Access Statistics for Elyès Jouini

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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 1 1 5 15
A class of models satisfying a dynamical version of the CAPM 0 0 0 41 3 3 7 106
A discrete stochastic model for investment withan application to the transaction costs case 0 0 0 0 2 3 4 13
Aggregation of Discount Rates: an Equilibrium Approach 0 0 0 36 1 2 7 157
Aggregation of Heterogeneous Beliefs 0 0 0 78 0 1 6 234
An Index Theorem for Nonconvex Production Economies 0 0 0 0 3 3 9 18
Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities 1 2 2 22 3 4 8 84
Arbitrage and Control Problems in Finance. Presentation 0 0 0 86 2 2 4 498
Arbitrage and Investment Opportunities 0 0 0 7 5 5 12 71
Arbitrage and Investment Opportunities 0 0 0 138 0 1 6 373
Arbitrage and Super-Replication Cost with Convex Constraints 0 0 0 10 1 1 5 54
Arbitrage and Viability in Securities Markets with Fixed Trading Costs 0 0 1 167 1 3 13 521
Arbitrage and investment opportunities 0 0 0 4 2 2 6 36
Arbitrage and state price deflators in a general intertemporal framework 0 0 0 32 1 2 4 177
Arbitrage and viability in securities markets with fixed trading costs 0 0 0 19 4 4 7 109
Arbitrage et imperfections de marché 0 0 0 0 1 1 3 6
Arbitrage in securities markets with shortsale constraints 0 0 0 0 0 0 10 34
Arbitrage pricing and equilibrium pricing: compatibility conditions 0 0 0 26 3 4 10 131
Arbitrage with Fixed Costs and Interest Rate Models 0 0 0 18 2 2 5 101
Arbitrage with fixed costs and interest rate models 0 0 0 313 3 3 7 1,164
Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model 0 0 0 17 0 0 7 96
Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach 0 0 0 24 1 1 10 164
Are risk agents more optimistic? A Bayesian estimation approach 0 0 0 0 2 2 4 15
Are risk averse agents more optimistic ? 0 0 0 0 4 4 7 15
Are risk averse agents more optimistic? A Bayesian estimation approach 0 0 0 15 2 2 12 112
Attentes Stratégiques 0 0 0 0 1 3 8 21
Behavioral biases and representative agent 0 0 0 49 0 1 9 106
Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints 0 0 0 0 3 3 10 194
Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints 0 0 0 0 1 1 2 6
Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints 0 0 0 0 1 1 1 6
Cognitive biases and the representative agent 0 0 0 20 2 4 10 100
Collective risk aversion 0 0 0 65 5 5 10 165
Comonotonic Processes 0 0 0 11 0 0 5 93
Conditional Comonotonicity 0 0 0 48 1 3 7 124
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 0 0 1 44 1 2 5 174
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 0 0 1 167 2 4 13 419
Continuous Time Equilibrium Pricing of Nonredundant Assets 0 0 0 75 3 3 5 228
Contiuous Time Equilibrium Pricing of Nonredundant Assets 0 0 0 4 2 4 11 71
Convergence of the equilibrium prices in a family of financial models 0 0 0 7 2 2 9 55
Convergence of utility functions and convergence of optimal strategies 0 0 0 24 6 6 8 103
Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee 0 0 0 0 1 1 6 1,164
Coûts de transaction, contraintes de vente à découvert et taxes: une approche unifiée 0 0 0 17 2 2 5 87
Dans l'âme des investisseurs 0 0 0 0 1 1 4 25
Discounting and Divergence of Opinion 0 0 0 53 1 2 7 177
Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes 0 0 0 34 3 7 15 61
Efficient Trading Strategies 0 0 0 16 3 7 12 56
Efficient Trading Strategies in the Presence of Market Frictions 0 0 1 310 1 3 11 794
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 22 3 4 11 118
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 0 1 2 7 65
Efficient Trading Strategies with Transaction Costs 0 0 0 22 1 1 3 61
