Elyès Jouini : Citation Profile


Are you Elyès Jouini?

Université Paris-Dauphine (Paris IX)

17

H index

31

i10 index

1382

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: 76.    Total self citations: 51 (3.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo50
   Updated: 2024-12-03    RAS profile: 2021-01-14    
   Missing citations? Add them    Incorrect content? Let us know

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)

Weitzman, Martin (10)

REY, Beatrice (10)

Nocetti, Diego (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
Theory and Decision3
Mathematical Finance3
Revue d'conomie Financire3
Finance and Stochastics3
Review of Finance3
Journal of Financial and Quantitative Analysis2
Journal of Economic Dynamics and Control2
Economic Modelling2

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
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL5
Finance / University Library of Munich, Germany5
PSE-Ecole d'conomie 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023A 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

2024Cash-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

2023Non-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

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.

Full description at Econpapers || Download paper

2023Risk 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

2023Risk 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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Set-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

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

Full description at Econpapers || Download paper

2024Allocation 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

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Presidential 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Extrapolative 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
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.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2008OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS In: Mathematical Finance.
[Full Text][Citation analysis]
article114
2007Optimal 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
1998Investment and Arbitrage Opportunities with Short Sales Constraints In: Mathematical Finance.
[Full Text][Citation analysis]
article4
1998Investment and arbitrage opportunities with short sales constraints.(1998) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
1999Viability and Equilibrium in Securities Markets with Frictions In: Mathematical Finance.
[Full Text][Citation analysis]
article16
1997Viability and Equilibrium in Securities Markets with Frictions.(1997) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
1999Viability 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
1999Viability 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
1999Viability and equilibrium in securities markets with frictions.(1999) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2019Tarifer un risque dont l’intensité est diversement perçue In: Revue d'économie financière.
[Full Text][Citation analysis]
article0
2009Financial Markets Equilibrium with Heterogeneous Agents In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper55
2012Financial Markets Equilibrium with Heterogeneous Agents.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55
paper
2011Financial Markets Equilibrium with Heterogeneous Agents.(2011) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55
article
2003Production Planning and Inventories Optimization : A Backward Approach in the Convex Storage Cost Case In: Working Papers.
[Full Text][Citation analysis]
paper2
2008Production 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
2007Production 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
2003Production 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
1997Price Functionals with Bid-Ask Spreads : An Axiomatic Approach In: Working Papers.
[Full Text][Citation analysis]
paper25
2000Price 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
1999Price 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
2000Price functionals with bid–ask spreads: an axiomatic approach.(2000) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 25
paper
1997Pricing in Incomplete Markets : An Equilibrium Approach In: Working Papers.
[Full Text][Citation analysis]
paper0
1997Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay In: Working Papers.
[Full Text][Citation analysis]
paper2
1999Optimal 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
1997Pricing of Non-redundant Derivatives in a Complete Market In: Working Papers.
[Full Text][Citation analysis]
paper1
1999Pricing 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
1998Pricing 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
1998Pricing 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
1997Arbitrage and Super-Replication Cost with Convex Constraints In: Working Papers.
[Full Text][Citation analysis]
paper0
1997Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée In: Working Papers.
[Full Text][Citation analysis]
paper0
1997Couts 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
1997Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction In: Working Papers.
[Full Text][Citation analysis]
paper0
1998Un 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
1998Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities In: Working Papers.
[Full Text][Citation analysis]
paper0
1998Arbitrage and Investment Opportunities In: Working Papers.
[Full Text][Citation analysis]
paper9
1999Arbitrage 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
