Access Statistics for Jean-Pierre Zigrand

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
(IAM Series No 004) Highwaymen or Heroes: Should Hedge Funds be Regulated? 0 0 0 359 0 1 2 718
Arbitrage and Endogenous Market Integration 0 0 0 181 0 0 1 542
Asset Price Dynamics with Value-at-Risk Constrained Traders 0 0 0 157 0 0 0 457
Consistent Measures of Risk 0 0 1 288 0 0 1 747
Endogenous Liquidity and Contagion 0 0 0 33 0 0 0 131
Equilibrium Asset Pricing with Systemic Risk 0 0 0 203 0 1 1 576
On Physics and Finance 0 0 0 433 0 0 0 877
On time-scaling of risk and the square–root–of–time rule 2 2 4 798 3 5 32 3,338
Rational Asset Pricing Implications from Realistic Trading Frictions 0 0 0 33 0 0 0 116
Rational Limits to Arbitrage 0 0 0 107 0 0 0 463
Risk Appetite and Endogenous Risk 0 1 3 452 1 3 16 1,087
Strategic Financial Innovation in Segmented Markets 0 0 0 25 0 0 1 157
Strategic Financial Innovation in Segmented Markets 0 0 0 66 0 0 1 278
Strategic Financial Innovation in Segmented Markets 0 0 0 25 1 1 3 119
What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model 0 0 0 212 0 0 1 647
Total Working Papers 2 3 8 3,372 5 11 59 10,253


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general equilibrium analysis of strategic arbitrage 0 0 0 51 0 1 1 181
Endogenous market integration, manipulation and limits to arbitrage 0 1 2 50 0 1 4 114
Equilibrium asset pricing with systemic risk 0 0 0 94 1 1 1 233
Highwaymen or heroes: Should hedge funds be regulated?: A survey 0 0 1 247 0 0 4 682
On time-scaling of risk and the square-root-of-time rule 0 0 0 274 2 4 10 902
Rational Asset Pricing Implications from Realistic Trading Frictions 0 0 0 40 0 0 0 172
Strategic Financial Innovation in Segmented Markets 0 0 0 34 0 1 2 115
The impact of risk regulation on price dynamics 0 1 2 217 0 1 3 504
Total Journal Articles 0 2 5 1,007 3 9 25 2,903


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Endogenous and Systemic Risk 0 0 1 89 1 1 5 212
Total Chapters 0 0 1 89 1 1 5 212


Statistics updated 2025-03-03