Access Statistics for Elyès Jouini

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 class of models satisfying a dynamical version of the CAPM 1 3 10 30 2 8 23 64
Aggregation of Heterogeneous Beliefs 2 10 30 53 3 19 60 128
Aggregation of Heterogeneous Beliefs 1 2 11 12 2 4 15 27
Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities 0 1 4 4 1 3 11 11
Arbitrage and Control Problems in Finance. Presentation 2 5 22 49 16 51 150 277
Arbitrage and Investment Opportunities 0 2 7 134 0 2 16 292
Arbitrage and Investment Opportunities 0 0 1 1 0 2 7 7
Arbitrage and State Price Deflators in a General Intertemporal Framework 0 1 2 10 0 2 15 38
Arbitrage and Super-Replication Cost with Convex Constraints 0 0 2 2 0 0 6 6
Arbitrage and Viability in Securities Markets with Fixed Trading Costs 1 4 4 159 1 6 22 432
Arbitrage and state price deflators in a general intertemporal framework 0 1 2 22 3 15 35 98
Arbitrage and viability in securities markets with fixed trading costs 1 2 2 12 1 6 16 50
Arbitrage pricing and equilibrium pricing: compatibility conditions 0 0 2 11 3 8 23 55
Arbitrage with Fixed Costs and Interest Rate Models 0 1 5 9 1 3 10 33
Arbitrage with fixed costs and interest rate models 2 4 6 29 5 9 21 65
Arbitrage with fixed costs and interest rate models 4 9 25 285 24 57 110 892
Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model 0 0 9 12 2 2 20 26
Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach 0 0 3 7 1 7 17 22
Are risk averse agents more optimistic? A Bayesian estimation approach 0 2 8 11 1 7 22 26
Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints 0 0 0 0 0 1 6 161
Comonotonic Processes 0 0 1 5 0 0 8 16
Conditional Comonotonicity 2 2 8 19 2 3 16 34
Conditional Comonotonicity 0 1 9 27 1 3 22 57
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs 0 2 9 18 1 4 17 45
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 0 1 9 151 1 5 31 304
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 1 2 6 20 3 4 22 59
Continuous Time Equilibrium Pricing of Nonredundant Assets 1 1 1 63 1 1 6 171
Contiuous Time Equilibrium Pricing of Nonredundant Assets 0 0 0 0 0 0 0 0
Convergence of the equilibrium prices in a family of financial models 0 1 2 5 0 1 6 18
Convergence of utility functions and convergence of optimal strategies 0 0 3 8 2 3 9 19
Convergence of utility functions and convergence of optimal strategies 0 0 2 9 1 3 8 28
Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee 0 0 0 0 1 7 37 1,070
Coûts de transaction, contraintes de vente à découvert et taxes: une approche unifiée 0 1 3 3 2 5 14 14
Discounting and Divergence of Opinion 0 2 2 2 3 9 14 14
Efficient Trading Strategies 0 2 6 8 0 3 11 14
Efficient Trading Strategies in the Presence of Market Frictions 2 2 4 4 2 4 9 9
Efficient Trading Strategies in the Presence of Market Frictions 2 11 31 271 8 25 76 612
Efficient Trading Strategies with Transaction Costs 1 2 9 13 2 3 16 21
Equilibrium Pricing Bounds on Option Prices 0 1 9 10 4 7 30 33
Equilibrium Pricing in Incomplete Markets 1 2 4 4 1 4 9 12
Equilibrium Pricing in Incomplete Markets 2 7 22 366 5 25 106 931
Heterogeneous Beliefs and Asset Pricing in Discrete Time 0 1 5 20 1 2 6 28
Heterogeneous Beliefs and Asset Pricing in Discrete Time: An Analysis of Pessimism and Doubt 3 3 14 26 3 5 28 55
How to aggregate experts discount rates: an equilibrium approach 0 2 2 2 2 11 15 15
Hétérogénéité des croyances, prix du risque et volatilité des marchés 2 3 8 27 7 17 51 137
Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey 0 3 9 40 1 10 30 73
Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey 0 3 4 38 0 5 15 78
Law Invariant Risk Measures Have the Fatou Property 0 1 17 37 9 15 64 113
Market imperfections, equilibrium and arbitrage 2 7 22 280 10 26 81 740
Market imperfections, equilibrium and arbitrage 0 1 6 17 2 8 32 64
No-arbitrage and state price deflators in a general continuous time framework 4 10 41 268 12 44 135 711
On Abel's Concept of Doubt and Pessimism 1 2 6 11 2 5 17 28
Optimal Investment with Taxes: An Existence Result 0 1 3 66 0 2 5 198
Optimal Investment with Taxes: An Optimal Control Problem with Endogenous Delay 1 1 3 3 1 1 6 6
