Access Statistics for Elyès Jouini

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 REMARK ON CLARKE'S NORMAL CONE AND THE MARGINAL COST PRICING RULE 0 0 0 0 0 1 4 16
A class of models satisfying a dynamical version of the CAPM 0 0 0 41 0 0 7 107
A discrete stochastic model for investment withan application to the transaction costs case 0 0 0 0 1 1 5 14
Aggregation of Discount Rates: an Equilibrium Approach 0 0 0 36 0 1 7 158
Aggregation of Heterogeneous Beliefs 0 0 0 78 0 0 6 234
An Index Theorem for Nonconvex Production Economies 0 0 0 0 0 1 10 20
Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities 0 0 2 22 0 0 8 84
Arbitrage and Control Problems in Finance. Presentation 0 0 0 86 0 1 5 499
Arbitrage and Investment Opportunities 0 0 0 138 1 2 7 375
Arbitrage and Investment Opportunities 0 0 0 7 0 0 13 72
Arbitrage and Super-Replication Cost with Convex Constraints 0 0 0 10 0 0 5 54
Arbitrage and Viability in Securities Markets with Fixed Trading Costs 0 0 0 167 1 1 13 522
Arbitrage and investment opportunities 0 0 0 4 0 0 7 37
Arbitrage and state price deflators in a general intertemporal framework 0 0 0 32 1 1 5 178
Arbitrage and viability in securities markets with fixed trading costs 0 0 0 19 0 2 11 113
Arbitrage et imperfections de marché 0 0 0 0 0 0 3 6
Arbitrage in securities markets with shortsale constraints 0 0 0 0 0 1 11 35
Arbitrage pricing and equilibrium pricing: compatibility conditions 0 0 0 26 1 1 11 132
Arbitrage with Fixed Costs and Interest Rate Models 0 0 0 18 0 0 5 102
Arbitrage with fixed costs and interest rate models 0 0 0 313 1 1 7 1,165
Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model 0 0 0 17 0 0 6 96
Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach 0 0 0 24 1 1 11 166
Are risk agents more optimistic? A Bayesian estimation approach 0 0 0 0 0 0 4 15
Are risk averse agents more optimistic ? 0 0 0 0 0 0 7 15
Are risk averse agents more optimistic? A Bayesian estimation approach 0 0 0 15 0 1 12 113
Attentes Stratégiques 0 0 0 0 1 1 12 25
Behavioral biases and representative agent 0 0 0 49 0 0 9 106
Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints 0 0 0 0 0 1 11 196
Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints 0 0 0 0 0 0 3 7
Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints 0 0 0 0 0 0 1 6
Cognitive biases and the representative agent 0 0 0 20 1 2 12 102
Collective risk aversion 0 0 0 65 0 0 9 165
Comonotonic Processes 0 0 0 11 1 1 6 95
Conditional Comonotonicity 0 0 0 48 0 0 6 124
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 0 0 1 44 1 2 7 176
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 0 0 1 167 0 0 13 419
Continuous Time Equilibrium Pricing of Nonredundant Assets 0 0 0 75 0 0 4 228
Contiuous Time Equilibrium Pricing of Nonredundant Assets 0 0 0 4 1 1 13 73
Convergence of the equilibrium prices in a family of financial models 0 0 0 7 0 1 10 56
Convergence of utility functions and convergence of optimal strategies 0 0 0 24 0 0 8 103
Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee 0 0 0 0 0 1 7 1,166
Coûts de transaction, contraintes de vente à découvert et taxes: une approche unifiée 0 0 0 17 0 0 6 88
Dans l'âme des investisseurs 0 0 0 0 1 3 7 28
Discounting and Divergence of Opinion 0 0 0 53 2 2 10 180
Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes 0 0 0 34 0 0 14 61
Efficient Trading Strategies 0 0 0 16 0 0 11 56
Efficient Trading Strategies in the Presence of Market Frictions 0 0 1 310 0 0 12 795
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 22 2 2 13 120
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 0 0 0 8 66
Efficient Trading Strategies with Transaction Costs 0 0 0 22 0 0 3 61
Efficient portfolios in financial markets with proportional transaction costs 0 0 0 2 0 1 8 39
Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs 0 0 0 0 0 0 6 20