2001Arbitrage and investment opportunities.(2001) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2001Arbitrage and investment opportunities.(2001) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
1998Contiuous Time Equilibrium Pricing of Nonredundant Assets In: Working Papers.
[Full Text][Citation analysis]
paper2
1999Continuous 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
1998Efficient Trading Strategies in the Presence of Market Frictions In: Working Papers.
[Full Text][Citation analysis]
paper26
1999Efficient 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
2001Efficient Trading Strategies in the Presence of Market Frictions.(2001) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2001Efficient 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
2005Equilibrium Pricing in Incomplete Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article2
2005Equilibrium 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
2005Equilibrium Pricing in Incomplete Markets.(2005) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2003Equilibrium Pricing in Incomplete Markets.(2003) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2006Arbitrage with Fixed Costs and Interest Rate Models In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article0
2006Arbitrage with Fixed Costs and Interest Rate Models.(2006) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2003Arbitrage with fixed costs and interest rate models.(2003) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2020Equilibrium pricing and market completion: a counterexample In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2020Equilibrium pricing and market completion: a counterexample.(2020) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2006Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article38
2008On Abels concept of doubt and pessimism In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article7
2008On Abels Concept of Doubt and Pessimism.(2008) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2014How to aggregate experts discount rates: An equilibrium approach In: Economic Modelling.
[Full Text][Citation analysis]
article5
2014How 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
2015Gurus and belief manipulation In: Economic Modelling.
[Full Text][Citation analysis]
article2
2015Gurus and belief manipulation.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2010Gurus and beliefs manipulation.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2008Are more risk averse agents more optimistic? Insights from a rational expectations model In: Economics Letters.
[Full Text][Citation analysis]
article7
2013The marginal propensity to consume and multidimensional risk In: Economics Letters.
[Full Text][Citation analysis]
article0
2013The marginal propensity to consume and multidimensional risk.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2015Subjective expectations and medical testing In: Economics Letters.
[Full Text][Citation analysis]
article0
2015Subjective expectations and medical testing.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1992Existence of equilibria in nonconvex economies without free disposal In: Economics Letters.
[Full Text][Citation analysis]
article5
1992Existence of equilibria in nonconvex economies without free disposal.(1992) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
1993General equilibrium with producers and brokers : Existence and regularity In: Economics Letters.
[Full Text][Citation analysis]
article4
1993General equilibrium with producers and brokers Existence and regularity.(1993) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2003A class of models satisfying a dynamical version of the CAPM In: Economics Letters.
[Full Text][Citation analysis]
article2
2003A 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
2003Comonotonic processes In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article17
2003Comonotonic Processes.(2003) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17
paper
2018Stereotypes, underconfidence and decision-making with an application to gender and math In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article3
2010Discounting and divergence of opinion In: Journal of Economic Theory.
[Full Text][Citation analysis]
article32
2010Discounting and Divergence of Opinion.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2013On multivariate prudence In: Journal of Economic Theory.
[Full Text][Citation analysis]
article6
2013On Multivariate Prudence.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
1992An index theorem for nonconvex production economies In: Journal of Economic Theory.
[Full Text][Citation analysis]
article14
1992An Index Theorem for Nonconvex Production Economies.(1992) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
1995Martingales and Arbitrage in Securities Markets with Transaction Costs In: Journal of Economic Theory.
[Full Text][Citation analysis]
article192
1995Martingale and Arbitrage in securities markets with transaction cost.(1995) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 192
paper
1988A remark on Clarkes normal cone and the marginal cost pricing rule In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article15
1989A 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
1989A 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
1993The graph of the Walras correspondence : The production economies case In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article3
1993The graph of the Walras correspondence, The production economies case.(1993) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2000A discrete stochastic model for investment with an application to the transaction costs case In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article1
