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 2 3 6 153
Admissible Surplus Dynamics and the Government Debt Puzzle 0 0 1 6 0 0 22 34
Admissible Surplus Dynamics and the Government Debt Puzzle 0 0 0 12 0 0 10 30
Asset Pricing with Arbitrage Activity 0 0 0 4 1 3 13 29
Asset pricing with costly short sales 0 1 1 19 0 1 11 49
Asset pricing with costly short sales 0 0 0 2 0 0 6 13
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 0 5 1 1 22 54
Bank Capital, Liquid Reserves, and Insolvency Risk 0 0 0 87 1 1 17 218
Bubbles and multiplicity of equilibria under portfolio constraints 0 0 1 42 1 2 10 110
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 1 28 1 2 13 140
Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life 0 0 0 15 0 4 14 57
Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life 0 0 0 53 3 5 20 148
Decentralized Asset Markets with a Continuum of Types 0 0 0 23 1 1 11 39
Endogenous completeness of diffusion driven equilibrium markets 0 0 0 21 0 1 9 108
Frictional Intermediation in Over-the-Counter Markets 0 0 0 4 0 1 9 59
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 2 0 2 19 97
Frictional Intermediation in Over-the-Counter Markets 0 0 0 12 1 1 7 57
Frictional Intermediation in Over-the-counter Markets 0 0 0 4 0 0 18 112
Frictional intermediation in over-the-counter markets 0 0 0 1 1 1 10 76
Growth Options in General Equilibrium: Some Asset Pricing Implications 0 0 0 87 0 0 16 342
Health and (other) Asset Holdings 0 0 2 42 2 4 27 255
Heterogeneity in Decentralized Asset Markets 0 0 0 0 0 0 17 43
Heterogeneity in Decentralized Asset Markets 0 0 0 15 0 3 19 106
Heterogeneity in Decentralized Asset Markets 0 0 0 6 0 1 16 33
Heterogeneity in Decentralized Asset Markets 0 0 0 56 0 0 16 80
Heterogeneity in Decentralized Asset Markets 0 0 0 2 0 0 9 81
Heterogeneity in decentralized asset markets 0 0 0 92 0 0 10 196
Heterogeneity in decentralized asset markets 0 0 0 22 0 1 9 111
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 0 1 13 362
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 1 1 15 1 2 27 73
Optimal Fund Menus 0 0 0 6 0 1 14 29
Optimal fund menus 0 0 0 22 0 1 7 40
Optimal investment with random endowments in incomplete markets 0 0 0 11 1 2 14 69
Perpetual Futures Pricing 1 4 8 9 5 13 95 110
Perpetual Futures Pricing 0 0 1 6 0 4 35 56
Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk 0 0 0 150 0 1 5 359
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 8 41
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 1 19 0 0 9 44
Total Working Papers 1 6 19 1,343 22 63 684 5,075


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 1 1 1 0 2 11 14
Asset pricing with arbitrage activity 0 0 0 29 2 2 6 141
Bank capital, liquid reserves, and insolvency risk 0 0 2 63 0 0 12 312
Capital Supply Uncertainty, Cash Holdings, and Investment 0 0 0 53 0 1 28 187
Closing down the shop: Optimal health and wealth dynamics near the end of life 0 0 0 5 1 2 40 64
Corporate control and real investment in incomplete markets 0 1 1 57 0 1 11 147
Credit market frictions and capital structure dynamics 0 0 2 46 1 3 17 148
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 2 2 14 98
Health and (Other) Asset Holdings 0 1 2 25 1 2 19 207
Heterogeneity in decentralized asset markets 0 0 1 5 0 0 14 29
Heterogeneous preferences and equilibrium trading volume 0 0 0 42 1 1 7 147
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 1 1 7 100
Optimal fund menus 0 0 0 2 1 1 4 19
Pricing and hedging in the presence of extraneous risks 0 0 0 1 1 2 12 49
Rational asset pricing bubbles and portfolio constraints 0 0 0 32 0 2 12 134
Risk Premia and Lévy Jumps: Theory and Evidence* 0 0 0 0 0 0 5 7
THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES 1 1 7 48 2 4 20 112
Valuing Life as an Asset, as a Statistic and at Gunpoint 0 0 0 4 2 2 25 37
Total Journal Articles 1 4 18 649 15 28 302 2,828


Statistics updated 2026-10-11