Efficient portfolios in financial markets with proportional transaction costs 0 0 0 2 2 4 6 37
Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs 0 0 0 0 2 2 6 20
Equilibrium Pricing Bounds on Option Prices 0 0 0 22 5 5 7 103
Equilibrium Pricing in Incomplete Markets 0 0 1 9 2 2 10 33
Equilibrium Pricing in Incomplete Markets 0 0 0 21 4 4 8 118
Equilibrium Pricing in Incomplete Markets 0 0 0 422 3 6 12 1,187
Equilibrium pricing and market completion: a counterexample 0 0 0 3 2 2 4 7
Evolutionary Beliefs and Financial Markets 0 0 0 23 4 4 10 36
Evolutionary beliefs and financial markets 0 0 0 9 3 3 5 38
Evolutionary strategic beliefs and financial markets 0 0 0 30 1 1 8 68
Existence of equilibria in nonconvex economies without free disposal 0 0 0 0 4 4 8 13
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 3 4 8 171
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 0 2 7 50
Financial Markets with Heterogeneous Beliefs 0 0 0 0 3 3 7 19
Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday 0 0 0 0 2 2 4 16
Functions with constant generalized gradient 0 0 0 0 0 2 5 24
Gender Stereotypes Can Explain the Gender-Equality Paradox 0 0 1 35 6 7 21 109
Gender stereotypes can explain the gender-equality paradox 0 0 0 0 2 4 9 34
Gender stereotypes can explain the gender-equality paradox 0 0 0 0 2 2 4 39
General equilibrium with producers and brokers Existence and regularity 0 0 0 0 1 1 5 21
Generalized Lipschitz functions 0 0 0 0 2 2 6 16
Gurus and belief manipulation 0 0 0 0 1 1 8 44
Gurus and beliefs manipulation 0 0 0 10 2 2 6 59
Heterogeneous Beliefs and Asset Pricing in Discrete Time 0 0 0 43 0 0 3 92
Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk aversion 0 0 0 0 3 3 6 29
How to aggregate experts' discount rates: an equilibrium approach 0 0 0 3 3 3 7 26
Hétérogénéité des croyances, prix du risque et volatilité des marchés 0 0 0 43 3 3 4 204
Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach 0 0 0 0 2 2 6 19
Incomplete markets, transaction costs and liquidity effects 0 0 0 1 3 4 7 16
Investment and arbitrage opportunities with short sales constraints 0 0 0 0 3 4 7 20
Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey 0 0 0 0 5 5 11 30
Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey 0 0 0 49 3 3 7 191
Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence 0 0 0 0 2 2 3 17
Is there a pessimistic bias in individual beliefs ? Evidence from survey dat 0 0 0 0 1 1 4 27
La Finance Islamique - Une solution à la crise ? 0 0 0 0 1 3 10 817
La crise des subprimes ou l'irruption des particuliers dans la sphère financière 0 0 0 9 2 2 4 36
La finance islamique est-elle une finance durable? 0 0 0 0 2 6 26 320
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 2 2 7 222
Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles 0 0 0 0 2 2 2 14
Live fast, die young 0 0 0 0 1 3 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 1 17
Market imperfections, equilibrium and arbitrage 0 0 0 307 2 7 12 913
Market imperfections, equilibrium and arbitrage 0 0 0 38 3 3 8 157
Market models with frictions: arbitrage and pricing issues 0 0 0 0 2 3 7 14
Martingale and Arbitrage in securities markets with transaction cost 0 0 0 0 0 0 6 39
No-arbitrage and state price deflators in a general continuous time framework 0 0 0 350 2 4 10 1,074
On Abel's Concept of Doubt and Pessimism 0 0 0 13 0 0 6 103
On Multivariate Prudence 0 0 0 26 2 3 8 59
On Portfolio Choice with Savoring and Disappointment 0 0 0 10 2 4 7 59
Optimal Investment with Taxes: An Existence Result 0 0 0 71 2 2 9 238
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 1 5 86
Optimal investment with taxes: an existence result 0 0 0 0 4 4 12 20
