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 1 147
Admissible Surplus Dynamics and the Government Debt Puzzle 0 1 6 12 0 1 7 19
Admissible Surplus Dynamics and the Government Debt Puzzle 0 1 2 2 0 3 7 7
Asset Pricing with Arbitrage Activity 0 0 1 4 0 0 2 15
Asset pricing with costly short sales 0 0 1 18 1 1 7 37
Asset pricing with costly short sales 0 0 0 2 1 1 1 6
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 2 4 0 0 4 28
Bank Capital, Liquid Reserves, and Insolvency Risk 1 1 4 85 2 4 8 191
Bubbles and multiplicity of equilibria under portfolio constraints 0 0 0 41 0 0 1 97
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 27 0 2 6 126
Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life 0 0 0 15 0 0 7 43
Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life 0 0 0 52 0 1 3 126
Decentralized Asset Markets with a Continuum of Types 0 0 0 23 0 0 0 27
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 0 0 0 97
Frictional Intermediation in Over-the-Counter Markets 0 2 2 13 0 2 2 72
Frictional Intermediation in Over-the-Counter Markets 1 1 1 4 1 1 1 49
Frictional Intermediation in Over-the-Counter Markets 0 0 0 2 0 0 0 77
Frictional Intermediation in Over-the-Counter Markets 0 0 1 12 0 0 1 50
Frictional Intermediation in Over-the-counter Markets 0 0 0 4 0 0 1 93
Frictional intermediation in over-the-counter markets 0 0 0 1 0 0 1 66
Growth Options in General Equilibrium: Some Asset Pricing Implications 0 0 0 86 0 0 0 325
Health and (other) Asset Holdings 0 0 0 40 0 1 7 222
Heterogeneity in Decentralized Asset Markets 0 0 0 2 0 1 1 72
Heterogeneity in Decentralized Asset Markets 0 0 0 15 0 0 3 84
Heterogeneity in Decentralized Asset Markets 0 0 0 56 0 2 2 64
Heterogeneity in Decentralized Asset Markets 0 0 0 6 0 0 0 16
Heterogeneity in Decentralized Asset Markets 0 0 0 0 0 0 0 25
Heterogeneity in decentralized asset markets 0 0 0 92 0 1 2 183
Heterogeneity in decentralized asset markets 0 0 1 22 0 0 3 101
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 0 0 0 348
Mutual Fund Competition in the Presence of Dynamic Flows 0 0 0 59 1 2 2 139
Optimal Debt Dynamics, Issuance Costs, and Commitment 0 0 0 14 0 0 3 43
Optimal Fund Menus 0 0 0 6 0 0 1 14
Optimal fund menus 0 0 1 22 1 1 2 32
Optimal investment with random endowments in incomplete markets 0 0 0 11 1 2 4 54
Perpetual Futures Pricing 0 0 1 4 0 1 12 15
Perpetual Futures Pricing 0 0 1 1 1 2 8 8
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 1 32
Technology adoption under uncertainty in general equilibrium 0 0 0 0 0 0 2 214
Trading Volumes in Dynamically Efficient Markets 0 0 0 96 0 0 0 356
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 9 0 0 0 31
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 18 0 0 0 35
Total Working Papers 2 6 25 1,315 9 29 113 4,316


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 1 1 500
Asset pricing with arbitrage activity 0 0 0 29 0 0 1 133
Bank capital, liquid reserves, and insolvency risk 0 0 3 60 0 0 10 296
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 4 52 0 0 11 156
Closing down the shop: Optimal health and wealth dynamics near the end of life 0 0 2 5 0 0 6 23
Corporate control and real investment in incomplete markets 0 0 0 56 0 0 2 136
Credit market frictions and capital structure dynamics 0 0 1 43 0 1 5 127
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 2 2 3 126
Frictional Intermediation in Over-the-Counter Markets 0 0 0 12 1 1 3 72
Health and (Other) Asset Holdings 0 0 1 22 1 1 4 184
Heterogeneity in decentralized asset markets 0 1 1 4 0 1 3 11
Heterogeneous preferences and equilibrium trading volume 0 0 0 42 0 1 1 140
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 67 0 1 2 211
ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS 0 0 0 26 0 0 2 93
Optimal fund menus 0 0 1 2 0 1 3 11
Pricing and hedging in the presence of extraneous risks 0 0 0 1 0 0 0 36
Rational asset pricing bubbles and portfolio constraints 0 0 0 32 1 1 2 121
Risk Premia and Lévy Jumps: Theory and Evidence* 0 0 0 0 1 1 1 1
THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES 0 0 5 36 1 1 9 81
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 2 0 0 2 10
Total Journal Articles 0 1 18 618 7 13 71 2,468


Statistics updated 2025-03-03