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 0 0 4 14
A class of models satisfying a dynamical version of the CAPM 0 0 0 41 0 1 4 103
A discrete stochastic model for investment withan application to the transaction costs case 0 0 0 0 1 1 2 11
Aggregation of Discount Rates: an Equilibrium Approach 0 0 0 36 1 5 6 156
Aggregation of Heterogeneous Beliefs 0 0 0 78 0 1 5 233
An Index Theorem for Nonconvex Production Economies 0 0 0 0 0 5 6 15
Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities 1 1 1 21 1 4 5 81
Arbitrage and Control Problems in Finance. Presentation 0 0 0 86 0 2 2 496
Arbitrage and Investment Opportunities 0 0 0 7 0 6 7 66
Arbitrage and Investment Opportunities 0 0 0 138 1 5 6 373
Arbitrage and Super-Replication Cost with Convex Constraints 0 0 0 10 0 4 4 53
Arbitrage and Viability in Securities Markets with Fixed Trading Costs 0 0 1 167 1 7 11 519
Arbitrage and investment opportunities 0 0 0 4 0 2 4 34
Arbitrage and state price deflators in a general intertemporal framework 0 0 0 32 1 3 3 176
Arbitrage and viability in securities markets with fixed trading costs 0 0 0 19 0 1 3 105
Arbitrage et imperfections de marché 0 0 0 0 0 1 2 5
Arbitrage in securities markets with shortsale constraints 0 0 0 0 0 6 10 34
Arbitrage pricing and equilibrium pricing: compatibility conditions 0 0 0 26 0 4 6 127
Arbitrage with Fixed Costs and Interest Rate Models 0 0 0 18 0 0 3 99
Arbitrage with fixed costs and interest rate models 0 0 0 313 0 1 4 1,161
Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model 0 0 0 17 0 6 7 96
Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach 0 0 0 24 0 5 9 163
Are risk agents more optimistic? A Bayesian estimation approach 0 0 0 0 0 1 2 13
Are risk averse agents more optimistic ? 0 0 0 0 0 1 3 11
Are risk averse agents more optimistic? A Bayesian estimation approach 0 0 0 15 0 5 10 110
Attentes Stratégiques 0 0 0 0 2 5 7 20
Behavioral biases and representative agent 0 0 0 49 0 5 8 105
Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints 0 0 0 0 0 5 7 191
Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints 0 0 0 0 0 0 0 5
Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints 0 0 0 0 0 1 1 5
Cognitive biases and the representative agent 0 0 0 20 2 5 8 98
Collective risk aversion 0 0 0 65 0 3 5 160
Comonotonic Processes 0 0 0 11 0 4 5 93
Conditional Comonotonicity 0 0 0 48 2 4 6 123
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 0 1 1 167 2 10 11 417
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs 0 1 1 44 0 2 3 172
Continuous Time Equilibrium Pricing of Nonredundant Assets 0 0 0 75 0 1 2 225
Contiuous Time Equilibrium Pricing of Nonredundant Assets 0 0 0 4 1 6 8 68
Convergence of the equilibrium prices in a family of financial models 0 0 0 7 0 6 7 53
Convergence of utility functions and convergence of optimal strategies 0 0 0 24 0 2 2 97
Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee 0 0 0 0 0 2 5 1,163
Coûts de transaction, contraintes de vente à découvert et taxes: une approche unifiée 0 0 0 17 0 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 1 6 7 176
Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes 0 0 0 34 4 8 12 58
Efficient Trading Strategies 0 0 0 16 1 5 6 50
Efficient Trading Strategies in the Presence of Market Frictions 0 0 1 310 2 9 10 793
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 0 0 3 5 63
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 22 0 3 9 114
Efficient Trading Strategies with Transaction Costs 0 0 0 22 0 1 2 60
Efficient portfolios in financial markets with proportional transaction costs 0 0 0 2 1 2 3 34
Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs 0 0 0 0 0 3 4 18
Equilibrium Pricing Bounds on Option Prices 0 0 0 22 0 1 2 98
Equilibrium Pricing in Incomplete Markets 0 0 0 422 2 6 8 1,183
Equilibrium Pricing in Incomplete Markets 0 0 0 21 0 3 4 114
Equilibrium Pricing in Incomplete Markets 0 0 1 9 0 5 8 31
Equilibrium pricing and market completion: a counterexample 0 0 0 3 0 1 2 5
Evolutionary Beliefs and Financial Markets 0 0 0 23 0 4 6 32
Evolutionary beliefs and financial markets 0 0 0 9 0 1 2 35
Evolutionary strategic beliefs and financial markets 0 0 0 30 0 4 7 67
Existence of equilibria in nonconvex economies without free disposal 0 0 0 0 0 4 4 9
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 3 1 4 6 49
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 60 0 0 4 167
Financial Markets with Heterogeneous Beliefs 0 0 0 0 0 3 4 16
Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday 0 0 0 0 0 2 2 14
Functions with constant generalized gradient 0 0 0 0 1 3 4 23
Gender Stereotypes Can Explain the Gender-Equality Paradox 0 1 2 35 1 8 20 103
