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 0 3 11 30
Admissible Surplus Dynamics and the Government Debt Puzzle 0 0 1 6 1 5 22 34
Asset Pricing with Arbitrage Activity 0 0 0 4 2 5 10 26
Asset pricing with costly short sales 0 0 0 18 0 2 10 48
Asset pricing with costly short sales 0 0 0 2 0 2 7 13
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 1 5 1 6 23 53
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 2 87 0 6 21 216
Bubbles and multiplicity of equilibria under portfolio constraints 0 0 1 42 0 2 10 108
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 28 1 1 12 138
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 2 4 17 143
Decentralized Asset Markets with a Continuum of Types 0 0 0 23 0 4 11 38
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 0 3 10 107
Frictional Intermediation in Over-the-Counter Markets 0 0 0 13 0 3 22 95
Frictional Intermediation in Over-the-Counter Markets 0 0 0 4 0 1 9 58
Frictional Intermediation in Over-the-Counter Markets 0 0 0 2 0 1 15 93
Frictional Intermediation in Over-the-Counter Markets 0 0 0 12 1 1 5 55
Frictional Intermediation in Over-the-counter Markets 0 0 0 4 0 3 19 112
Frictional intermediation in over-the-counter markets 0 0 0 1 1 3 9 75
Growth Options in General Equilibrium: Some Asset Pricing Implications 0 0 1 87 1 8 17 342
Health and (other) Asset Holdings 0 0 2 42 1 8 28 251
Heterogeneity in Decentralized Asset Markets 0 0 0 56 0 2 15 79
Heterogeneity in Decentralized Asset Markets 0 0 0 15 1 7 18 103
Heterogeneity in Decentralized Asset Markets 0 0 0 0 0 5 16 41
Heterogeneity in Decentralized Asset Markets 0 0 0 6 0 2 15 31
Heterogeneity in Decentralized Asset Markets 0 0 0 2 0 2 9 81
Heterogeneity in decentralized asset markets 0 0 0 22 1 3 9 110
Heterogeneity in decentralized asset markets 0 0 0 92 0 5 13 196
Heterogeneous Beliefs Recovery 0 0 2 2 0 2 10 10
Incomplete information, idiosyncratic volatility and stock returns 0 0 0 58 0 1 8 184
Investment under Uncertainty and Incomplete Markets 0 0 0 176 1 4 13 361
Mutual Fund Competition in the Presence of Dynamic Flows 0 0 0 59 0 2 8 147
Optimal Debt Dynamics, Issuance Costs, and Commitment 0 0 0 14 0 3 26 70
Optimal Fund Menus 0 0 0 6 0 3 14 28
Optimal fund menus 0 0 0 22 0 3 7 39
Optimal investment with random endowments in incomplete markets 0 0 0 11 0 2 12 67
Perpetual Futures Pricing 0 0 2 6 2 16 34 50
Perpetual Futures Pricing 0 2 3 4 7 17 80 92
Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk 0 0 0 150 0 1 4 358
Risk Premia and Lévy Jumps: Theory and Evidence 0 0 0 15 0 4 6 38
Technology adoption under uncertainty in general equilibrium 0 0 0 0 0 2 14 228
Trading Volumes in Dynamically Efficient Markets 0 0 0 96 0 2 4 360
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 9 0 3 10 41
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 1 19 0 1 9 44
Total Working Papers 0 2 18 1,336 23 164 655 4,996


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 2 10 510
Asset Pricing with Costly Short Sales 0 0 0 0 0 3 11 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 0 3 13 310
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 0 53 4 10 28 186
Closing down the shop: Optimal health and wealth dynamics near the end of life 0 0 0 5 0 2 39 62
Corporate control and real investment in incomplete markets 0 0 0 56 0 0 10 146
Credit market frictions and capital structure dynamics 0 1 3 46 1 5 17 145
Endogenous Completeness of Diffusion Driven Equilibrium Markets 0 0 0 7 0 4 12 138
Frictional Intermediation in Over-the-Counter Markets 0 0 2 15 3 6 20 96
Health and (Other) Asset Holdings 0 0 2 24 0 5 20 205
Heterogeneity in decentralized asset markets 0 0 1 5 0 1 17 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 6 17 228
ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS 0 1 1 27 0 4 6 99
Optimal fund menus 0 0 0 2 0 0 6 18
Pricing and hedging in the presence of extraneous risks 0 0 0 1 1 4 11 47
Rational asset pricing bubbles and portfolio constraints 0 0 0 32 2 4 10 132
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 9 46 0 5 19 106
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 4 0 5 23 35
Total Journal Articles 0 3 21 644 11 69 305 2,796


Statistics updated 2026-06-04