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Last month |
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12 months |
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A class of models satisfying a dynamical version of the CAPM |
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0 |
0 |
41 |
0 |
0 |
3 |
97 |

Aggregation of Discount Rates: an Equilibrium Approach |
0 |
0 |
1 |
35 |
0 |
0 |
5 |
140 |

Aggregation of Heterogeneous Beliefs |
0 |
0 |
0 |
78 |
0 |
0 |
2 |
222 |

Aggregation of Heterogeneous Beliefs |
0 |
0 |
0 |
27 |
0 |
0 |
4 |
82 |

Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities |
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0 |
1 |
17 |
0 |
0 |
3 |
70 |

Arbitrage and Control Problems in Finance. Presentation |
0 |
0 |
1 |
86 |
0 |
0 |
2 |
484 |

Arbitrage and Investment Opportunities |
0 |
0 |
0 |
6 |
0 |
2 |
9 |
48 |

Arbitrage and Investment Opportunities |
0 |
0 |
0 |
138 |
0 |
0 |
3 |
362 |

Arbitrage and Super-Replication Cost with Convex Constraints |
0 |
0 |
1 |
10 |
0 |
1 |
6 |
39 |

Arbitrage and Viability in Securities Markets with Fixed Trading Costs |
0 |
0 |
0 |
166 |
0 |
0 |
4 |
499 |

Arbitrage and investment opportunities |
0 |
0 |
0 |
3 |
0 |
0 |
7 |
23 |

Arbitrage and state price deflators in a general intertemporal framework |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
169 |

Arbitrage and viability in securities markets with fixed trading costs |
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0 |
0 |
19 |
0 |
1 |
5 |
98 |

Arbitrage pricing and equilibrium pricing: compatibility conditions |
0 |
0 |
1 |
25 |
0 |
0 |
3 |
116 |

Arbitrage with Fixed Costs and Interest Rate Models |
0 |
0 |
0 |
18 |
0 |
1 |
5 |
87 |

Arbitrage with fixed costs and interest rate models |
0 |
0 |
0 |
313 |
0 |
2 |
6 |
1,145 |

Arbitrage with fixed costs and interest rate models |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
102 |

Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model |
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0 |
0 |
17 |
0 |
0 |
5 |
85 |

Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach |
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0 |
0 |
22 |
1 |
1 |
9 |
145 |

Are risk averse agents more optimistic? A Bayesian estimation approach |
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0 |
0 |
15 |
0 |
1 |
4 |
93 |

Behavioral biases and representative agent |
0 |
0 |
0 |
47 |
0 |
0 |
6 |
88 |

Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints |
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0 |
0 |
0 |
0 |
0 |
0 |
182 |

Cognitive biases and the representative agent |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
82 |

Collective risk aversion |
0 |
0 |
0 |
65 |
1 |
1 |
8 |
142 |

Comonotonic Processes |
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0 |
0 |
11 |
0 |
0 |
3 |
74 |

Conditional Comonotonicity |
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0 |
0 |
48 |
0 |
1 |
6 |
111 |

Consensus consumer and intertemporal asset pricing with heterogeneous beliefs |
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0 |
0 |
165 |
0 |
2 |
9 |
399 |

Consensus consumer and intertemporal asset pricing with heterogeneous beliefs |
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0 |
3 |
42 |
0 |
4 |
19 |
127 |

Continuous Time Equilibrium Pricing of Nonredundant Assets |
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0 |
1 |
74 |
0 |
0 |
8 |
216 |

Contiuous Time Equilibrium Pricing of Nonredundant Assets |
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0 |
0 |
4 |
0 |
0 |
6 |
54 |

Convergence of the equilibrium prices in a family of financial models |
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0 |
0 |
6 |
0 |
0 |
3 |
40 |

Convergence of utility functions and convergence of optimal strategies |
0 |
0 |
0 |
24 |
0 |
2 |
4 |
81 |

Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee |
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0 |
0 |
0 |
1 |
6 |
7 |
1,150 |

Coûts de transaction, contraintes de vente à découvert et taxes: une approche unifiée |
0 |
2 |
2 |
16 |
0 |
2 |
2 |
79 |

Discounting and Divergence of Opinion |
0 |
0 |
0 |
52 |
0 |
0 |
10 |
162 |

Efficient Trading Strategies |
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0 |
0 |
16 |
0 |
0 |
2 |
43 |

Efficient Trading Strategies in the Presence of Market Frictions |
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0 |
1 |
19 |
3 |
3 |
18 |
83 |

Efficient Trading Strategies in the Presence of Market Frictions |
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0 |
0 |
306 |
0 |
0 |
5 |
761 |