2000A 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
2000Optimal investment with taxes: an existence result In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article5
1999Optimal 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
2000Optimal investment with taxes: an existence result.(2000) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2001Arbitrage and control problems in finance: A presentation In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article2
2001Arbitrage and Control Problems in Finance. Presentation..(2001) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2001Arbitrage and viability in securities markets with fixed trading costs In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article12
1999Arbitrage 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
2001Arbitrage 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
2005Arbitrage and state price deflators in a general intertemporal framework In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article11
2005Arbitrage 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
2006Aggregation of heterogeneous beliefs In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article12
2006Aggregation of Heterogeneous Beliefs.(2006) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2000Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints. In: Papiers d'Economie Mathématique et Applications.
[Citation analysis]
paper0
2001Characterizing 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
2001Characterizing 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
2004Vector-valued Coherent Risk Measures In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
paper112
2004Vector-valued Coherent Risk Measures.(2004) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112
paper
2004Vector-valued coherent risk measures.(2004) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 112
article
2008Are risk agents more optimistic? A Bayesian estimation approach In: Post-Print.
[Citation analysis]
paper4
2018Societal inequalities amplify gender gaps in math In: Post-Print.
[Citation analysis]
paper11
2018Societal 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
2019Societal Inequalities Amplify Gender Gaps in Math.(2019) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2016La finance islamique : une finance libre d’intérêt au service de la croissance In: Post-Print.
[Citation analysis]
paper0
2005Conditional Comonotonicity In: Post-Print.
[Full Text][Citation analysis]
paper19
2004Conditional comonotonicity.(2004) In: Decisions in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
article
2006Heterogeneous Beliefs and Asset Pricing in Discrete Time In: Post-Print.
[Full Text][Citation analysis]
paper36
2006Arbitrage with fixed costs and interest rate models In: Post-Print.
[Full Text][Citation analysis]
paper0
2006Is there a pessimistic bias in individual beliefs ? Evidence from a simple survey In: Post-Print.
[Full Text][Citation analysis]
paper16
2006Is 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
2004Convergence of utility functions and convergence of optimal strategies In: Post-Print.
[Full Text][Citation analysis]
paper19
2004Convergence 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
2007Consensus consumer and intertemporal asset pricing with heterogeneous beliefs In: Post-Print.
[Full Text][Citation analysis]
paper116
2007Consensus 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
2003Consensus consumer and intertemporal asset pricing with heterogeneous beliefs.(2003) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116
paper
2006Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence In: Post-Print.
[Citation analysis]
paper2
2007Attentes Stratégiques In: Post-Print.
[Citation analysis]
paper0
2007Financial Markets with Heterogeneous Beliefs In: Post-Print.
[Citation analysis]
paper0
2006Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle déquilibre à anticipations rationnelles In: Post-Print.
[Citation analysis]
paper0
2006Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion In: Post-Print.
[Citation analysis]
paper0
2007Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs In: Post-Print.
[Citation analysis]
paper0
2006Are risk averse agents more optimistic ? In: Post-Print.
[Citation analysis]
paper0
2006Is there a pessimistic bias in individual beliefs ? Evidence from survey dat In: Post-Print.
[Citation analysis]
paper17
2003Market imperfections , equilibrium and arbitrage In: Post-Print.
[Full Text][Citation analysis]
paper2
2003Market imperfections, equilibrium and arbitrage.(2003) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
1997Incomplete markets, transaction costs and liquidity effects In: Post-Print.
[Citation analysis]
paper0
1997Incomplete 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
2000Generalized Lipschitz functions In: Post-Print.
[Citation analysis]
paper0
2001Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach In: Post-Print.
[Citation analysis]
paper2
2001INCOMPLETE 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
2003Production planning and inventories optimization with a general storage cost function In: Post-Print.
[Citation analysis]
paper0
2003Convergence of the equilibrium prices in a family of financial models In: Post-Print.
[Full Text][Citation analysis]
paper2
1990Functions with constant generalized gradient In: Post-Print.
[Citation analysis]
paper0
1992Structure de lensemble des équilibres dune économie productive In: Post-Print.
[Citation analysis]
paper0
1995Arbitrage in securities markets with shortsale constraints In: Post-Print.