Gender stereotypes can explain the gender-equality paradox 0 0 0 0 1 5 7 31
Gender stereotypes can explain the gender-equality paradox 0 0 0 0 0 2 3 37
General equilibrium with producers and brokers Existence and regularity 0 0 0 0 0 3 4 20
Generalized Lipschitz functions 0 0 0 0 0 1 4 14
Gurus and belief manipulation 0 0 0 0 0 3 7 43
Gurus and beliefs manipulation 0 0 0 10 0 3 4 57
Heterogeneous Beliefs and Asset Pricing in Discrete Time 0 0 0 43 0 1 3 92
Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk aversion 0 0 0 0 0 1 3 26
How to aggregate experts' discount rates: an equilibrium approach 0 0 0 3 0 4 4 23
Hétérogénéité des croyances, prix du risque et volatilité des marchés 0 0 0 43 0 1 2 201
Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach 0 0 0 0 0 4 4 17
Incomplete markets, transaction costs and liquidity effects 0 0 0 1 0 0 3 12
Investment and arbitrage opportunities with short sales constraints 0 0 0 0 1 3 4 17
Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey 0 0 0 0 0 5 6 25
Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey 0 0 0 49 0 1 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 0 1 3 26
La Finance Islamique - Une solution à la crise ? 0 0 0 0 1 4 15 815
La crise des subprimes ou l'irruption des particuliers dans la sphère financière 0 0 0 9 0 1 2 34
La finance islamique est-elle une finance durable? 0 0 0 0 3 10 30 317
La finance islamique: une finance libre d’intérêt au service de la croissance 0 0 0 0 0 4 6 33
Law Invariant Risk Measures Have the Fatou Property 0 0 1 65 0 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 4 7 53
Live fast, die young: equilibrium and survival in large economies 0 0 0 0 0 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 38 0 4 5 154
Market imperfections, equilibrium and arbitrage 0 0 0 307 5 7 10 911
Market models with frictions: arbitrage and pricing issues 0 0 0 0 0 3 4 11
Martingale and Arbitrage in securities markets with transaction cost 0 0 0 0 0 5 8 39
No-arbitrage and state price deflators in a general continuous time framework 0 0 0 350 1 4 7 1,071
On Abel's Concept of Doubt and Pessimism 0 0 0 13 0 5 6 103
On Multivariate Prudence 0 0 0 26 0 3 5 56
On Portfolio Choice with Savoring and Disappointment 0 0 0 10 2 5 5 57
Optimal Investment with Taxes: An Existence Result 0 0 0 71 0 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 6 86
Optimal investment with taxes: an existence result 0 0 0 0 0 4 8 16
Optimal investment with taxes: an optimal control problem with endogeneous delay 0 0 0 0 1 3 3 12
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 1 169 0 2 5 670
Price Functionals with Bid-Ask Spreads: An Axiomatic Approach 0 0 1 12 0 5 7 60
Price functionals with bid–ask spreads: an axiomatic approach 0 0 0 0 3 3 6 31
Pricing in Incomplete Markets: An Equilibrium Approach 0 0 0 8 0 4 5 33
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 5 3 10 10 94
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 11 0 1 1 73
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 103 0 3 4 286
Pricing of Non-redundant Derivatives in a Complete Market 0 0 0 7 1 3 5 30
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 16 0 1 1 65
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 5 5 11 13 56
Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case 0 0 0 329 0 6 7 1,065
Production planning and inventories optimization with a general storage cost function 0 0 0 0 0 3 5 20
Produits dérivés, contrôle des risques et réglementation 0 0 0 0 0 2 3 16
Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience 0 0 0 36 2 3 4 148
Risques: prise de décision individuelle et collective 0 0 0 6 0 0 1 48
Societal Inequalities Amplify Gender Gaps in Math 1 1 1 59 2 10 13 93
Societal inequalities amplify gender gaps in math 0 0 0 0 0 3 6 18
Societal inequalities amplify gender gaps in math 0 0 0 0 0 0 2 31
Strategic Beliefs 0 0 0 36 0 4 7 126
Structure de l'ensemble des équilibres d'une économie productive 0 0 0 0 0 2 3 9
Subjective expectations and medical testing 0 0 0 0 0 4 5 27
The graph of the Walras correspondence, The production economies case 0 0 0 0 0 1 2 9
The marginal propensity to consume and multidimensional risk 0 0 0 10 0 3 3 54
Transaction Costs in Financial Models 0 0 0 14 1 5 5 49
Un modele discret et stochastique d'investissement avec une application aux couts de transaction 0 0 0 1 0 1 2 1,087
Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction 1 1 1 9 1 1 2 56
Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff 0 0 0 52 0 4 6 143
Vector-valued Coherent Risk Measures 0 0 0 45 0 2 4 176
Vector-valued Coherent Risk Measures 0 0 0 12 0 2 4 42
