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 0 1 4 14
A class of models satisfying a dynamical version of the CAPM 0 0 0 41 1 2 4 103
A discrete stochastic model for investment withan application to the transaction costs case 0 0 0 0 0 0 2 10
Aggregation of Discount Rates: an Equilibrium Approach 0 0 0 36 3 4 5 155
Aggregation of Heterogeneous Beliefs 0 0 0 78 1 3 6 233
An Index Theorem for Nonconvex Production Economies 0 0 0 0 3 5 6 15
Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities 0 0 0 20 2 4 4 80
Arbitrage and Control Problems in Finance. Presentation 0 0 0 86 1 2 2 496
Arbitrage and Investment Opportunities 0 0 0 7 2 6 8 66
Arbitrage and Investment Opportunities 0 0 0 138 3 4 5 372
Arbitrage and Super-Replication Cost with Convex Constraints 0 0 0 10 3 4 5 53
Arbitrage and Viability in Securities Markets with Fixed Trading Costs 0 0 1 167 4 8 10 518
Arbitrage and investment opportunities 0 0 0 4 2 3 4 34
Arbitrage and state price deflators in a general intertemporal framework 0 0 0 32 0 2 2 175
Arbitrage and viability in securities markets with fixed trading costs 0 0 0 19 1 3 3 105
Arbitrage et imperfections de marché 0 0 0 0 1 2 2 5
Arbitrage in securities markets with shortsale constraints 0 0 0 0 4 9 11 34
Arbitrage pricing and equilibrium pricing: compatibility conditions 0 0 0 26 4 6 7 127
Arbitrage with Fixed Costs and Interest Rate Models 0 0 0 18 0 1 3 99
Arbitrage with fixed costs and interest rate models 0 0 0 313 0 2 4 1,161
Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model 0 0 0 17 4 6 7 96
Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach 0 0 0 24 3 5 9 163
Are risk agents more optimistic? A Bayesian estimation approach 0 0 0 0 1 2 2 13
Are risk averse agents more optimistic ? 0 0 0 0 1 1 3 11
Are risk averse agents more optimistic? A Bayesian estimation approach 0 0 0 15 1 8 10 110
Attentes Stratégiques 0 0 0 0 2 5 5 18
Behavioral biases and representative agent 0 0 0 49 4 8 8 105
Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints 0 0 0 0 3 6 7 191
Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints 0 0 0 0 1 1 1 5
Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints 0 0 0 0 0 0 0 5
Cognitive biases and the representative agent 0 0 0 20 1 4 7 96
Collective risk aversion 0 0 0 65 1 4 5 160
Comonotonic Processes 0 0 0 11 3 4 5 93
Conditional Comonotonicity 0 0 0 48 1 2 4 121
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 1 1 1 167 5 9 9 415
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 1 1 1 44 2 2 3 172
Continuous Time Equilibrium Pricing of Nonredundant Assets 0 0 0 75 1 1 2 225
Contiuous Time Equilibrium Pricing of Nonredundant Assets 0 0 0 4 3 6 7 67
Convergence of the equilibrium prices in a family of financial models 0 0 0 7 1 7 8 53
Convergence of utility functions and convergence of optimal strategies 0 0 0 24 1 2 2 97
Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee 0 0 0 0 1 4 5 1,163
Coûts de transaction, contraintes de vente à découvert et taxes: une approche unifiée 0 0 0 17 2 2 3 85
Dans l'âme des investisseurs 0 0 0 0 0 2 3 24
Discounting and Divergence of Opinion 0 0 0 53 3 5 6 175
Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes 0 0 0 34 3 7 8 54
Efficient Trading Strategies 0 0 0 16 2 4 5 49
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 0 2 4 5 63
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 22 2 4 9 114
Efficient Trading Strategies in the Presence of Market Frictions 0 1 1 310 4 8 8 791
Efficient Trading Strategies with Transaction Costs 0 0 0 22 1 1 3 60
Efficient portfolios in financial markets with proportional transaction costs 0 0 0 2 1 2 2 33
Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs 0 0 0 0 3 4 4 18
