2

Asset pricing with arbitrage activity

Hugonnier, Julien, Prieto, Rodolfo
Journal:
Journal of Financial Economics
Year:
2015
Language:
english
File:
PDF, 684 KB
english, 2015
3

Bank capital, liquid reserves, and insolvency risk

Hugonnier, Julien, Morellec, Erwan
Journal:
Journal of Financial Economics
Year:
2017
Language:
english
File:
PDF, 3.17 MB
english, 2017
5

Incomplete information, idiosyncratic volatility and stock returns

Tony Berrada, Julien Hugonnier
Journal:
Journal of Banking & Finance
Year:
2013
Language:
english
File:
PDF, 372 KB
english, 2013
6

Corporate control and real investment in incomplete markets

Julien Hugonnier, Erwan Morellec
Journal:
Journal of Economic Dynamics and Control
Year:
2007
Language:
english
File:
PDF, 382 KB
english, 2007
7

MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS

Julien Hugonnier, Ron Kaniel
Journal:
Mathematical Finance
Year:
2010
Language:
english
File:
PDF, 430 KB
english, 2010
8

Heterogeneous preferences and equilibrium trading volume

Tony Berrada, Julien Hugonnier, Marcel Rindisbacher
Journal:
Journal of Financial Economics
Year:
2007
Language:
english
File:
PDF, 322 KB
english, 2007
10

Mutual fund competition in the presence of dynamic flows

Michèle Breton, Julien Hugonnier, Tarek Masmoudi
Journal:
Automatica
Year:
2010
Language:
english
File:
PDF, 536 KB
english, 2010
12

Rational asset pricing bubbles and portfolio constraints

Julien Hugonnier
Journal:
Journal of Economic Theory
Year:
2012
Language:
english
File:
PDF, 523 KB
english, 2012
14

Credit market frictions and capital structure dynamics

Hugonnier, Julien, Malamud, Semyon, Morellec, Erwan
Journal:
Journal of Economic Theory
Year:
2015
Language:
english
File:
PDF, 1.23 MB
english, 2015
15

Capital Supply Uncertainty, Cash Holdings, and Investment

Hugonnier, Julien, Malamud, Semyon, Morellec, Erwan
Journal:
Review of Financial Studies
Year:
2015
Language:
english
File:
PDF, 1.01 MB
english, 2015
16

A General Formula for Valuing Defaultable Securities

Collin-Dufresne, Pierre, Goldstein, Robert S., Hugonnier, Julien N.
Journal:
SSRN Electronic Journal
Year:
2003
Language:
english
File:
PDF, 350 KB
english, 2003
18

Health and (Other) Asset Holdings

Hugonnier, Julien N., St-Amour, Pascal, Pelgrin, Florian
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 1.13 MB
english, 2012
19

Bank Capital, Liquid Reserves, and Insolvency Risk

Hugonnier, Julien N., Morellec, Erwan
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 464 KB
english, 2013
20

Incomplete Information, Idiosyncratic Volatility and Stock Returns

Hugonnier, Julien N., Berrada, Tony
Journal:
SSRN Electronic Journal
Year:
2009
Language:
english
File:
PDF, 288 KB
english, 2009
21

Capital Supply Uncertainty, Cash Holdings, and Investment

Hugonnier, Julien N., Malamud, Semyon, Morellec, Erwan
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 664 KB
english, 2011
22

Risk Aversion and Real Options

Hugonnier, Julien N., Morellec, Erwan
Journal:
SSRN Electronic Journal
Year:
2003
Language:
english
File:
PDF, 200 KB
english, 2003
23

Credit Market Frictions and Capital Structure Dynamics

Hugonnier, Julien N., Malamud, Semyon, Morellec, Erwan
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 708 KB
english, 2012
24

Valuing Life as an Asset, as a Statistic and at Gunpoint

Hugonnier, Julien, Pelgrin, Florian, St-Amour, Pascal
Journal:
SSRN Electronic Journal
Year:
2018
Language:
english
File:
PDF, 828 KB
english, 2018