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 1 4 6 7 11 17 23
Admissible Surplus Dynamics and the Government Debt Puzzle 0 0 1 12 2 2 4 22
Asset Pricing with Arbitrage Activity 0 0 0 4 2 3 4 19
Asset pricing with costly short sales 0 0 0 18 2 3 5 41
Asset pricing with costly short sales 0 0 0 2 1 1 3 8
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 3 87 3 8 22 209
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 1 5 2 4 8 36
Bubbles and multiplicity of equilibria under portfolio constraints 1 1 1 42 3 4 7 104
Capital Supply Uncertainty, Cash Holdings, and Investment 0 1 1 28 0 3 5 130
Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life 0 0 0 15 1 1 1 44
Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life 0 0 1 53 1 5 7 133
Decentralized Asset Markets with a Continuum of Types 0 0 0 23 2 3 4 31
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 0 2 4 101
Frictional Intermediation in Over-the-Counter Markets 0 0 0 13 3 9 10 82
Frictional Intermediation in Over-the-Counter Markets 0 0 1 4 1 3 5 53
Frictional Intermediation in Over-the-Counter Markets 0 0 0 12 0 2 2 52
Frictional Intermediation in Over-the-Counter Markets 0 0 0 2 3 10 11 88
Frictional Intermediation in Over-the-counter Markets 0 0 0 4 5 8 9 102
Frictional intermediation in over-the-counter markets 0 0 0 1 0 3 3 69
Growth Options in General Equilibrium: Some Asset Pricing Implications 0 0 1 87 1 3 4 329
Health and (other) Asset Holdings 0 1 1 41 4 7 14 235
Heterogeneity in Decentralized Asset Markets 0 0 0 15 0 1 4 88
Heterogeneity in Decentralized Asset Markets 0 0 0 2 2 2 3 74
Heterogeneity in Decentralized Asset Markets 0 0 0 0 0 2 3 28
Heterogeneity in Decentralized Asset Markets 0 0 0 6 1 5 6 22
Heterogeneity in Decentralized Asset Markets 0 0 0 56 4 6 7 70
Heterogeneity in decentralized asset markets 0 0 0 22 0 2 3 104
Heterogeneity in decentralized asset markets 0 0 0 92 0 0 4 186
Heterogeneous Beliefs Recovery 1 1 1 1 1 4 4 4
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 58 2 3 3 179
Investment under Uncertainty and Incomplete Markets 0 0 0 176 1 3 4 352
Mutual Fund Competition in the Presence of Dynamic Flows 0 0 0 59 0 1 2 140
Optimal Debt Dynamics, Issuance Costs, and Commitment 0 0 0 14 4 9 12 55
Optimal Fund Menus 0 0 0 6 2 5 6 20
Optimal fund menus 0 0 0 22 0 2 4 35
Optimal investment with random endowments in incomplete markets 0 0 0 11 3 6 8 61
Perpetual Futures Pricing 0 1 1 2 31 46 55 61
Perpetual Futures Pricing 0 1 2 6 7 9 16 30
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 1 1 33
Technology adoption under uncertainty in general equilibrium 0 0 0 0 2 4 4 218
Trading Volumes in Dynamically Efficient Markets 0 0 0 96 0 0 1 357
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 18 1 4 4 39
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 9 1 3 5 36
Total Working Papers 2 7 19 1,331 105 213 308 4,604


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 1 2 2 502
Asset Pricing with Costly Short Sales 0 0 0 0 2 4 7 7
Asset pricing with arbitrage activity 0 0 0 29 0 1 3 136
Bank capital, liquid reserves, and insolvency risk 0 2 3 63 0 5 9 305
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 53 0 9 12 168
Closing down the shop: Optimal health and wealth dynamics near the end of life 0 0 0 5 10 15 16 39
Corporate control and real investment in incomplete markets 0 0 0 56 1 2 2 138
Credit market frictions and capital structure dynamics 1 1 2 45 4 7 11 138
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 1 3 5 129
Frictional Intermediation in Over-the-Counter Markets 0 0 2 14 2 2 15 86
Health and (Other) Asset Holdings 0 1 2 24 2 6 11 194
Heterogeneity in decentralized asset markets 1 1 1 5 2 5 9 20
Heterogeneous preferences and equilibrium trading volume 0 0 0 42 0 1 1 141
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 67 3 7 9 219
ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS 0 0 0 26 0 0 0 93
Optimal fund menus 0 0 0 2 0 0 5 15
Pricing and hedging in the presence of extraneous risks 0 0 0 1 2 2 3 39
Rational asset pricing bubbles and portfolio constraints 0 0 0 32 1 3 5 125
Risk Premia and Lévy Jumps: Theory and Evidence* 0 0 0 0 1 3 5 5
THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES 2 2 7 43 2 5 17 97
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 2 4 1 2 4 14
Total Journal Articles 4 7 20 638 35 84 151 2,610


Statistics updated 2026-01-09