimation approach.(2008) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2008 | Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model In: Post-Print. [Full Text][Citation analysis] | paper | 4 |
2008 | Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience In: Post-Print. [Full Text][Citation analysis] | paper | 16 |
2008 | Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience.(2008) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2010 | Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff In: Post-Print. [Full Text][Citation analysis] | paper | 12 |
2010 | Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off.(2010) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2012 | Behavioral biases and representative agent In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
2012 | Behavioral biases and the representative agent.(2012) In: Theory and Decision. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2012 | Evolutionary strategic beliefs and financial markets In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
2013 | Collective risk aversion In: Post-Print. [Full Text][Citation analysis] | paper | 7 |
2013 | Collective risk aversion.(2013) In: Social Choice and Welfare. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2011 | La finance islamique est-elle une finance durable? In: Post-Print. [Citation analysis] | paper | 0 |
2013 | Efficient portfolios in financial markets with proportional transaction costs In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
2009 | La Finance Islamique - Une solution à la crise ? In: Post-Print. [Citation analysis] | paper | 3 |
2012 | Dans lme des investisseurs In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Transaction Costs in Financial Models In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
2007 | Risques : prise de décision individuelle et collective In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2007 | La crise des subprimes ou lirruption des particuliers dans la sphère financière In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
2010 | Paris-Princeton Lectures on Mathematical Finance In: Post-Print. [Citation analysis] | paper | 15 |
2012 | Evolutionary Beliefs and Financial Markets In: Post-Print. [Full Text][Citation analysis] | paper | 5 |
2013 | Evolutionary beliefs and financial markets.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2013 | Evolutionary Beliefs and Financial Markets.(2013) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2013 | On Portfolio Choice with Savoring and Disappointment In: Post-Print. [Full Text][Citation analysis] | paper | 6 |
2014 | On Portfolio Choice with Savoring and Disappointment.(2014) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2013 | Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes In: Post-Print. [Full Text][Citation analysis] | paper | 20 |
2013 | Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes.(2013) In: Journal of Risk and Uncertainty. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2015 | Live fast, die young In: Post-Print. [Citation analysis] | paper | 3 |
2016 | Live fast, die young.(2016) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2014 | Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday In: Post-Print. [Citation analysis] | paper | 0 |
2020 | Gender stereotypes can explain the gender-equality paradox In: Post-Print. [Citation analysis] | paper | 14 |
2020 | Gender stereotypes can explain the gender-equality paradox.(2020) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2020 | Gender Stereotypes Can Explain the Gender-Equality Paradox.(2020) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2020 | Gender stereotypes can explain the gender-equality paradox.(2020) In: Proceedings of the National Academy of Sciences. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2020 | Live fast, die young: equilibrium and survival in large economies In: Post-Print. [Citation analysis] | paper | 1 |
2020 | Live fast, die young: equilibrium and survival in large economies.(2020) In: PSE-Ecole d'économie de Paris (Postprint). [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2007 | Efficient Trading Strategies In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Efficient Trading Strategies with Transaction Costs In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Strategic Beliefs In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Equilibrium Pricing Bounds on Option Prices In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Aggregation of Discount Rates: an Equilibrium Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Cognitive biases and the representative agent In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey In: Theory and Decision. [Full Text][Citation analysis] | article | 16 |
2018 | The Impact of Health-Related Emotions on Belief Formation and Behavior In: Theory and Decision. [Full Text][Citation analysis] | article | 1 |
2004 | Éditorial In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
2003 | No-arbitrage and state price deflators in a general continuous time framework In: Finance. [Full Text][Citation analysis] | paper | 0 |
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