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 3 3 150
Admissible Surplus Dynamics and the Government Debt Puzzle 0 0 4 6 1 13 22 29
Admissible Surplus Dynamics and the Government Debt Puzzle 0 0 0 12 0 7 8 27
Asset Pricing with Arbitrage Activity 0 0 0 4 0 4 6 21
Asset pricing with costly short sales 0 0 0 18 2 7 9 46
Asset pricing with costly short sales 0 0 0 2 2 4 5 11
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 2 87 0 4 19 210
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 1 5 2 13 19 47
Bubbles and multiplicity of equilibria under portfolio constraints 0 1 1 42 0 5 9 106
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 28 2 7 11 137
Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life 0 0 0 15 0 9 9 52
Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life 0 0 1 53 1 7 13 139
Decentralized Asset Markets with a Continuum of Types 0 0 0 23 0 5 7 34
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 1 3 7 104
Frictional Intermediation in Over-the-Counter Markets 0 0 0 2 2 7 15 92
Frictional Intermediation in Over-the-Counter Markets 0 0 0 4 2 5 8 57
Frictional Intermediation in Over-the-Counter Markets 0 0 0 13 3 13 20 92
Frictional Intermediation in Over-the-Counter Markets 0 0 0 12 1 2 4 54
Frictional Intermediation in Over-the-counter Markets 0 0 0 4 3 12 16 109
Frictional intermediation in over-the-counter markets 0 0 0 1 2 3 6 72
Growth Options in General Equilibrium: Some Asset Pricing Implications 0 0 1 87 1 6 9 334
Health and (other) Asset Holdings 1 1 2 42 3 12 21 243
Heterogeneity in Decentralized Asset Markets 0 0 0 6 1 8 13 29
Heterogeneity in Decentralized Asset Markets 0 0 0 0 2 8 11 36
Heterogeneity in Decentralized Asset Markets 0 0 0 56 2 11 13 77
Heterogeneity in Decentralized Asset Markets 0 0 0 2 2 7 7 79
Heterogeneity in Decentralized Asset Markets 0 0 0 15 0 8 12 96
Heterogeneity in decentralized asset markets 0 0 0 92 0 5 8 191
Heterogeneity in decentralized asset markets 0 0 0 22 0 3 6 107
Heterogeneous Beliefs Recovery 1 2 2 2 3 5 8 8
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 58 1 6 7 183
Investment under Uncertainty and Incomplete Markets 0 0 0 176 2 6 9 357
Mutual Fund Competition in the Presence of Dynamic Flows 0 0 0 59 2 5 6 145
Optimal Debt Dynamics, Issuance Costs, and Commitment 0 0 0 14 2 16 24 67
Optimal Fund Menus 0 0 0 6 4 7 11 25
Optimal fund menus 0 0 0 22 0 1 4 36
Optimal investment with random endowments in incomplete markets 0 0 0 11 4 7 11 65
Perpetual Futures Pricing 0 0 1 2 3 45 67 75
Perpetual Futures Pricing 0 0 2 6 2 11 19 34
Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk 0 0 0 150 2 3 3 357
Risk Premia and Lévy Jumps: Theory and Evidence 0 0 0 15 0 1 2 34
Technology adoption under uncertainty in general equilibrium 0 0 0 0 3 10 12 226
Trading Volumes in Dynamically Efficient Markets 0 0 0 96 0 1 2 358
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 9 1 3 7 38
Valuing Life as an Asset, as a Statistic and at Gunpoint 1 1 1 19 1 5 8 43
Total Working Papers 3 5 19 1,334 65 333 516 4,832


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 7 8 508
Asset Pricing with Costly Short Sales 0 0 0 0 1 4 9 9
Asset pricing with arbitrage activity 0 0 0 29 0 3 6 139
Bank capital, liquid reserves, and insolvency risk 0 0 3 63 1 2 11 307
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 53 3 8 20 176
Closing down the shop: Optimal health and wealth dynamics near the end of life 0 0 0 5 0 31 37 60
Corporate control and real investment in incomplete markets 0 0 0 56 3 9 10 146
Credit market frictions and capital structure dynamics 0 1 2 45 1 6 13 140
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 1 6 8 134
Frictional Intermediation in Over-the-Counter Markets 1 1 3 15 3 6 18 90
Health and (Other) Asset Holdings 0 0 2 24 3 8 16 200
Heterogeneity in decentralized asset markets 0 1 1 5 0 10 17 28
Heterogeneous preferences and equilibrium trading volume 0 0 0 42 2 5 6 146
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 67 2 6 11 222
ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS 0 0 0 26 0 2 2 95
Optimal fund menus 0 0 0 2 1 3 7 18
Pricing and hedging in the presence of extraneous risks 0 0 0 1 0 6 7 43
Rational asset pricing bubbles and portfolio constraints 0 0 0 32 0 4 7 128
Risk Premia and Lévy Jumps: Theory and Evidence* 0 0 0 0 1 3 6 7
THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES 1 4 9 45 2 6 20 101
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 2 4 5 17 20 30
Total Journal Articles 2 7 23 641 29 152 259 2,727


Statistics updated 2026-03-04