| Working Paper |
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Abstract Views |
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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 |
0 |
0 |
10 |
| A class of models satisfying a dynamical version of the CAPM |
0 |
0 |
0 |
41 |
0 |
1 |
1 |
99 |
| A discrete stochastic model for investment withan application to the transaction costs case |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
9 |
| Aggregation of Discount Rates: an Equilibrium Approach |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
150 |
| Aggregation of Heterogeneous Beliefs |
0 |
0 |
0 |
78 |
1 |
1 |
1 |
228 |
| An Index Theorem for Nonconvex Production Economies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
| Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities |
0 |
0 |
2 |
20 |
0 |
0 |
2 |
76 |
| Arbitrage and Control Problems in Finance. Presentation |
0 |
0 |
0 |
86 |
0 |
0 |
1 |
494 |
| Arbitrage and Investment Opportunities |
0 |
0 |
0 |
138 |
0 |
0 |
0 |
367 |
| Arbitrage and Investment Opportunities |
0 |
0 |
0 |
7 |
1 |
2 |
5 |
59 |
| Arbitrage and Super-Replication Cost with Convex Constraints |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
49 |
| Arbitrage and Viability in Securities Markets with Fixed Trading Costs |
0 |
0 |
0 |
166 |
0 |
0 |
2 |
508 |
| Arbitrage and investment opportunities |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
30 |
| Arbitrage and state price deflators in a general intertemporal framework |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
173 |
| Arbitrage and viability in securities markets with fixed trading costs |
0 |
0 |
0 |
19 |
0 |
0 |
3 |
102 |
| Arbitrage et imperfections de marché |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| Arbitrage in securities markets with shortsale constraints |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
24 |
| Arbitrage pricing and equilibrium pricing: compatibility conditions |
0 |
0 |
0 |
26 |
1 |
1 |
2 |
121 |
| Arbitrage with Fixed Costs and Interest Rate Models |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
96 |
| Arbitrage with fixed costs and interest rate models |
0 |
0 |
0 |
313 |
0 |
0 |
3 |
1,157 |
| Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
89 |
| Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach |
0 |
0 |
1 |
24 |
0 |
2 |
4 |
154 |
| Are risk agents more optimistic? A Bayesian estimation approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
| Are risk averse agents more optimistic ? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Are risk averse agents more optimistic? A Bayesian estimation approach |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
100 |
| Attentes Stratégiques |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
| Behavioral biases and representative agent |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
97 |
| Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
184 |
| Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| 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 |
2 |
3 |
90 |
| Collective risk aversion |
0 |
0 |
0 |
65 |
0 |
0 |
1 |
155 |
| Comonotonic Processes |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
88 |
| Conditional Comonotonicity |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
117 |
| Consensus consumer and intertemporal asset pricing with heterogeneous beliefs |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
169 |
| Consensus consumer and intertemporal asset pricing with heterogeneous beliefs |
0 |
0 |
0 |
166 |
0 |
0 |
0 |
406 |
| Continuous Time Equilibrium Pricing of Nonredundant Assets |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
223 |
| Contiuous Time Equilibrium Pricing of Nonredundant Assets |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
60 |
| Convergence of the equilibrium prices in a family of financial models |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
46 |
| Convergence of utility functions and convergence of optimal strategies |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
95 |
| Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,158 |
| Coûts de transaction, contraintes de vente à découvert et taxes: une approche unifiée |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
82 |
| Dans l'âme des investisseurs |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
21 |
| Discounting and Divergence of Opinion |
0 |
0 |
1 |
53 |
0 |
0 |
2 |
169 |
| Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
46 |
| Efficient Trading Strategies |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
44 |
| Efficient Trading Strategies in the Presence of Market Frictions |
0 |
0 |
1 |
22 |
0 |
0 |
3 |
105 |
| Efficient Trading Strategies in the Presence of Market Frictions |
0 |
0 |
1 |
309 |
0 |
0 |
3 |
783 |
| Efficient Trading Strategies in the Presence of Market Frictions |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
58 |
| Efficient Trading Strategies with Transaction Costs |
0 |
0 |
0 |
22 |
1 |
1 |
1 |
58 |
| Efficient portfolios in financial markets with proportional transaction costs |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
31 |
| Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
| Equilibrium Pricing Bounds on Option Prices |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
96 |
| Equilibrium Pricing in Incomplete Markets |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
23 |
| Equilibrium Pricing in Incomplete Markets |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
110 |
| Equilibrium Pricing in Incomplete Markets |
0 |
0 |
0 |
422 |
0 |
0 |
0 |
1,175 |
| Equilibrium pricing and market completion: a counterexample |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
3 |
| Evolutionary Beliefs and Financial Markets |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
26 |
| Evolutionary beliefs and financial markets |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
33 |
| Evolutionary strategic beliefs and financial markets |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
60 |
| Existence of equilibria in nonconvex economies without free disposal |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
| Financial Markets Equilibrium with Heterogeneous Agents |
0 |
0 |
0 |
60 |
0 |
0 |
2 |
163 |
| Financial Markets Equilibrium with Heterogeneous Agents |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
43 |
| Financial Markets with Heterogeneous Beliefs |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
12 |
| Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
| Functions with constant generalized gradient |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
| Gender Stereotypes Can Explain the Gender-Equality Paradox |
0 |
1 |
6 |
33 |
1 |
3 |
20 |
83 |
| Gender stereotypes can explain the gender-equality paradox |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
24 |
| Gender stereotypes can explain the gender-equality paradox |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
34 |
| General equilibrium with producers and brokers Existence and regularity |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
16 |
| Generalized Lipschitz functions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