Equilibrium Pricing Bounds on Option Prices 0 0 0 22 0 0 7 103
Equilibrium Pricing in Incomplete Markets 0 0 0 422 1 1 13 1,188
Equilibrium Pricing in Incomplete Markets 0 0 0 21 0 0 8 118
Equilibrium Pricing in Incomplete Markets 0 0 1 9 0 0 10 33
Equilibrium pricing and market completion: a counterexample 0 0 0 3 2 2 7 10
Evolutionary Beliefs and Financial Markets 0 0 0 23 0 0 10 36
Evolutionary beliefs and financial markets 0 0 0 9 0 0 5 38
Evolutionary strategic beliefs and financial markets 0 0 0 30 0 1 9 69
Existence of equilibria in nonconvex economies without free disposal 0 0 0 0 1 1 9 14
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 1 1 8 172
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 1 2 8 52
Financial Markets with Heterogeneous Beliefs 0 0 0 0 0 0 8 20
Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday 0 0 0 0 0 1 5 17
Functions with constant generalized gradient 0 0 0 0 0 1 5 25
Gender Stereotypes Can Explain the Gender-Equality Paradox 0 0 1 35 0 4 23 114
Gender stereotypes can explain the gender-equality paradox 0 0 0 0 0 1 9 35
Gender stereotypes can explain the gender-equality paradox 0 0 0 0 0 0 6 41
General equilibrium with producers and brokers Existence and regularity 0 0 0 0 1 1 6 22
Generalized Lipschitz functions 0 0 0 0 0 0 5 16
Gurus and belief manipulation 0 0 0 0 0 0 7 44
Gurus and beliefs manipulation 0 0 0 10 1 2 8 61
Heterogeneous Beliefs and Asset Pricing in Discrete Time 0 0 0 43 0 0 2 92
Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk aversion 0 0 0 0 1 1 7 30
How to aggregate experts' discount rates: an equilibrium approach 0 0 0 3 0 0 8 27
Hétérogénéité des croyances, prix du risque et volatilité des marchés 0 0 0 43 0 1 5 205
Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach 0 0 0 0 0 0 6 19
Incomplete markets, transaction costs and liquidity effects 0 0 0 1 0 0 6 16
Investment and arbitrage opportunities with short sales constraints 0 0 0 0 0 0 8 21
Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey 0 0 0 0 1 1 11 31
Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey 0 0 0 49 0 0 7 191
Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence 0 0 0 0 1 1 3 18
Is there a pessimistic bias in individual beliefs ? Evidence from survey dat 0 0 0 0 0 1 5 28
La Finance Islamique - Une solution à la crise ? 0 0 0 0 0 1 8 819
La crise des subprimes ou l'irruption des particuliers dans la sphère financière 0 0 0 9 0 0 4 36
La finance islamique est-elle une finance durable? 0 0 0 0 0 2 24 323
La finance islamique: une finance libre d’intérêt au service de la croissance 0 0 0 0 0 0 6 33
Law Invariant Risk Measures Have the Fatou Property 0 0 0 65 0 1 11 227
Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles 0 0 0 0 0 1 3 15
Live fast, die young 0 0 0 0 0 0 8 54
Live fast, die young: equilibrium and survival in large economies 0 0 0 0 0 0 1 9
Live fast, die young: equilibrium and survival in large economies 0 0 0 0 1 1 2 18
Market imperfections, equilibrium and arbitrage 0 0 0 307 1 1 11 914
Market imperfections, equilibrium and arbitrage 0 0 0 38 1 1 9 158
Market models with frictions: arbitrage and pricing issues 0 0 0 0 1 2 9 16
Martingale and Arbitrage in securities markets with transaction cost 0 0 0 0 1 1 7 40
No-arbitrage and state price deflators in a general continuous time framework 0 0 0 350 0 0 11 1,075
On Abel's Concept of Doubt and Pessimism 0 0 0 13 0 1 7 104
On Multivariate Prudence 0 0 0 26 0 0 9 60
On Portfolio Choice with Savoring and Disappointment 0 0 0 10 0 0 9 61
Optimal Investment with Taxes: An Existence Result 0 0 0 71 2 2 10 240
Optimal Investment with Taxes: An Optimal Control Problem with Endogenous Delay 0 0 0 12 0 0 2 38
Optimal Risk Sharing for Law Invariant Monetary Utility Functions 0 0 0 19 0 0 5 86
Optimal investment with taxes: an existence result 0 0 0 0 0 0 9 20