Optimal investment with taxes: an optimal control problem with endogeneous delay 0 0 0 0 2 3 5 14
Paris-Princeton Lectures on Mathematical Finance 0 0 0 0 2 2 4 115
Price Functionals with Bid-Ask Spreads: An Axiomatic Approach 0 0 1 169 1 2 7 672
Price Functionals with Bid-Ask Spreads: An Axiomatic Approach 0 0 1 12 1 3 10 63
Price functionals with bid–ask spreads: an axiomatic approach 0 0 0 0 1 4 7 32
Pricing in Incomplete Markets: An Equilibrium Approach 0 0 0 8 2 2 7 35
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 103 1 1 5 287
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 5 4 7 14 98
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 11 1 1 2 74
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 7 2 3 7 32
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 16 1 2 3 67
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 5 4 11 19 62
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 329 3 4 11 1,069
Production planning and inventories optimization with a general storage cost function 0 0 0 0 1 1 6 21
Produits dérivés, contrôle des risques et réglementation 0 0 0 0 1 1 4 17
Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience 0 0 0 36 2 5 7 151
Risques: prise de décision individuelle et collective 0 0 0 6 1 1 2 49
Societal Inequalities Amplify Gender Gaps in Math 0 1 1 59 5 8 18 99
Societal inequalities amplify gender gaps in math 0 0 0 0 2 2 4 33
Societal inequalities amplify gender gaps in math 0 0 0 0 0 0 6 18
Strategic Beliefs 0 0 0 36 3 3 7 129
Structure de l'ensemble des équilibres d'une économie productive 0 0 0 0 0 0 2 9
Subjective expectations and medical testing 0 0 0 0 2 2 7 29
The graph of the Walras correspondence, The production economies case 0 0 0 0 3 3 5 12
The marginal propensity to consume and multidimensional risk 0 0 0 10 2 2 5 56
Transaction Costs in Financial Models 0 0 0 14 4 5 9 53
Un modele discret et stochastique d'investissement avec une application aux couts de transaction 0 0 0 1 0 0 2 1,087
Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction 0 1 1 9 0 2 3 57
Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff 0 0 0 52 1 1 7 144
Vector-valued Coherent Risk Measures 0 0 0 12 2 3 7 45
Vector-valued Coherent Risk Measures 0 0 0 45 2 3 7 179
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 125 1 1 4 468
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 11 2 4 12 56
Viability and equilibrium in securities markets with frictions 0 0 0 0 0 1 7 20
Viability and equilibrium in securities markets with frictions 0 0 0 0 2 2 4 8
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 1 2 3 7
Total Working Papers 1 4 12 4,830 270 374 1,007 21,399
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 4 5 7 86
A discrete stochastic model for investment with an application to the transaction costs case 0 0 0 25 2 4 9 104
A remark on Clarke's normal cone and the marginal cost pricing rule 0 0 0 37 1 2 7 168
A remark on Clarke's normal cone and the marginal cost pricing rule 0 0 0 15 3 3 8 96
ARBITRAGE IN SECURITIES MARKETS WITH SHORT‐SALES CONSTRAINTS 0 0 1 83 1 2 6 188
Aggregation of heterogeneous beliefs 0 0 0 43 0 2 6 106
An index theorem for nonconvex production economies 0 0 0 2 1 2 6 18
Arbitrage and control problems in finance: A presentation 0 0 0 87 1 2 8 356
Arbitrage and investment opportunities 0 0 0 138 3 4 11 887
Arbitrage and state price deflators in a general intertemporal framework 0 0 0 38 2 3 7 135
Arbitrage and viability in securities markets with fixed trading costs 0 0 0 46 1 6 18 184
Arbitrage with Fixed Costs and Interest Rate Models 0 0 0 13 3 4 6 77
Are more risk averse agents more optimistic? Insights from a rational expectations model 0 0 1 20 0 0 4 85