Equilibrium Pricing Bounds on Option Prices 0 0 0 22 1 1 2 98
Equilibrium Pricing in Incomplete Markets 0 0 0 422 3 6 6 1,181
Equilibrium Pricing in Incomplete Markets 0 0 0 21 3 4 4 114
Equilibrium Pricing in Incomplete Markets 0 1 1 9 4 8 8 31
Equilibrium pricing and market completion: a counterexample 0 0 0 3 0 2 2 5
Evolutionary Beliefs and Financial Markets 0 0 0 23 3 5 6 32
Evolutionary beliefs and financial markets 0 0 0 9 1 2 2 35
Evolutionary strategic beliefs and financial markets 0 0 0 30 3 5 7 67
Existence of equilibria in nonconvex economies without free disposal 0 0 0 0 3 4 4 9
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 3 4 5 48
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 0 2 4 167
Financial Markets with Heterogeneous Beliefs 0 0 0 0 2 3 5 16
Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday 0 0 0 0 2 2 2 14
Functions with constant generalized gradient 0 0 0 0 2 2 3 22
Gender Stereotypes Can Explain the Gender-Equality Paradox 1 1 2 35 1 10 20 102
Gender stereotypes can explain the gender-equality paradox 0 0 0 0 0 4 7 30
Gender stereotypes can explain the gender-equality paradox 0 0 0 0 2 2 3 37
General equilibrium with producers and brokers Existence and regularity 0 0 0 0 3 3 4 20
Generalized Lipschitz functions 0 0 0 0 1 3 4 14
Gurus and belief manipulation 0 0 0 0 3 5 7 43
Gurus and beliefs manipulation 0 0 0 10 3 4 4 57
Heterogeneous Beliefs and Asset Pricing in Discrete Time 0 0 0 43 1 2 4 92
Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk aversion 0 0 0 0 0 2 3 26
How to aggregate experts' discount rates: an equilibrium approach 0 0 0 3 1 4 4 23
Hétérogénéité des croyances, prix du risque et volatilité des marchés 0 0 0 43 1 1 2 201
Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach 0 0 0 0 4 4 5 17
Incomplete markets, transaction costs and liquidity effects 0 0 0 1 0 2 4 12
Investment and arbitrage opportunities with short sales constraints 0 0 0 0 2 3 3 16
Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey 0 0 0 0 5 5 6 25
Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey 0 0 0 49 1 4 4 188
Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence 0 0 0 0 0 0 1 15
Is there a pessimistic bias in individual beliefs ? Evidence from survey dat 0 0 0 0 1 3 3 26
La Finance Islamique - Une solution à la crise ? 0 0 0 0 2 3 15 814
La crise des subprimes ou l'irruption des particuliers dans la sphère financière 0 0 0 9 1 2 2 34
La finance islamique est-elle une finance durable? 0 0 0 0 5 10 30 314
La finance islamique: une finance libre d’intérêt au service de la croissance 0 0 0 0 4 5 6 33
Law Invariant Risk Measures Have the Fatou Property 0 0 1 65 4 4 6 220
Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles 0 0 0 0 0 0 0 12
Live fast, die young 0 0 0 0 2 2 5 51
Live fast, die young: equilibrium and survival in large economies 0 0 0 0 1 1 1 9
Live fast, die young: equilibrium and survival in large economies 0 0 0 0 0 0 0 16
Market imperfections, equilibrium and arbitrage 0 0 0 307 1 3 6 906
Market imperfections, equilibrium and arbitrage 0 0 0 38 3 4 6 154
Market models with frictions: arbitrage and pricing issues 0 0 0 0 2 4 4 11
Martingale and Arbitrage in securities markets with transaction cost 0 0 0 0 4 6 8 39
No-arbitrage and state price deflators in a general continuous time framework 0 0 0 350 2 5 6 1,070
On Abel's Concept of Doubt and Pessimism 0 0 0 13 4 5 6 103
On Multivariate Prudence 0 0 0 26 1 4 5 56
On Portfolio Choice with Savoring and Disappointment 0 0 0 10 1 3 3 55
Optimal Investment with Taxes: An Existence Result 0 0 0 71 2 3 7 236
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 1 19 1 3 5 85
Optimal investment with taxes: an existence result 0 0 0 0 3 4 8 16