Optimal investment with taxes: an optimal control problem with endogeneous delay 0 0 0 0 0 0 5 14
Paris-Princeton Lectures on Mathematical Finance 0 0 0 0 1 1 3 116
Price Functionals with Bid-Ask Spreads: An Axiomatic Approach 0 0 0 169 2 4 9 677
Price Functionals with Bid-Ask Spreads: An Axiomatic Approach 0 0 0 12 1 1 9 64
Price functionals with bid–ask spreads: an axiomatic approach 0 0 0 0 0 0 6 32
Pricing in Incomplete Markets: An Equilibrium Approach 0 0 0 8 0 1 8 36
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 5 0 0 15 99
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 103 0 0 5 287
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 11 1 1 3 75
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 7 2 2 8 34
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 16 0 0 3 67
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 329 0 0 11 1,070
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 5 0 0 19 62
Production planning and inventories optimization with a general storage cost function 0 0 0 0 0 1 7 22
Produits dérivés, contrôle des risques et réglementation 0 0 0 0 0 0 4 17
Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience 0 0 0 36 0 0 7 151
Risques: prise de décision individuelle et collective 0 0 0 6 0 1 4 51
Societal Inequalities Amplify Gender Gaps in Math 0 0 1 59 1 2 19 101
Societal inequalities amplify gender gaps in math 0 0 0 0 0 1 8 21
Societal inequalities amplify gender gaps in math 0 0 0 0 0 1 4 35
Strategic Beliefs 0 1 1 37 0 1 8 130
Structure de l'ensemble des équilibres d'une économie productive 0 0 0 0 0 1 3 10
Subjective expectations and medical testing 0 0 0 0 1 1 8 30
The graph of the Walras correspondence, The production economies case 0 0 0 0 0 0 5 12
The marginal propensity to consume and multidimensional risk 0 0 0 10 0 0 5 56
Transaction Costs in Financial Models 0 0 0 14 0 0 9 53
Un modele discret et stochastique d'investissement avec une application aux couts de transaction 0 0 0 1 0 0 3 1,088
Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction 0 0 1 9 1 1 4 58
Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff 0 0 0 52 0 0 7 144
Vector-valued Coherent Risk Measures 0 0 0 12 0 0 7 45
Vector-valued Coherent Risk Measures 0 0 0 45 1 2 9 182
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 125 0 0 3 468
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 11 0 0 12 56
Viability and equilibrium in securities markets with frictions 0 0 0 0 0 0 4 8
Viability and equilibrium in securities markets with frictions 0 0 0 0 0 0 6 21
unicité et stabilité de l'équilibre dans une économie de production avec règle de tarfication marginale: les cas convexe et non-convexe 0 0 0 0 0 0 3 7
Total Working Papers 0 1 10 4,831 46 93 1,081 21,540
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A class of models satisfying a dynamical version of the CAPM 0 0 0 24 0 0 9 88
A discrete stochastic model for investment with an application to the transaction costs case 0 0 0 25 0 0 7 104
A remark on Clarke's normal cone and the marginal cost pricing rule 0 0 0 37 0 1 6 169
A remark on Clarke's normal cone and the marginal cost pricing rule 0 0 0 15 0 0 8 96
ARBITRAGE IN SECURITIES MARKETS WITH SHORT‐SALES CONSTRAINTS 0 1 2 84 0 3 9 191
Aggregation of heterogeneous beliefs 0 0 0 43 1 1 6 107
An index theorem for nonconvex production economies 0 0 0 2 5 7 14 27
Arbitrage and control problems in finance: A presentation 0 0 0 87 1 1 9 358
Arbitrage and investment opportunities 0 0 0 138 0 2 12 889
Arbitrage and state price deflators in a general intertemporal framework 0 0 0 38 0 0 8 137
Arbitrage and viability in securities markets with fixed trading costs 0 0 0 46 1 2 18 186
Arbitrage with Fixed Costs and Interest Rate Models 0 0 0 13 0 0 7 78