Optimal Risk Sharing for Law Invariant Monetary Utility Functions 0 2 5 8 1 7 14 20
Price Functionals with Bid-Ask Spreads: An Axiomatic Approach 1 3 15 150 1 11 53 594
Price Functionals with Bid-Ask Spreads: An Axiomatic Approach 0 2 5 5 0 2 6 6
Pricing in Incomplete Markets: An Equilibrium Approach 1 2 2 2 1 2 5 5
Pricing of Non-redundant Derivatives in a Complete Market 0 1 4 4 1 2 6 10
Pricing of Non-redundant Derivatives in a Complete Market 1 1 7 84 2 2 12 197
Pricing of Non-redundant Derivatives in a Complete Market 0 0 1 1 0 0 1 1
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 1 3 22 291 11 34 116 853
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 1 1 0 1 6 6
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 1 7 9 0 3 18 21
Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience 3 8 10 10 5 15 18 18
Strategic Beliefs 2 3 13 15 4 6 23 27
Un modele discret et stochastique d'investissement avec une application aux couts de transaction 0 0 0 1 5 9 61 936
Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction 0 1 3 3 1 3 5 5
Vector-valued Coherent Risk Measures 0 2 4 4 1 4 14 16
Viability and Equilibrium in Securities Markets with Frictions 0 0 1 1 0 3 6 6
Viability and Equilibrium in Securities Markets with Frictions 0 1 8 111 1 5 25 404
Total Working Papers 48 155 543 3,393 190 591 1,946 11,562
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A class of models satisfying a dynamical version of the CAPM 0 0 4 20 0 0 10 55
A discrete stochastic model for investment with an application to the transaction costs case 0 0 4 16 0 6 14 62
A remark on Clarke's normal cone and the marginal cost pricing rule 1 1 2 10 1 1 10 39
A remark on Clarke's normal cone and the marginal cost pricing rule 2 3 10 21 2 3 19 76
Aggregation of heterogeneous beliefs 1 2 10 24 2 3 14 47
Arbitrage and control problems in finance: A presentation 0 3 6 67 0 8 27 213
Arbitrage and investment opportunities 0 2 7 127 1 7 29 794
Arbitrage and state price deflators in a general intertemporal framework 0 0 4 25 0 1 10 79
Arbitrage and viability in securities markets with fixed trading costs 0 0 0 36 0 0 2 107
Arbitrage with Fixed Costs and Interest Rate Models 0 0 0 0 4 6 14 14
Are more risk averse agents more optimistic? Insights from a rational expectations model 0 2 7 7 0 2 18 18
Are risk-averse agents more optimistic? A Bayesian estimation approach 0 3 11 13 3 11 41 55
Comonotonic processes 0 0 1 33 0 0 1 128
Conditional comonotonicity 0 0 4 82 0 1 16 199
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs 3 8 31 63 8 18 72 179
Convergence of utility functions and convergence of optimal strategies 0 2 4 5 1 4 10 15
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 1 1 4 20 416
Equilibrium Pricing in Incomplete Markets 1 3 4 4 2 5 7 7
Existence of equilibria in nonconvex economies without free disposal 0 1 1 9 0 1 2 35
General equilibrium with producers and brokers: Existence and regularity 1 1 5 9 1 1 9 67
Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt 0 1 12 38 0 3 21 79
Incomplete markets, transaction costs and liquidity effects 0 2 7 48 0 4 18 159
Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey 0 1 3 19 1 2 10 134
Martingales and Arbitrage in Securities Markets with Transaction Costs 4 10 44 179 6 18 82 367
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS 0 0 0 0 0 0 0 0
On Abel's concept of doubt and pessimism 0 0 4 4 0 1 19 19
Optimal investment with taxes: an existence result 0 0 2 6 0 0 5 39
Price functionals with bid-ask spreads: an axiomatic approach 0 2 4 35 0 3 15 107
Production planning and inventories optimization: A backward approach in the convex storage cost case 0 1 12 16 1 3 26 41
The graph of the Walras correspondence: The production economies case 0 0 0 15 0 1 5 72
Unicité et stabilité de l'équilibre dans une économie de production avec règle de tarification marginale: les cas convexe et non-convexe 0 1 2 2 2 6 7 7
Vector-valued coherent risk measures 1 3 4 6 3 11 23 32
Total Journal Articles 14 52 209 940 39 134 576 3,661

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Statistics updated 2009-12-07