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 1 1 4 17
A class of models satisfying a dynamical version of the CAPM 0 0 0 41 3 3 9 110
A discrete stochastic model for investment withan application to the transaction costs case 0 0 0 0 0 2 5 15
Aggregation of Discount Rates: an Equilibrium Approach 0 0 0 36 4 4 11 162
Aggregation of Heterogeneous Beliefs 0 0 0 78 4 4 8 238
An Index Theorem for Nonconvex Production Economies 0 0 0 0 0 0 10 20
Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities 0 1 3 23 1 2 10 86
Arbitrage and Control Problems in Finance. Presentation 0 0 0 86 3 3 8 502
Arbitrage and Investment Opportunities 0 0 0 138 0 1 7 375
Arbitrage and Investment Opportunities 0 0 0 7 1 1 13 73
Arbitrage and Super-Replication Cost with Convex Constraints 0 0 0 10 0 1 6 55
Arbitrage and Viability in Securities Markets with Fixed Trading Costs 0 0 0 167 1 2 13 523
Arbitrage and investment opportunities 0 0 0 4 2 2 8 39
Arbitrage and state price deflators in a general intertemporal framework 0 0 0 32 4 5 9 182
Arbitrage and viability in securities markets with fixed trading costs 0 0 0 19 1 1 12 114
Arbitrage et imperfections de marché 0 0 0 0 0 0 3 6
Arbitrage in securities markets with shortsale constraints 0 0 0 0 1 1 11 36
Arbitrage pricing and equilibrium pricing: compatibility conditions 0 0 0 26 0 1 11 132
Arbitrage with Fixed Costs and Interest Rate Models 0 0 0 18 1 1 5 103
Arbitrage with fixed costs and interest rate models 0 0 0 313 1 2 7 1,166
Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model 0 0 0 17 1 1 7 97
Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach 0 0 0 24 0 1 8 166
Are risk agents more optimistic? A Bayesian estimation approach 0 0 0 0 3 4 8 19
Are risk averse agents more optimistic ? 0 0 0 0 2 3 8 18
Are risk averse agents more optimistic? A Bayesian estimation approach 0 0 0 15 1 1 12 114
Attentes Stratégiques 0 0 0 0 1 2 13 26
Behavioral biases and representative agent 0 0 0 49 1 2 11 108
Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints 0 0 0 0 0 0 11 196
Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints 0 0 0 0 1 1 2 7
Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints 0 0 0 0 0 0 3 7
Cognitive biases and the representative agent 0 0 0 20 1 2 11 103
Collective risk aversion 0 0 0 65 3 3 12 168
Comonotonic Processes 0 0 0 11 1 2 7 96
Conditional Comonotonicity 0 0 0 48 3 3 8 127
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 1 1 2 45 4 6 11 181
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 0 1 2 168 1 4 17 423
Continuous Time Equilibrium Pricing of Nonredundant Assets 0 0 0 75 2 2 6 230
Contiuous Time Equilibrium Pricing of Nonredundant Assets 0 0 0 4 1 2 13 74
Convergence of the equilibrium prices in a family of financial models 0 0 0 7 0 0 10 56
Convergence of utility functions and convergence of optimal strategies 0 0 0 24 2 3 11 106
Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee 0 0 0 0 2 2 9 1,168
Coûts de transaction, contraintes de vente à découvert et taxes: une approche unifiée 0 0 0 17 0 0 5 88
Dans l'âme des investisseurs 0 0 0 0 2 5 10 32
Discounting and Divergence of Opinion 0 0 0 53 1 3 11 181
Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes 0 0 0 34 2 3 17 64
Efficient Trading Strategies 0 0 0 16 1 1 12 57
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 22 3 5 13 123
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 0 3 3 10 69
Efficient Trading Strategies in the Presence of Market Frictions 0 0 1 310 1 1 13 796
Efficient Trading Strategies with Transaction Costs 0 0 0 22 0 0 2 61
Efficient portfolios in financial markets with proportional transaction costs 0 0 0 2 1 1 9 40
Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs 0 0 0 0 1 1 7 21
Equilibrium Pricing Bounds on Option Prices 0 0 0 22 3 3 9 106
Equilibrium Pricing in Incomplete Markets 0 0 0 21 1 1 9 119
Equilibrium Pricing in Incomplete Markets 0 0 0 422 0 1 13 1,188
Equilibrium Pricing in Incomplete Markets 0 0 1 9 2 2 12 35
Equilibrium pricing and market completion: a counterexample 0 0 0 3 0 2 7 10
Evolutionary Beliefs and Financial Markets 0 0 0 23 0 0 9 36
Evolutionary beliefs and financial markets 0 0 0 9 2 4 9 42
Evolutionary strategic beliefs and financial markets 0 0 0 30 3 4 11 73
Existence of equilibria in nonconvex economies without free disposal 0 0 0 0 0 1 9 14
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 3 4 11 55
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 2 5 11 176
Financial Markets with Heterogeneous Beliefs 0 0 0 0 2 2 9 22
Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday 0 0 0 0 1 2 7 19
Functions with constant generalized gradient 0 0 0 0 0 0 5 25