[Citation analysis]
paper32
1996Produits dérivés, contrôle des risques et réglementation In: Post-Print.
[Citation analysis]
paper0
1996Produits 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
1997Arbitrage et imperfections de marché In: Post-Print.
[Citation analysis]
paper0
2001Market models with frictions : arbitrage and pricing issues In: Post-Print.
[Citation analysis]
paper1
2002Arbitrage pricing and equilibrium pricing : compatibility conditions In: Post-Print.
[Full Text][Citation analysis]
paper2
2002ARBITRAGE 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
2004Hétérogénéité des croyances, prix du risque et volatilité des marchés In: Post-Print.
[Full Text][Citation analysis]
paper0
2004Hétérogénéité 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
2006Aggregation of Heterogeneous Beliefs In: Post-Print.
[Full Text][Citation analysis]
paper11
2006Law Invariant Risk Measures Have the Fatou Property In: Post-Print.
[Full Text][Citation analysis]
paper132
2008Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach In: Post-Print.
[Full Text][Citation analysis]
paper8
2007Are 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
2008Are 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
2008Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model In: Post-Print.
[Full Text][Citation analysis]
paper4
2008Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience In: Post-Print.
[Full Text][Citation analysis]
paper16
2008Properties 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
2010Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff In: Post-Print.
[Full Text][Citation analysis]
paper12
2010Unbiased 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
2012Behavioral biases and representative agent In: Post-Print.
[Full Text][Citation analysis]
paper3
2012Behavioral biases and the representative agent.(2012) In: Theory and Decision.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2012Evolutionary strategic beliefs and financial markets In: Post-Print.
[Full Text][Citation analysis]
paper1
2013Collective risk aversion In: Post-Print.
[Full Text][Citation analysis]
paper7
2013Collective risk aversion.(2013) In: Social Choice and Welfare.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2011La finance islamique est-elle une finance durable? In: Post-Print.
[Citation analysis]
paper0
2013Efficient portfolios in financial markets with proportional transaction costs In: Post-Print.
[Full Text][Citation analysis]
paper2
2009La Finance Islamique - Une solution à la crise ? In: Post-Print.
[Citation analysis]
paper3
2012Dans lme des investisseurs In: Post-Print.
[Citation analysis]
paper0
2010Transaction Costs in Financial Models In: Post-Print.
[Full Text][Citation analysis]
paper1
2007Risques : prise de décision individuelle et collective In: Post-Print.
[Full Text][Citation analysis]
paper0
2007La crise des subprimes ou lirruption des particuliers dans la sphère financière In: Post-Print.
[Full Text][Citation analysis]
paper0
2010Paris-Princeton Lectures on Mathematical Finance In: Post-Print.
[Citation analysis]
paper15
2012Evolutionary Beliefs and Financial Markets In: Post-Print.
[Full Text][Citation analysis]
paper5
2013Evolutionary beliefs and financial markets.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2013Evolutionary Beliefs and Financial Markets.(2013) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2013On Portfolio Choice with Savoring and Disappointment In: Post-Print.
[Full Text][Citation analysis]
paper6
2014On Portfolio Choice with Savoring and Disappointment.(2014) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
article
2013Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes In: Post-Print.
[Full Text][Citation analysis]
paper20
2013Economic 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
2015Live fast, die young In: Post-Print.
[Citation analysis]
paper3
2016Live fast, die young.(2016) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2014Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday In: Post-Print.
[Citation analysis]
paper0
2020Gender stereotypes can explain the gender-equality paradox In: Post-Print.
[Citation analysis]
paper14
2020Gender 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
2020Gender 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
2020Gender 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
2020Live fast, die young: equilibrium and survival in large economies In: Post-Print.
[Citation analysis]
paper1
2020Live 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
2007Efficient Trading Strategies In: Working Papers.
[Full Text][Citation analysis]
paper3
2007Efficient Trading Strategies with Transaction Costs In: Working Papers.
[Full Text][Citation analysis]
paper0
2007Strategic Beliefs In: Working Papers.
[Full Text][Citation analysis]
paper2
2007Equilibrium Pricing Bounds on Option Prices In: Working Papers.
[Full Text][Citation analysis]
paper0
2008Aggregation of Discount Rates: an Equilibrium Approach In: Working Papers.
[Full Text][Citation analysis]
paper0
2009Cognitive biases and the representative agent In: Working Papers.
[Full Text][Citation analysis]
paper0
2006Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey In: Theory and Decision.
[Full Text][Citation analysis]
article16
2018The Impact of Health-Related Emotions on Belief Formation and Behavior In: Theory and Decision.
[Full Text][Citation analysis]
article1
2004Éditorial In: Revue d'Économie Financière.
[Full Text][Citation analysis]
article0
2003No-arbitrage and state price deflators in a general continuous time framework In: Finance.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team