Optimal investment with taxes: an optimal control problem with endogeneous delay 0 0 0 0 1 2 2 11
Paris-Princeton Lectures on Mathematical Finance 0 0 0 0 0 0 3 113
Price Functionals with Bid-Ask Spreads: An Axiomatic Approach 0 0 1 12 4 5 7 60
Price Functionals with Bid-Ask Spreads: An Axiomatic Approach 0 0 1 169 2 2 5 670
Price functionals with bid–ask spreads: an axiomatic approach 0 0 0 0 0 2 3 28
Pricing in Incomplete Markets: An Equilibrium Approach 0 0 0 8 4 5 6 33
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 5 4 7 7 91
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 7 1 3 4 29
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 11 1 1 1 73
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 103 3 3 4 286
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 16 1 1 1 65
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 5 5 7 8 51
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 329 4 6 7 1,065
Production planning and inventories optimization with a general storage cost function 0 0 0 0 3 4 5 20
Produits dérivés, contrôle des risques et réglementation 0 0 0 0 2 2 3 16
Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience 0 0 0 36 1 1 2 146
Risques: prise de décision individuelle et collective 0 0 0 6 0 1 1 48
Societal Inequalities Amplify Gender Gaps in Math 0 0 0 58 5 8 13 91
Societal inequalities amplify gender gaps in math 0 0 0 0 1 5 6 18
Societal inequalities amplify gender gaps in math 0 0 0 0 0 0 2 31
Strategic Beliefs 0 0 0 36 3 4 7 126
Structure de l'ensemble des équilibres d'une économie productive 0 0 0 0 1 2 3 9
Subjective expectations and medical testing 0 0 0 0 3 4 5 27
The graph of the Walras correspondence, The production economies case 0 0 0 0 1 2 2 9
The marginal propensity to consume and multidimensional risk 0 0 0 10 2 3 3 54
Transaction Costs in Financial Models 0 0 0 14 1 4 4 48
Un modele discret et stochastique d'investissement avec une application aux couts de transaction 0 0 0 1 1 2 3 1,087
Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction 0 0 0 8 0 0 1 55
Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff 0 0 0 52 2 5 6 143
Vector-valued Coherent Risk Measures 0 0 0 45 0 2 5 176
Vector-valued Coherent Risk Measures 0 0 0 12 2 4 4 42
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 125 1 2 3 467
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 11 3 7 8 52
Viability and equilibrium in securities markets with frictions 0 0 0 0 2 4 6 19
Viability and equilibrium in securities markets with frictions 0 0 0 0 1 2 2 6
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 1 1 5
Total Working Papers 3 5 11 4,826 265 496 694 21,025
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 1 2 81
A discrete stochastic model for investment with an application to the transaction costs case 0 0 0 25 1 3 5 100
A remark on Clarke's normal cone and the marginal cost pricing rule 0 0 0 15 4 4 6 93
A remark on Clarke's normal cone and the marginal cost pricing rule 0 0 0 37 2 2 6 166
ARBITRAGE IN SECURITIES MARKETS WITH SHORT‐SALES CONSTRAINTS 1 1 1 83 1 3 5 186
Aggregation of heterogeneous beliefs 0 0 0 43 2 3 4 104
An index theorem for nonconvex production economies 0 0 0 2 2 3 4 16
Arbitrage and control problems in finance: A presentation 0 0 0 87 3 5 7 354
Arbitrage and investment opportunities 0 0 0 138 5 5 7 883
Arbitrage and state price deflators in a general intertemporal framework 0 0 0 38 2 3 4 132
Arbitrage and viability in securities markets with fixed trading costs 0 0 0 46 7 9 13 178
Arbitrage with Fixed Costs and Interest Rate Models 0 0 0 13 2 2 2 73
Are more risk averse agents more optimistic? Insights from a rational expectations model 0 0 1 20 2 3 5 85