Are more risk averse agents more optimistic? Insights from a rational expectations model 1 1 2 21 1 1 5 86
Are risk-averse agents more optimistic? A Bayesian estimation approach 0 0 0 55 2 5 18 286
Behavioral biases and the representative agent 0 0 0 6 5 5 15 66
Collective risk aversion 0 0 0 8 0 0 8 63
Comonotonic processes 0 0 1 38 0 1 8 177
Conditional comonotonicity 0 0 0 87 0 0 11 254
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs 0 0 0 170 1 1 11 514
Convergence of utility functions and convergence of optimal strategies 0 0 0 10 0 0 4 58
Discounting and divergence of opinion 0 0 0 54 0 0 8 155
Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes 0 0 0 10 0 1 12 75
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 1 0 0 16 526
Equilibrium Pricing in Incomplete Markets 0 0 0 17 0 0 6 101
Equilibrium pricing and market completion: a counterexample 0 0 0 13 0 1 5 47
Evolutionary Beliefs and Financial Markets 0 0 0 20 0 0 13 64
Existence of equilibria in nonconvex economies without free disposal 0 0 0 12 0 0 10 66
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 0 2 11 144
Gender stereotypes can explain the gender-equality paradox 0 0 0 18 1 4 55 114
General equilibrium with producers and brokers: Existence and regularity 0 0 0 11 1 1 6 90
Gurus and belief manipulation 0 1 1 4 0 1 16 129
Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt 0 0 0 85 0 2 14 202
How to aggregate experts' discount rates: An equilibrium approach 0 0 0 6 0 0 6 41
Hétérogénéité des croyances, prix du risque et volatilité des marchés 0 0 0 3 0 0 2 63
INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH 0 0 1 1 0 0 8 11
Incomplete markets, transaction costs and liquidity effects 0 0 0 67 1 1 19 234
Investment and Arbitrage Opportunities with Short Sales Constraints 0 0 0 5 0 1 8 48
Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey 0 0 0 20 0 0 10 214
Live fast, die young 0 0 1 6 0 0 14 75
Martingales and Arbitrage in Securities Markets with Transaction Costs 0 1 2 417 0 4 21 841
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS 0 0 0 5 0 1 10 73
On Abel's concept of doubt and pessimism 0 0 0 28 1 1 7 127
On Portfolio Choice with Savoring and Disappointment 0 0 0 5 1 1 6 37
On multivariate prudence 0 0 0 19 0 0 5 96
Optimal investment with taxes: an existence result 0 0 0 8 0 0 8 63
Price functionals with bid-ask spreads: an axiomatic approach 0 0 0 40 0 0 38 179
Production planning and inventories optimization: A backward approach in the convex storage cost case 0 0 0 33 0 0 9 183
Produits dérivés, contrôle des risques et réglementation 0 0 0 7 0 0 10 48
Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience 0 0 0 5 0 0 7 60
Stereotypes, underconfidence and decision-making with an application to gender and math 0 0 0 15 0 1 9 114
Subjective expectations and medical testing 0 0 0 8 0 0 2 49
Tarifer un risque dont l’intensité est diversement perçue 1 1 1 2 1 2 7 21
The Impact of Health-Related Emotions on Belief Formation and Behavior 0 0 0 8 0 0 13 53
The graph of the Walras correspondence: The production economies case 0 0 0 20 0 0 11 110
The marginal propensity to consume and multidimensional risk 0 0 0 8 1 2 11 129
Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off 0 0 0 11 0 0 14 86
Unicité et stabilité de l'équilibre dans une économie de production avec règle de tarification marginale: les cas convexe et non-convexe 0 0 0 0 2 2 13 18
Vector-valued coherent risk measures 0 0 0 21 1 1 19 146
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 5 0 0 2 38
Éditorial 0 0 0 0 0 1 9 22
Total Journal Articles 2 5 11 2,002 27 60 663 8,826

Chapter File Downloads Abstract Views
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ARBITRAGE PRICING AND EQUILIBRIUM PRICING: COMPATIBILITY CONDITIONS 0 0 1 2 0 0 6 21
Total Chapters 0 0 1 2 0 0 6 21

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