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 11 1 7 9 53
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 125 0 1 3 467
Viability and equilibrium in securities markets with frictions 0 0 0 0 1 4 7 20
Viability and equilibrium in securities markets with frictions 0 0 0 0 0 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 1 1 2 6
Total Working Papers 3 6 14 4,829 68 460 736 21,093
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 0 2 81
A discrete stochastic model for investment with an application to the transaction costs case 0 0 0 25 1 3 6 101
A remark on Clarke's normal cone and the marginal cost pricing rule 0 0 0 15 0 4 5 93
A remark on Clarke's normal cone and the marginal cost pricing rule 0 0 0 37 1 3 6 167
ARBITRAGE IN SECURITIES MARKETS WITH SHORT‐SALES CONSTRAINTS 0 1 1 83 1 4 5 187
Aggregation of heterogeneous beliefs 0 0 0 43 1 3 5 105
An index theorem for nonconvex production economies 0 0 0 2 0 2 4 16
Arbitrage and control problems in finance: A presentation 0 0 0 87 0 4 6 354
Arbitrage and investment opportunities 0 0 0 138 0 5 7 883
Arbitrage and state price deflators in a general intertemporal framework 0 0 0 38 0 3 4 132
Arbitrage and viability in securities markets with fixed trading costs 0 0 0 46 3 11 16 181
Arbitrage with Fixed Costs and Interest Rate Models 0 0 0 13 1 3 3 74
Are more risk averse agents more optimistic? Insights from a rational expectations model 0 0 1 20 0 3 4 85
Are risk-averse agents more optimistic? A Bayesian estimation approach 0 0 0 55 0 6 10 277
Behavioral biases and the representative agent 0 0 0 6 1 4 4 55
Collective risk aversion 0 0 0 8 0 2 4 57
Comonotonic processes 0 0 1 38 2 5 6 175
Conditional comonotonicity 0 0 0 87 4 6 8 250
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs 0 0 0 170 1 3 11 509
Convergence of utility functions and convergence of optimal strategies 0 0 0 10 0 2 2 56
Discounting and divergence of opinion 0 0 0 54 0 3 5 152
Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes 0 0 0 10 0 6 10 72
Efficient Trading Strategies in the Presence of Market Frictions 0 0 0 1 2 10 16 523
Equilibrium Pricing in Incomplete Markets 0 0 0 17 0 2 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 2 7 9 60
Existence of equilibria in nonconvex economies without free disposal 0 0 0 12 1 3 6 62
Financial Markets Equilibrium with Heterogeneous Agents 0 0 0 37 0 3 6 138
Gender stereotypes can explain the gender-equality paradox 0 0 1 18 0 35 48 100
General equilibrium with producers and brokers: Existence and regularity 0 0 0 11 0 2 3 87
Gurus and belief manipulation 0 0 0 3 2 5 9 121
Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt 0 0 0 85 2 7 8 196
How to aggregate experts' discount rates: An equilibrium approach 0 0 0 6 0 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 0 3 3 6
Incomplete markets, transaction costs and liquidity effects 0 0 0 67 0 9 12 227
Investment and Arbitrage Opportunities with Short Sales Constraints 0 0 0 5 0 6 7 46
Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey 0 0 0 20 0 0 3 207
Live fast, die young 0 0 1 6 1 9 15 74
Martingales and Arbitrage in Securities Markets with Transaction Costs 0 0 2 416 1 11 17 835
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS 0 0 0 5 1 4 6 69
On Abel's concept of doubt and pessimism 0 0 0 28 1 3 7 123
On Portfolio Choice with Savoring and Disappointment 0 0 0 5 0 1 2 33
On multivariate prudence 0 0 0 19 0 1 5 95
Optimal investment with taxes: an existence result 0 0 0 8 0 4 8 61
Price functionals with bid-ask spreads: an axiomatic approach 0 0 0 40 2 34 38 177
Production planning and inventories optimization: A backward approach in the convex storage cost case 0 0 0 33 0 5 5 179
Produits dérivés, contrôle des risques et réglementation 0 0 0 7 1 2 3 41
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 0 2 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 0 2 5 18
The Impact of Health-Related Emotions on Belief Formation and Behavior 0 0 0 8 1 9 13 51
The graph of the Walras correspondence: The production economies case 0 0 0 20 3 9 13 110
The marginal propensity to consume and multidimensional risk 0 0 0 8 1 5 6 124
Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off 0 0 0 11 4 8 12 83
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 7 8 12
Vector-valued coherent risk measures 0 0 0 21 2 10 15 142
Viability and Equilibrium in Securities Markets with Frictions 0 0 0 5 0 1 2 37
Éditorial 0 0 0 0 1 5 8 21
Total Journal Articles 0 1 7 1,996 45 314 469 8,571

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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