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 3 150
Admissible Surplus Dynamics and the Government Debt Puzzle 0 0 0 12 1 3 11 30
Admissible Surplus Dynamics and the Government Debt Puzzle 0 0 1 6 3 5 22 33
Asset Pricing with Arbitrage Activity 0 0 0 4 3 3 8 24
Asset pricing with costly short sales 0 0 0 18 2 4 11 48
Asset pricing with costly short sales 0 0 0 2 2 4 7 13
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 1 5 4 7 23 52
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 2 87 3 6 22 216
Bubbles and multiplicity of equilibria under portfolio constraints 0 0 1 42 2 2 11 108
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 28 0 2 11 137
Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life 0 0 0 15 0 1 10 53
Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life 0 0 1 53 1 3 15 141
Decentralized Asset Markets with a Continuum of Types 0 0 0 23 3 4 11 38
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 2 4 10 107
Frictional Intermediation in Over-the-Counter Markets 0 0 0 2 1 3 15 93
Frictional Intermediation in Over-the-Counter Markets 0 0 0 4 1 3 9 58
Frictional Intermediation in Over-the-Counter Markets 0 0 0 13 3 6 22 95
Frictional Intermediation in Over-the-Counter Markets 0 0 0 12 0 1 4 54
Frictional Intermediation in Over-the-counter Markets 0 0 0 4 1 6 19 112
Frictional intermediation in over-the-counter markets 0 0 0 1 1 4 8 74
Growth Options in General Equilibrium: Some Asset Pricing Implications 0 0 1 87 5 8 16 341
Health and (other) Asset Holdings 0 1 2 42 7 10 28 250
Heterogeneity in Decentralized Asset Markets 0 0 0 2 0 4 9 81
Heterogeneity in Decentralized Asset Markets 0 0 0 56 2 4 15 79
Heterogeneity in Decentralized Asset Markets 0 0 0 0 1 7 16 41
Heterogeneity in Decentralized Asset Markets 0 0 0 6 2 3 15 31
Heterogeneity in Decentralized Asset Markets 0 0 0 15 5 6 17 102
Heterogeneity in decentralized asset markets 0 0 0 92 4 5 13 196
Heterogeneity in decentralized asset markets 0 0 0 22 2 2 8 109
Heterogeneous Beliefs Recovery 0 1 2 2 2 5 10 10
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 58 1 2 8 184
Investment under Uncertainty and Incomplete Markets 0 0 0 176 3 5 12 360
Mutual Fund Competition in the Presence of Dynamic Flows 0 0 0 59 1 4 8 147
Optimal Debt Dynamics, Issuance Costs, and Commitment 0 0 0 14 3 5 27 70
Optimal Fund Menus 0 0 0 6 3 7 14 28
Optimal fund menus 0 0 0 22 2 3 7 39
Optimal investment with random endowments in incomplete markets 0 0 0 11 2 6 12 67
Perpetual Futures Pricing 0 0 2 6 6 16 32 48
Perpetual Futures Pricing 0 2 3 4 6 13 73 85
Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk 0 0 0 150 1 3 4 358
Risk Premia and Lévy Jumps: Theory and Evidence 0 0 0 15 4 4 6 38
Technology adoption under uncertainty in general equilibrium 0 0 0 0 1 5 14 228
Trading Volumes in Dynamically Efficient Markets 0 0 0 96 2 2 4 360
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 1 1 19 1 2 9 44
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 9 1 4 10 41
Total Working Papers 0 5 18 1,336 100 206 639 4,973


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 2 2 10 510
Asset Pricing with Costly Short Sales 0 0 0 0 3 4 12 12
Asset pricing with arbitrage activity 0 0 0 29 0 0 4 139
Bank capital, liquid reserves, and insolvency risk 0 0 3 63 2 4 13 310
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 53 3 9 25 182
Closing down the shop: Optimal health and wealth dynamics near the end of life 0 0 0 5 1 2 39 62
Corporate control and real investment in incomplete markets 0 0 0 56 0 3 10 146
Credit market frictions and capital structure dynamics 0 1 3 46 2 5 16 144
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 4 5 12 138
Frictional Intermediation in Over-the-Counter Markets 0 1 2 15 3 6 18 93
Health and (Other) Asset Holdings 0 0 2 24 4 8 20 205
Heterogeneity in decentralized asset markets 0 0 1 5 1 1 17 29
Heterogeneous preferences and equilibrium trading volume 0 0 0 42 0 2 6 146
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 67 3 8 17 228
ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS 0 1 1 27 2 4 6 99
Optimal fund menus 0 0 0 2 0 1 6 18
Pricing and hedging in the presence of extraneous risks 0 0 0 1 3 3 10 46
Rational asset pricing bubbles and portfolio constraints 0 0 0 32 1 2 8 130
Risk Premia and Lévy Jumps: Theory and Evidence* 0 0 0 0 0 1 6 7
THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES 0 2 9 46 1 7 21 106
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 4 1 10 23 35
Total Journal Articles 0 5 22 644 36 87 299 2,785


Statistics updated 2026-05-06