| Gurus and belief manipulation |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
36 |
| Gurus and beliefs manipulation |
0 |
1 |
1 |
10 |
0 |
1 |
2 |
53 |
| Heterogeneous Beliefs and Asset Pricing in Discrete Time |
0 |
0 |
1 |
43 |
1 |
1 |
2 |
89 |
| Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk aversion |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
23 |
| How to aggregate experts' discount rates: an equilibrium approach |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
19 |
| Hétérogénéité des croyances, prix du risque et volatilité des marchés |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
199 |
| Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
13 |
| Incomplete markets, transaction costs and liquidity effects |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
9 |
| Investment and arbitrage opportunities with short sales constraints |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
| Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
19 |
| Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
184 |
| Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
| Is there a pessimistic bias in individual beliefs ? Evidence from survey dat |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
23 |
| La Finance Islamique - Une solution à la crise ? |
0 |
0 |
0 |
0 |
1 |
7 |
38 |
800 |
| La crise des subprimes ou l'irruption des particuliers dans la sphère financière |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
32 |
| La finance islamique est-elle une finance durable? |
0 |
0 |
0 |
0 |
3 |
10 |
38 |
287 |
| La finance islamique: une finance libre d’intérêt au service de la croissance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
27 |
| Law Invariant Risk Measures Have the Fatou Property |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
214 |
| 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 |
0 |
0 |
0 |
46 |
| Live fast, die young: equilibrium and survival in large economies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| 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 |
38 |
1 |
1 |
3 |
149 |
| Market imperfections, equilibrium and arbitrage |
0 |
0 |
0 |
307 |
1 |
2 |
4 |
901 |
| Market models with frictions: arbitrage and pricing issues |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Martingale and Arbitrage in securities markets with transaction cost |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
31 |
| No-arbitrage and state price deflators in a general continuous time framework |
0 |
0 |
0 |
350 |
0 |
0 |
0 |
1,064 |
| On Abel's Concept of Doubt and Pessimism |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
97 |
| On Multivariate Prudence |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
51 |
| On Portfolio Choice with Savoring and Disappointment |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
52 |
| Optimal Investment with Taxes: An Existence Result |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
229 |
| Optimal Investment with Taxes: An Optimal Control Problem with Endogenous Delay |
0 |
0 |
1 |
12 |
0 |
0 |
1 |
36 |
| Optimal Risk Sharing for Law Invariant Monetary Utility Functions |
0 |
0 |
1 |
18 |
0 |
0 |
3 |
80 |
| Optimal investment with taxes: an existence result |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Optimal investment with taxes: an optimal control problem with endogeneous delay |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
| Paris-Princeton Lectures on Mathematical Finance |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
110 |
| Price Functionals with Bid-Ask Spreads: An Axiomatic Approach |
0 |
0 |
0 |
168 |
0 |
0 |
0 |
665 |
| Price Functionals with Bid-Ask Spreads: An Axiomatic Approach |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
53 |
| Price functionals with bid–ask spreads: an axiomatic approach |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
25 |
| Pricing in Incomplete Markets: An Equilibrium Approach |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
28 |
| Pricing of Non-redundant Derivatives in a Complete Market |
0 |
0 |
0 |
103 |
0 |
0 |
0 |
282 |
| Pricing of Non-redundant Derivatives in a Complete Market |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
25 |
| Pricing of Non-redundant Derivatives in a Complete Market |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
84 |
| Pricing of Non-redundant Derivatives in a Complete Market |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
72 |
| Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
43 |
| Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case |
0 |
0 |
0 |
329 |
0 |
0 |
0 |
1,058 |
| Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
64 |
| Production planning and inventories optimization with a general storage cost function |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
| Produits dérivés, contrôle des risques et réglementation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
| Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience |
0 |
0 |
0 |
36 |
0 |
2 |
7 |
144 |
| Risques: prise de décision individuelle et collective |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
47 |
| Societal Inequalities Amplify Gender Gaps in Math |
0 |
0 |
2 |
58 |
2 |
3 |
8 |
80 |
| Societal inequalities amplify gender gaps in math |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
29 |
| Societal inequalities amplify gender gaps in math |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
12 |
| Strategic Beliefs |
0 |
1 |
1 |
36 |
0 |
3 |
6 |
119 |
| Structure de l'ensemble des équilibres d'une économie productive |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
| Subjective expectations and medical testing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
22 |
| The graph of the Walras correspondence, The production economies case |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| The marginal propensity to consume and multidimensional risk |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
51 |
| Transaction Costs in Financial Models |
0 |
0 |
0 |
14 |
0 |
2 |
3 |
44 |
| Un modele discret et stochastique d'investissement avec une application aux couts de transaction |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
1,085 |
| Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
54 |
| Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
137 |
| Vector-valued Coherent Risk Measures |
0 |
0 |
0 |
45 |
1 |
1 |
2 |
172 |
| Vector-valued Coherent Risk Measures |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
38 |
| Viability and Equilibrium in Securities Markets with Frictions |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
464 |
| Viability and Equilibrium in Securities Markets with Frictions |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
44 |
| Viability and equilibrium in securities markets with frictions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
| Viability and equilibrium in securities markets with frictions |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
| 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 |
0 |
4 |
| Total Working Papers |
0 |
3 |
21 |
4,815 |
26 |
67 |
247 |
20,357 |
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