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 1 6 0 1 22 34
Admissible Surplus Dynamics and the Government Debt Puzzle 0 0 0 12 0 0 11 30
Asset Pricing with Arbitrage Activity 0 0 0 4 1 3 11 27
Asset pricing with costly short sales 0 0 0 18 0 0 10 48
Asset pricing with costly short sales 0 0 0 2 0 0 7 13
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 1 5 0 1 23 53
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 2 87 0 1 21 217
Bubbles and multiplicity of equilibria under portfolio constraints 0 0 1 42 0 0 9 108
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 28 0 1 11 138
Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life 0 0 0 15 3 3 13 56
Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life 0 0 1 53 0 2 17 143
Decentralized Asset Markets with a Continuum of Types 0 0 0 23 0 0 11 38
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 0 0 9 107
Frictional Intermediation in Over-the-Counter Markets 0 0 0 4 0 0 8 58
Frictional Intermediation in Over-the-Counter Markets 0 0 0 2 0 2 17 95
Frictional Intermediation in Over-the-Counter Markets 0 0 0 12 0 2 6 56
Frictional Intermediation in Over-the-Counter Markets 0 0 0 13 0 0 22 95
Frictional Intermediation in Over-the-counter Markets 0 0 0 4 0 0 19 112
Frictional intermediation in over-the-counter markets 0 0 0 1 0 1 9 75
Growth Options in General Equilibrium: Some Asset Pricing Implications 0 0 1 87 0 1 17 342
Health and (other) Asset Holdings 0 0 2 42 0 1 27 251
Heterogeneity in Decentralized Asset Markets 0 0 0 6 1 2 17 33
Heterogeneity in Decentralized Asset Markets 0 0 0 0 0 2 17 43
Heterogeneity in Decentralized Asset Markets 0 0 0 56 0 1 16 80
Heterogeneity in Decentralized Asset Markets 0 0 0 2 0 0 9 81
Heterogeneity in Decentralized Asset Markets 0 0 0 15 1 2 19 104
Heterogeneity in decentralized asset markets 0 0 0 92 0 0 12 196
Heterogeneity in decentralized asset markets 0 0 0 22 0 1 8 110
Heterogeneous Beliefs Recovery 0 0 2 2 0 0 10 10
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 58 0 0 8 184
Investment under Uncertainty and Incomplete Markets 0 0 0 176 1 2 14 362
Mutual Fund Competition in the Presence of Dynamic Flows 0 0 0 59 0 0 8 147
Optimal Debt Dynamics, Issuance Costs, and Commitment 0 0 0 14 0 1 26 71
Optimal Fund Menus 0 0 0 6 0 0 14 28
Optimal fund menus 0 0 0 22 0 0 7 39
Optimal investment with random endowments in incomplete markets 0 0 0 11 0 0 12 67
Perpetual Futures Pricing 0 0 2 6 2 6 37 54
Perpetual Futures Pricing 2 3 6 7 3 15 88 100
Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk 0 0 0 150 0 0 4 358
Risk Premia and Lévy Jumps: Theory and Evidence 0 0 0 15 0 0 6 38
Technology adoption under uncertainty in general equilibrium 0 0 0 0 0 0 14 228
Trading Volumes in Dynamically Efficient Markets 0 0 0 96 0 0 3 360
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 9 0 0 9 41
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 1 19 0 0 9 44
Total Working Papers 2 3 21 1,339 12 51 670 5,024


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 0 10 510
Asset Pricing with Costly Short Sales 0 0 0 0 1 1 11 13
Asset pricing with arbitrage activity 0 0 0 29 0 0 4 139
Bank capital, liquid reserves, and insolvency risk 0 0 2 63 0 2 14 312
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 0 53 0 4 28 186
Closing down the shop: Optimal health and wealth dynamics near the end of life 0 0 0 5 1 1 39 63
Corporate control and real investment in incomplete markets 1 1 1 57 1 1 11 147
Credit market frictions and capital structure dynamics 0 0 3 46 2 3 18 147
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 0 0 12 138
Frictional Intermediation in Over-the-Counter Markets 0 0 1 15 0 3 15 96
Health and (Other) Asset Holdings 0 0 1 24 0 0 17 205
Heterogeneity in decentralized asset markets 0 0 1 5 0 0 15 29
Heterogeneous preferences and equilibrium trading volume 0 0 0 42 0 0 6 146
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 67 0 0 16 228
ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS 0 0 1 27 0 0 6 99
Optimal fund menus 0 0 0 2 0 0 5 18
Pricing and hedging in the presence of extraneous risks 0 0 0 1 1 2 12 48
Rational asset pricing bubbles and portfolio constraints 0 0 0 32 2 4 12 134
Risk Premia and Lévy Jumps: Theory and Evidence* 0 0 0 0 0 0 6 7
THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES 0 1 7 47 1 3 18 109
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 4 0 0 23 35
Total Journal Articles 1 2 17 646 9 24 298 2,809


Statistics updated 2026-08-07