Efficient Trading Strategies with Transaction Costs |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
56 |

Equilibrium Pricing Bounds on Option Prices |
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0 |
1 |
22 |
0 |
0 |
4 |
92 |

Equilibrium Pricing in Incomplete Markets |
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0 |
2 |
422 |
0 |
1 |
10 |
1,170 |

Equilibrium Pricing in Incomplete Markets |
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0 |
2 |
21 |
3 |
5 |
15 |
105 |

Evolutionary strategic beliefs and financial markets |
0 |
0 |
1 |
29 |
0 |
2 |
10 |
53 |

Financial Markets Equilibrium with Heterogeneous Agents |
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0 |
0 |
60 |
0 |
3 |
9 |
151 |

Gurus and beliefs manipulation |
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0 |
0 |
8 |
0 |
0 |
4 |
42 |

Heterogeneous Beliefs and Asset Pricing in Discrete Time |
0 |
0 |
0 |
42 |
0 |
0 |
5 |
82 |

Hétérogénéité des croyances, prix du risque et volatilité des marchés |
0 |
0 |
0 |
43 |
0 |
0 |
5 |
196 |

Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey |
0 |
0 |
0 |
48 |
0 |
1 |
8 |
153 |

La crise des subprimes ou l'irruption des particuliers dans la sphère financière |
0 |
0 |
0 |
9 |
0 |
0 |
6 |
28 |

Law Invariant Risk Measures Have the Fatou Property |
1 |
1 |
1 |
61 |
1 |
1 |
7 |
207 |

Market imperfections, equilibrium and arbitrage |
0 |
0 |
2 |
306 |
1 |
3 |
15 |
875 |

Market imperfections, equilibrium and arbitrage |
0 |
0 |
1 |
38 |
0 |
1 |
8 |
138 |

No-arbitrage and state price deflators in a general continuous time framework |
0 |
0 |
0 |
348 |
0 |
2 |
6 |
1,053 |

On Abel's Concept of Doubt and Pessimism |
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0 |
0 |
13 |
0 |
0 |
10 |
88 |

Optimal Investment with Taxes: An Existence Result |
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0 |
0 |
71 |
0 |
0 |
5 |
227 |

Optimal Investment with Taxes: An Optimal Control Problem with Endogenous Delay |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
33 |

Optimal Risk Sharing for Law Invariant Monetary Utility Functions |
0 |
0 |
0 |
16 |
0 |
0 |
4 |
72 |

Price Functionals with Bid-Ask Spreads: An Axiomatic Approach |
0 |
0 |
1 |
168 |
0 |
0 |
1 |
659 |

Price Functionals with Bid-Ask Spreads: An Axiomatic Approach |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
45 |

Pricing in Incomplete Markets: An Equilibrium Approach |
0 |
0 |
1 |
7 |
0 |
0 |
5 |
23 |

Pricing of Non-redundant Derivatives in a Complete Market |
0 |
0 |
0 |
102 |
0 |
0 |
1 |
275 |

Pricing of Non-redundant Derivatives in a Complete Market |
0 |
0 |
0 |
5 |
0 |
0 |
9 |
74 |

Pricing of Non-redundant Derivatives in a Complete Market |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
64 |

Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
41 |

Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case |
0 |
0 |
1 |
329 |
0 |
0 |
4 |
1,052 |

Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case |
0 |
0 |
0 |
16 |
0 |
0 |
2 |
62 |

Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience |
0 |
0 |
0 |
36 |
0 |
0 |
7 |
125 |

Risques: prise de décision individuelle et collective |
0 |
0 |
0 |
5 |
0 |
1 |
9 |
34 |

Strategic Beliefs |
0 |
0 |
0 |
34 |
1 |
2 |
8 |
90 |

Transaction Costs in Financial Models |
0 |
0 |
1 |
13 |
0 |
0 |
3 |
37 |

Un modele discret et stochastique d'investissement avec une application aux couts de transaction |
0 |
0 |
0 |
1 |
0 |
56 |
63 |
1,071 |

Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
49 |

Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff |
0 |
0 |
0 |
50 |
1 |
1 |
8 |
132 |

Vector-valued Coherent Risk Measures |
0 |
0 |
0 |
44 |
0 |
1 |
11 |
157 |

Viability and Equilibrium in Securities Markets with Frictions |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
33 |

Viability and Equilibrium in Securities Markets with Frictions |
0 |
0 |
0 |
125 |
0 |
0 |
1 |
461 |

Total Working Papers |
1 |
3 |
26 |
4,583 |
13 |
111 |
474 |
17,285 |