Are risk-averse agents more optimistic? A Bayesian estimation approach 0 0 0 55 3 4 13 281
Behavioral biases and the representative agent 0 0 0 6 5 7 10 61
Collective risk aversion 0 0 0 8 4 4 8 61
Comonotonic processes 0 0 1 38 0 2 6 175
Conditional comonotonicity 0 0 0 87 4 8 12 254
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs 0 0 0 170 2 4 13 512
Convergence of utility functions and convergence of optimal strategies 0 0 0 10 2 2 4 58
Discounting and divergence of opinion 0 0 0 54 0 1 6 153
Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes 0 0 0 10 2 2 12 74
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 1 2 4 18 525
Equilibrium Pricing in Incomplete Markets 0 0 0 17 3 3 7 101
Equilibrium pricing and market completion: a counterexample 0 0 0 13 4 4 4 46
Evolutionary Beliefs and Financial Markets 0 0 0 20 4 6 13 64
Existence of equilibria in nonconvex economies without free disposal 0 0 0 12 4 5 10 66
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 1 3 9 141
Gender stereotypes can explain the gender-equality paradox 0 0 1 18 5 9 55 109
General equilibrium with producers and brokers: Existence and regularity 0 0 0 11 1 1 4 88
Gurus and belief manipulation 0 0 0 3 3 7 14 126
Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt 0 0 0 85 4 6 12 200
How to aggregate experts' discount rates: An equilibrium approach 0 0 0 6 2 3 8 41
Hétérogénéité des croyances, prix du risque et volatilité des marchés 0 0 0 3 1 2 2 63
INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH 1 1 1 1 5 5 8 11
Incomplete markets, transaction costs and liquidity effects 0 0 0 67 4 6 18 233
Investment and Arbitrage Opportunities with Short Sales Constraints 0 0 0 5 1 1 8 47
Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey 0 0 0 20 4 7 10 214
Live fast, die young 0 0 1 6 1 2 15 75
Martingales and Arbitrage in Securities Markets with Transaction Costs 0 0 1 416 2 3 17 837
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS 0 0 0 5 0 4 9 72
On Abel's concept of doubt and pessimism 0 0 0 28 3 4 8 126
On Portfolio Choice with Savoring and Disappointment 0 0 0 5 3 3 5 36
On multivariate prudence 0 0 0 19 1 1 6 96
Optimal investment with taxes: an existence result 0 0 0 8 1 1 9 62
Price functionals with bid-ask spreads: an axiomatic approach 0 0 0 40 1 3 39 178
Production planning and inventories optimization: A backward approach in the convex storage cost case 0 0 0 33 3 4 9 183
Produits dérivés, contrôle des risques et réglementation 0 0 0 7 4 5 7 45
Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience 0 0 0 5 4 5 7 60
Stereotypes, underconfidence and decision-making with an application to gender and math 0 0 0 15 3 4 10 113
Subjective expectations and medical testing 0 0 0 8 1 1 2 49
Tarifer un risque dont l’intensité est diversement perçue 0 0 0 1 1 1 6 19
The Impact of Health-Related Emotions on Belief Formation and Behavior 0 0 0 8 1 2 14 52
The graph of the Walras correspondence: The production economies case 0 0 0 20 0 3 13 110
The marginal propensity to consume and multidimensional risk 0 0 0 8 2 3 8 126
Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off 0 0 0 11 2 6 14 85
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 4 5 12 16
Vector-valued coherent risk measures 0 0 0 21 3 5 18 145
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 5 1 1 3 38
Éditorial 0 0 0 0 0 1 8 21
Total Journal Articles 1 1 7 1,997 133 212 626 8,738

Chapter File Downloads Abstract Views
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ARBITRAGE PRICING AND EQUILIBRIUM PRICING: COMPATIBILITY CONDITIONS 0 0 1 2 3 3 6 21
Total Chapters 0 0 1 2 3 3 6 21

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