Are risk-averse agents more optimistic? A Bayesian estimation approach 0 0 0 55 3 7 14 277
Behavioral biases and the representative agent 0 0 0 6 3 3 4 54
Collective risk aversion 0 0 0 8 2 2 4 57
Comonotonic processes 0 0 1 38 2 3 5 173
Conditional comonotonicity 0 0 0 87 1 3 4 246
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs 0 0 0 170 0 2 10 508
Convergence of utility functions and convergence of optimal strategies 0 0 0 10 1 2 2 56
Discounting and divergence of opinion 0 0 0 54 2 5 5 152
Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes 0 0 0 10 2 8 10 72
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 1 5 10 14 521
Equilibrium Pricing in Incomplete Markets 0 0 0 17 1 3 4 98
Equilibrium pricing and market completion: a counterexample 0 0 0 13 0 0 0 42
Evolutionary Beliefs and Financial Markets 0 0 0 20 3 5 7 58
Existence of equilibria in nonconvex economies without free disposal 0 0 0 12 2 3 6 61
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 2 4 6 138
Gender stereotypes can explain the gender-equality paradox 0 0 1 18 12 39 49 100
General equilibrium with producers and brokers: Existence and regularity 0 0 0 11 1 2 3 87
Gurus and belief manipulation 0 0 0 3 3 5 7 119
Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt 0 0 0 85 5 6 6 194
How to aggregate experts' discount rates: An equilibrium approach 0 0 0 6 3 3 5 38
Hétérogénéité des croyances, prix du risque et volatilité des marchés 0 0 0 3 0 0 0 61
INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH 0 0 0 0 3 3 3 6
Incomplete markets, transaction costs and liquidity effects 0 0 0 67 2 11 13 227
Investment and Arbitrage Opportunities with Short Sales Constraints 0 0 0 5 5 6 7 46
Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey 0 0 0 20 0 3 3 207
Live fast, die young 0 1 1 6 6 11 14 73
Martingales and Arbitrage in Securities Markets with Transaction Costs 0 0 2 416 9 12 17 834
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS 0 0 0 5 2 3 5 68
On Abel's concept of doubt and pessimism 0 0 0 28 2 2 6 122
On Portfolio Choice with Savoring and Disappointment 0 0 0 5 1 2 2 33
On multivariate prudence 0 0 0 19 1 4 5 95
Optimal investment with taxes: an existence result 0 0 0 8 1 4 8 61
Price functionals with bid-ask spreads: an axiomatic approach 0 0 0 40 9 33 36 175
Production planning and inventories optimization: A backward approach in the convex storage cost case 0 0 0 33 2 5 6 179
Produits dérivés, contrôle des risques et réglementation 0 0 0 7 1 1 3 40
Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience 0 0 0 5 0 1 2 55
Stereotypes, underconfidence and decision-making with an application to gender and math 0 0 0 15 2 4 6 109
Subjective expectations and medical testing 0 0 0 8 0 1 1 48
Tarifer un risque dont l’intensité est diversement perçue 0 0 0 1 2 3 6 18
The Impact of Health-Related Emotions on Belief Formation and Behavior 0 0 0 8 6 8 12 50
The graph of the Walras correspondence: The production economies case 0 0 0 20 6 7 10 107
The marginal propensity to consume and multidimensional risk 0 0 0 8 3 4 5 123
Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off 0 0 0 11 3 7 8 79
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 5 6 7 11
Vector-valued coherent risk measures 0 0 0 21 7 9 13 140
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 5 0 1 4 37
Éditorial 0 0 0 0 4 5 7 20
Total Journal Articles 1 2 7 1,996 168 317 444 8,526

Chapter File Downloads Abstract Views
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ARBITRAGE PRICING AND EQUILIBRIUM PRICING: COMPATIBILITY CONDITIONS 0 0 1 2 0 2 3 18
Total Chapters 0 0 1 2 0 2 3 18

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Statistics updated 2026-02-12