Gender Stereotypes Can Explain the Gender-Equality Paradox 0 0 1 35 8 8 30 122
Gender stereotypes can explain the gender-equality paradox 0 0 0 0 2 2 11 37
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 2 6 23
Generalized Lipschitz functions 0 0 0 0 1 1 6 17
Gurus and belief manipulation 0 0 0 0 0 0 6 44
Gurus and beliefs manipulation 0 0 0 10 0 1 8 61
Heterogeneous Beliefs and Asset Pricing in Discrete Time 0 0 0 43 3 3 5 95
Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk aversion 0 0 0 0 1 2 7 31
How to aggregate experts' discount rates: an equilibrium approach 0 0 0 3 0 2 10 29
Hétérogénéité des croyances, prix du risque et volatilité des marchés 0 0 0 43 1 1 6 206
Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach 0 0 0 0 2 2 8 21
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 2 2 10 23
Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey 0 0 0 0 3 4 14 34
Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey 0 0 0 49 3 4 11 195
Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence 0 0 0 0 2 3 5 20
Is there a pessimistic bias in individual beliefs ? Evidence from survey dat 0 0 0 0 3 3 8 31
La Finance Islamique - Une solution à la crise ? 0 0 0 0 0 0 8 819
La crise des subprimes ou l'irruption des particuliers dans la sphère financière 0 0 0 9 3 3 7 39
La finance islamique est-elle une finance durable? 0 0 0 0 2 3 22 326
La finance islamique: une finance libre d’intérêt au service de la croissance 0 0 0 0 0 0 5 33
Law Invariant Risk Measures Have the Fatou Property 0 0 0 65 2 2 13 229
Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles 0 0 0 0 0 0 3 15
Live fast, die young 0 0 0 0 2 3 8 57
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 0 1 2 18
Market imperfections, equilibrium and arbitrage 0 0 0 38 2 3 10 160
Market imperfections, equilibrium and arbitrage 0 0 0 307 2 3 13 916
Market models with frictions: arbitrage and pricing issues 0 0 0 0 0 1 9 16
Martingale and Arbitrage in securities markets with transaction cost 0 0 0 0 2 3 9 42
No-arbitrage and state price deflators in a general continuous time framework 0 0 0 350 3 3 13 1,078
On Abel's Concept of Doubt and Pessimism 0 0 0 13 0 0 6 104
On Multivariate Prudence 0 0 0 26 2 2 10 62
On Portfolio Choice with Savoring and Disappointment 0 0 0 10 1 1 10 62
Optimal Investment with Taxes: An Existence Result 0 0 0 71 0 2 7 240
Optimal Investment with Taxes: An Optimal Control Problem with Endogenous Delay 0 0 0 12 2 2 2 40
Optimal Risk Sharing for Law Invariant Monetary Utility Functions 0 0 0 19 2 4 8 90
Optimal investment with taxes: an existence result 0 0 0 0 1 1 9 21
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 2 4 117
Price Functionals with Bid-Ask Spreads: An Axiomatic Approach 0 0 0 169 1 5 12 680
Price Functionals with Bid-Ask Spreads: An Axiomatic Approach 1 1 1 13 2 4 12 67
Price functionals with bid–ask spreads: an axiomatic approach 0 0 0 0 1 1 7 33
Pricing in Incomplete Markets: An Equilibrium Approach 0 0 0 8 1 1 9 37
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 7 2 4 10 36
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 11 4 6 8 80
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 5 2 2 17 101
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 103 0 0 4 287
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 329 0 1 12 1,071
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 16 3 4 7 71
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 5 1 1 19 63
Production planning and inventories optimization with a general storage cost function 0 0 0 0 1 1 7 23
Produits dérivés, contrôle des risques et réglementation 0 0 0 0 0 1 4 18
Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience 0 0 0 36 1 2 8 153
Risques: prise de décision individuelle et collective 0 0 0 6 2 2 6 53
Societal Inequalities Amplify Gender Gaps in Math 0 0 1 59 1 2 19 102
Societal inequalities amplify gender gaps in math 0 0 0 0 3 3 11 24
Societal inequalities amplify gender gaps in math 0 0 0 0 1 1 5 36
Strategic Beliefs 0 0 1 37 1 1 9 131
Structure de l'ensemble des équilibres d'une économie productive 0 0 0 0 0 0 3 10
Subjective expectations and medical testing 0 0 0 0 2 4 10 33
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 1 1 6 57
Transaction Costs in Financial Models 0 0 0 14 1 1 10 54
Un modele discret et stochastique d'investissement avec une application aux couts de transaction 0 0 0 1 1 1 4 1,089
Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction 0 0 1 9 0 1 3 58
Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff 0 0 0 52 1 1 7 145
Vector-valued Coherent Risk Measures 0 0 0 12 2 2 9 47
