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 class of models satisfying a dynamical version of the CAPM 0 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 0 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 0 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 0 0 0 17 0 0 5 85
Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach 0 0 0 22 1 1 9 145
Are risk averse agents more optimistic? A Bayesian estimation approach 0 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 0 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 0 0 0 11 0 0 3 74
Conditional Comonotonicity 0 0 0 48 0 1 6 111
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 0 0 0 165 0 2 9 399
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 0 0 3 42 0 4 19 127
Continuous Time Equilibrium Pricing of Nonredundant Assets 0 0 1 74 0 0 8 216
Contiuous Time Equilibrium Pricing of Nonredundant Assets 0 0 0 4 0 0 6 54
Convergence of the equilibrium prices in a family of financial models 0 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 0 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 0 0 0 16 0 0 2 43
Efficient Trading Strategies in the Presence of Market Frictions 0 0 1 19 3 3 18 83
Efficient Trading Strategies in the Presence of Market Frictions 0 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 0 0 1 22 0 0 4 92
Equilibrium Pricing in Incomplete Markets 0 0 2 422 0 1 10 1,170
Equilibrium Pricing in Incomplete Markets 0 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 0 0 0 60 0 3 9 151
Gurus and beliefs manipulation 0 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 0 0 0 13 0 0 10 88
Optimal Investment with Taxes: An Existence Result 0 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


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 5 78
A discrete stochastic model for investment with an application to the transaction costs case 0 0 0 24 0 0 4 90
A remark on Clarke's normal cone and the marginal cost pricing rule 0 0 0 37 0 0 3 155
A remark on Clarke's normal cone and the marginal cost pricing rule 0 0 0 15 0 0 2 75
ARBITRAGE IN SECURITIES MARKETS WITH SHORT‐SALES CONSTRAINTS 0 0 2 66 0 0 4 149
Aggregation of heterogeneous beliefs 0 0 0 42 0 0 4 97
Arbitrage and control problems in finance: A presentation 1 1 1 87 1 1 5 340
Arbitrage and investment opportunities 0 0 0 138 0 0 9 874
Arbitrage and state price deflators in a general intertemporal framework 0 0 0 37 0 0 1 118
Arbitrage and viability in securities markets with fixed trading costs 0 0 0 46 0 0 2 160
Arbitrage with Fixed Costs and Interest Rate Models 0 0 0 12 0 0 3 63
Are more risk averse agents more optimistic? Insights from a rational expectations model 0 0 0 18 0 0 4 73
Are risk-averse agents more optimistic? A Bayesian estimation approach 0 0 0 54 1 2 8 250
Behavioral biases and the representative agent 0 0 0 6 1 1 5 41
Collective risk aversion 0 0 0 8 0 3 9 44
Comonotonic processes 0 0 0 37 0 0 4 156
Conditional comonotonicity 0 0 0 86 0 0 4 237
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs 0 1 6 162 1 3 25 467
Convergence of utility functions and convergence of optimal strategies 0 0 0 10 0 0 1 51
Discounting and divergence of opinion 0 0 1 53 0 0 11 139
Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes 0 0 0 10 0 2 3 58
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 1 0 0 7 492
Equilibrium Pricing in Incomplete Markets 0 0 1 16 1 1 6 61
Evolutionary Beliefs and Financial Markets 0 1 1 16 0 1 5 44
Existence of equilibria in nonconvex economies without free disposal 0 0 0 11 0 2 4 51
Financial Markets Equilibrium with Heterogeneous Agents 0 0 2 32 1 1 6 114
General equilibrium with producers and brokers: Existence and regularity 0 0 0 11 0 0 1 81
Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt 0 0 0 78 0 1 3 167
Hétérogénéité des croyances, prix du risque et volatilité des marchés 0 0 0 3 0 0 5 56
Incomplete markets, transaction costs and liquidity effects 0 0 0 65 0 0 2 207
Investment and Arbitrage Opportunities with Short Sales Constraints 0 0 0 5 0 1 3 36
Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey 0 0 0 20 0 0 5 197
Martingales and Arbitrage in Securities Markets with Transaction Costs 0 1 9 385 3 7 31 760
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS 0 0 0 3 0 0 2 51
On Abel's concept of doubt and pessimism 0 0 0 27 0 0 5 108
On multivariate prudence 0 0 0 18 0 0 9 83
Optimal investment with taxes: an existence result 0 0 0 8 0 0 3 53
Price functionals with bid-ask spreads: an axiomatic approach 0 0 0 40 0 0 0 131
Production planning and inventories optimization: A backward approach in the convex storage cost case 0 0 0 33 0 0 5 172
Produits dérivés, contrôle des risques et réglementation 0 0 0 5 0 0 2 32
Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience 0 0 0 5 0 0 12 48
The graph of the Walras correspondence: The production economies case 0 0 0 18 0 0 2 92
The marginal propensity to consume and multidimensional risk 0 0 1 8 0 1 11 108
Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off 0 0 0 9 1 1 8 64
Vector-valued coherent risk measures 0 0 0 19 0 0 2 112
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 5 0 0 1 29
Éditorial 0 0 0 0 0 0 1 10
Total Journal Articles 1 4 24 1,813 10 28 257 7,074


Statistics updated 2020-09-04