Access Statistics for Julien Hugonnier

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A structural analysis of the health expenditures and portfolio choices of retired agents 0 0 0 15 0 0 0 147
Admissible Surplus Dynamics and the Government Debt Puzzle 0 0 3 12 1 1 4 20
Admissible Surplus Dynamics and the Government Debt Puzzle 0 0 5 5 0 0 10 12
Asset Pricing with Arbitrage Activity 0 0 0 4 0 0 1 16
Asset pricing with costly short sales 0 0 0 18 0 0 3 38
Asset pricing with costly short sales 0 0 0 2 0 1 2 7
Bank Capital, Liquid Reserves, and Insolvency Risk 1 2 3 87 4 6 14 201
Bank Capital, Liquid Reserves, and Insolvency Risk 1 1 1 5 1 2 4 32
Bubbles and multiplicity of equilibria under portfolio constraints 0 0 0 41 0 2 4 100
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 0 27 0 1 3 127
Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life 0 0 0 15 0 0 1 43
Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life 0 1 1 53 0 2 3 128
Decentralized Asset Markets with a Continuum of Types 0 0 0 23 0 1 1 28
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 1 1 2 99
Frictional Intermediation in Over-the-Counter Markets 0 0 2 13 0 0 3 73
Frictional Intermediation in Over-the-Counter Markets 0 0 1 12 0 0 1 50
Frictional Intermediation in Over-the-Counter Markets 0 0 1 4 0 0 2 50
Frictional Intermediation in Over-the-Counter Markets 0 0 0 2 0 0 1 78
Frictional Intermediation in Over-the-counter Markets 0 0 0 4 0 1 2 94
Frictional intermediation in over-the-counter markets 0 0 0 1 0 0 0 66
Growth Options in General Equilibrium: Some Asset Pricing Implications 0 1 1 87 0 1 1 326
Health and (other) Asset Holdings 0 0 0 40 2 4 8 228
Heterogeneity in Decentralized Asset Markets 0 0 0 2 0 0 1 72
Heterogeneity in Decentralized Asset Markets 0 0 0 15 1 2 3 87
Heterogeneity in Decentralized Asset Markets 0 0 0 0 0 1 1 26
Heterogeneity in Decentralized Asset Markets 0 0 0 56 0 0 2 64
Heterogeneity in Decentralized Asset Markets 0 0 0 6 1 1 1 17
Heterogeneity in decentralized asset markets 0 0 0 92 0 3 4 186
Heterogeneity in decentralized asset markets 0 0 0 22 0 0 2 102
Heterogeneous Beliefs Recovery 0 0 0 0 0 0 0 0
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 58 0 0 0 176
Investment under Uncertainty and Incomplete Markets 0 0 0 176 1 1 1 349
Mutual Fund Competition in the Presence of Dynamic Flows 0 0 0 59 0 0 2 139
Optimal Debt Dynamics, Issuance Costs, and Commitment 0 0 0 14 0 1 3 46
Optimal Fund Menus 0 0 0 6 0 1 1 15
Optimal fund menus 0 0 0 22 0 1 2 33
Optimal investment with random endowments in incomplete markets 0 0 0 11 0 0 4 55
Perpetual Futures Pricing 0 0 0 1 3 3 9 15
Perpetual Futures Pricing 1 1 1 5 3 5 8 21
Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk 0 0 0 150 0 0 0 354
Risk Premia and Lévy Jumps: Theory and Evidence 0 0 0 15 0 0 0 32
Technology adoption under uncertainty in general equilibrium 0 0 0 0 0 0 1 214
Trading Volumes in Dynamically Efficient Markets 0 0 0 96 0 1 1 357
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 18 0 0 0 35
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 9 0 1 2 33
Total Working Papers 3 6 19 1,324 18 44 118 4,391


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Formula for Valuing Defaultable Securities 0 0 0 120 0 0 1 500
Asset Pricing with Costly Short Sales 0 0 0 0 0 1 3 3
Asset pricing with arbitrage activity 0 0 0 29 0 0 2 135
Bank capital, liquid reserves, and insolvency risk 0 0 3 61 0 2 7 300
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 2 53 0 1 4 159
Closing down the shop: Optimal health and wealth dynamics near the end of life 0 0 0 5 0 1 2 24
Corporate control and real investment in incomplete markets 0 0 0 56 0 0 1 136
Credit market frictions and capital structure dynamics 1 1 2 44 1 3 7 131
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 0 0 2 126
Frictional Intermediation in Over-the-Counter Markets 0 0 2 14 0 6 14 84
Health and (Other) Asset Holdings 0 0 1 23 0 2 7 188
Heterogeneity in decentralized asset markets 0 0 1 4 1 2 5 15
Heterogeneous preferences and equilibrium trading volume 0 0 0 42 0 0 1 140
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 67 0 1 2 212
ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS 0 0 0 26 0 0 1 93
Optimal fund menus 0 0 0 2 0 3 5 15
Pricing and hedging in the presence of extraneous risks 0 0 0 1 0 1 1 37
Rational asset pricing bubbles and portfolio constraints 0 0 0 32 0 0 3 122
Risk Premia and Lévy Jumps: Theory and Evidence* 0 0 0 0 0 1 2 2
THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES 1 3 7 41 1 4 15 92
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 2 4 0 0 4 12
Total Journal Articles 2 4 20 631 3 28 89 2,526


Statistics updated 2025-10-06