Vector-valued Coherent Risk Measures 0 0 0 45 3 4 11 185
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 1 1 12 57
Viability and equilibrium in securities markets with frictions 0 0 0 0 0 0 6 21
Viability and equilibrium in securities markets with frictions 0 0 0 0 1 1 5 9
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 2 4 14 4,835 191 273 1,238 21,767
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 1 1 25 1 3 11 91
A discrete stochastic model for investment with an application to the transaction costs case 0 0 0 25 1 1 8 105
A remark on Clarke's normal cone and the marginal cost pricing rule 0 0 0 37 2 2 7 171
A remark on Clarke's normal cone and the marginal cost pricing rule 0 0 0 15 2 2 9 98
ARBITRAGE IN SECURITIES MARKETS WITH SHORT‐SALES CONSTRAINTS 0 0 2 84 3 3 11 194
Aggregation of heterogeneous beliefs 0 0 0 43 2 3 8 109
An index theorem for nonconvex production economies 0 0 0 2 2 13 22 35
Arbitrage and control problems in finance: A presentation 0 0 0 87 1 2 10 359
Arbitrage and investment opportunities 0 0 0 138 0 0 11 889
Arbitrage and state price deflators in a general intertemporal framework 0 0 0 38 1 1 9 138
Arbitrage and viability in securities markets with fixed trading costs 0 0 0 46 4 6 22 191
Arbitrage with Fixed Costs and Interest Rate Models 0 0 0 13 2 2 9 80
Are more risk averse agents more optimistic? Insights from a rational expectations model 0 1 1 21 0 1 4 86
Are risk-averse agents more optimistic? A Bayesian estimation approach 0 0 0 55 1 3 17 287
Behavioral biases and the representative agent 0 0 0 6 1 6 16 67
Collective risk aversion 1 1 1 9 3 3 11 66
Comonotonic processes 0 0 0 38 2 2 9 179
Conditional comonotonicity 0 0 0 87 0 0 11 254
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs 0 0 0 170 3 7 14 520
Convergence of utility functions and convergence of optimal strategies 0 0 0 10 2 2 6 60
Discounting and divergence of opinion 0 0 0 54 1 1 9 156
Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes 0 0 0 10 1 1 12 76
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 1 2 2 17 528
Equilibrium Pricing in Incomplete Markets 0 0 0 17 0 0 6 101
Equilibrium pricing and market completion: a counterexample 0 0 0 13 3 3 8 50
Evolutionary Beliefs and Financial Markets 0 0 0 20 2 2 13 66
Existence of equilibria in nonconvex economies without free disposal 0 0 0 12 1 2 10 68
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 3 3 13 147
Gender stereotypes can explain the gender-equality paradox 0 0 0 18 0 1 53 114
General equilibrium with producers and brokers: Existence and regularity 0 0 0 11 1 2 6 91
Gurus and belief manipulation 0 0 1 4 0 0 15 129
Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt 1 1 1 86 1 1 15 203
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 1 1 3 64
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 2 19 235
Investment and Arbitrage Opportunities with Short Sales Constraints 1 1 1 6 1 2 10 50
Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey 1 1 1 21 3 3 13 217
Live fast, die young 0 0 1 6 3 3 16 78
Martingales and Arbitrage in Securities Markets with Transaction Costs 1 1 2 418 3 3 22 844
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS 0 0 0 5 1 1 9 74
On Abel's concept of doubt and pessimism 0 0 0 28 1 2 8 128
On Portfolio Choice with Savoring and Disappointment 0 0 0 5 0 2 7 38
On multivariate prudence 0 0 0 19 1 2 7 98
Optimal investment with taxes: an existence result 0 0 0 8 2 2 8 65
Price functionals with bid-ask spreads: an axiomatic approach 0 0 0 40 0 0 37 179
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 1 1 10 49
Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience 0 0 0 5 1 1 7 61
Stereotypes, underconfidence and decision-making with an application to gender and math 1 1 1 16 2 2 11 116
Subjective expectations and medical testing 0 0 0 8 3 3 5 52
Tarifer un risque dont l’intensité est diversement perçue 0 1 1 2 0 1 6 21
The Impact of Health-Related Emotions on Belief Formation and Behavior 0 0 0 8 1 2 13 55
The graph of the Walras correspondence: The production economies case 0 0 0 20 1 2 12 112
The marginal propensity to consume and multidimensional risk 0 0 0 8 0 1 10 129
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 1 3 14 19
Vector-valued coherent risk measures 0 0 0 21 3 4 18 149
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 5 1 2 4 40
Éditorial 0 0 0 0 0 0 7 22
Total Journal Articles 6 9 15 2,009 79 125 715 8,924

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARBITRAGE PRICING AND EQUILIBRIUM PRICING: COMPATIBILITY CONDITIONS 0 0 0 2 1 1 6 22
Total Chapters 0 0 0 2 1 1 6 22

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-11-12