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 1 12 0 1 2 20
Admissible Surplus Dynamics and the Government Debt Puzzle 0 1 5 6 1 4 12 16
Asset Pricing with Arbitrage Activity 0 0 0 4 1 1 2 17
Asset pricing with costly short sales 0 0 0 18 1 1 3 39
Asset pricing with costly short sales 0 0 0 2 0 0 2 7
Bank Capital, Liquid Reserves, and Insolvency Risk 0 1 3 87 3 9 19 206
Bank Capital, Liquid Reserves, and Insolvency Risk 0 1 1 5 1 3 6 34
Bubbles and multiplicity of equilibria under portfolio constraints 0 0 0 41 0 1 4 101
Capital Supply Uncertainty, Cash Holdings, and Investment 1 1 1 28 3 3 6 130
Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life 0 0 0 15 0 0 0 43
Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life 0 0 1 53 2 4 7 132
Decentralized Asset Markets with a Continuum of Types 0 0 0 23 1 1 2 29
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 2 3 4 101
Frictional Intermediation in Over-the-Counter Markets 0 0 2 13 6 6 9 79
Frictional Intermediation in Over-the-Counter Markets 0 0 1 4 2 2 4 52
Frictional Intermediation in Over-the-Counter Markets 0 0 0 2 4 7 8 85
Frictional Intermediation in Over-the-Counter Markets 0 0 0 12 2 2 2 52
Frictional Intermediation in Over-the-counter Markets 0 0 0 4 3 3 4 97
Frictional intermediation in over-the-counter markets 0 0 0 1 3 3 3 69
Growth Options in General Equilibrium: Some Asset Pricing Implications 0 0 1 87 2 2 3 328
Health and (other) Asset Holdings 1 1 1 41 1 5 10 231
Heterogeneity in Decentralized Asset Markets 0 0 0 0 2 2 3 28
Heterogeneity in Decentralized Asset Markets 0 0 0 56 1 2 4 66
Heterogeneity in Decentralized Asset Markets 0 0 0 6 1 5 5 21
Heterogeneity in Decentralized Asset Markets 0 0 0 2 0 0 1 72
Heterogeneity in Decentralized Asset Markets 0 0 0 15 1 2 4 88
Heterogeneity in decentralized asset markets 0 0 0 22 2 2 3 104
Heterogeneity in decentralized asset markets 0 0 0 92 0 0 4 186
Heterogeneous Beliefs Recovery 0 0 0 0 1 3 3 3
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 58 1 1 1 177
Investment under Uncertainty and Incomplete Markets 0 0 0 176 2 3 3 351
Mutual Fund Competition in the Presence of Dynamic Flows 0 0 0 59 1 1 3 140
Optimal Debt Dynamics, Issuance Costs, and Commitment 0 0 0 14 3 5 8 51
Optimal Fund Menus 0 0 0 6 1 3 4 18
Optimal fund menus 0 0 0 22 2 2 4 35
Optimal investment with random endowments in incomplete markets 0 0 0 11 3 3 6 58
Perpetual Futures Pricing 0 1 1 2 12 18 24 30
Perpetual Futures Pricing 1 2 2 6 2 5 9 23
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 1 1 1 33
Technology adoption under uncertainty in general equilibrium 0 0 0 0 1 2 2 216
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 9 2 2 4 35
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 18 2 3 3 38
Total Working Papers 3 8 20 1,329 79 126 212 4,499


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 1 2 501
Asset Pricing with Costly Short Sales 0 0 0 0 1 2 5 5
Asset pricing with arbitrage activity 0 0 0 29 0 1 3 136
Bank capital, liquid reserves, and insolvency risk 0 2 3 63 3 5 9 305
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 53 7 9 12 168
Closing down the shop: Optimal health and wealth dynamics near the end of life 0 0 0 5 2 5 6 29
Corporate control and real investment in incomplete markets 0 0 0 56 1 1 1 137
Credit market frictions and capital structure dynamics 0 1 1 44 2 4 8 134
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 2 2 4 128
Frictional Intermediation in Over-the-Counter Markets 0 0 2 14 0 0 13 84
Health and (Other) Asset Holdings 1 1 2 24 3 4 9 192
Heterogeneity in decentralized asset markets 0 0 1 4 3 4 8 18
Heterogeneous preferences and equilibrium trading volume 0 0 0 42 1 1 2 141
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 67 2 4 6 216
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 0 0 1 37
Rational asset pricing bubbles and portfolio constraints 0 0 0 32 1 2 4 124
Risk Premia and Lévy Jumps: Theory and Evidence* 0 0 0 0 2 2 4 4
THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES 0 1 5 41 1 4 15 95
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 2 4 1 1 3 13
Total Journal Articles 1 5 17 634 33 52 120 2,575


Statistics updated 2025-12-06