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1

The marginal propensity to consume and multidimensional risk

Jouini, Elyès, Napp, Clotilde, Nocetti, Diego

Journal:

Economics Letters

Year:

2013

Language:

english

File:

PDF, 222 KB

english, 2013

2

Arbitrage and viability in securities markets with fixed trading costs

Elyès Jouini, Hedi Kallal, Clotilde Napp

Journal:

Journal of Mathematical Economics

Year:

2001

Language:

english

File:

PDF, 179 KB

english, 2001

3

Investment and Arbitrage Opportunities with Short Sales Constraints

Laurence Carassus, Elyès Jouini

Journal:

Mathematical Finance

Year:

1998

Language:

english

File:

PDF, 133 KB

english, 1998

4

[Lecture Notes in Mathematics] Financial Mathematics Volume 1656 || Interest rate theory

Biais, Bruno, Björk, Thomas, Cvitanić, Jakša, El Karoui, Nicole, Jouini, Elyés, Rochet, Jean Charles, Runggaldier, Wolfgang J.

Year:

1997

Language:

english

File:

PDF, 2.78 MB

english, 1997

5

[Lecture Notes in Mathematics] Financial Mathematics Volume 1656 || Non-linear pricing theory and backward stochastic differential equations

Biais, Bruno, Björk, Thomas, Cvitanić, Jakša, El Karoui, Nicole, Jouini, Elyés, Rochet, Jean Charles, Runggaldier, Wolfgang J.

Year:

1997

Language:

english

File:

PDF, 2.64 MB

english, 1997

6

A remark on Clarke's normal cone and the marginal cost pricing rule

Journal:

Journal of Mathematical Economics

Year:

1988

Language:

english

File:

PDF, 396 KB

english, 1988

7

The graph of the Walras correspondence: The production economies case

Journal:

Journal of Mathematical Economics

Year:

1993

Language:

english

File:

PDF, 512 KB

english, 1993

8

Arbitrage and state price deflators in a general intertemporal framework

Elyès Jouini, Clotilde Napp, Walter Schachermayer

Journal:

Journal of Mathematical Economics

Year:

2005

Language:

english

File:

PDF, 160 KB

english, 2005

9

Arbitrage and control problems in finance: A presentation

Journal:

Journal of Mathematical Economics

Year:

2001

Language:

english

File:

PDF, 106 KB

english, 2001

10

A discrete stochastic model for investment with an application to the transaction costs case

Laurence Carassus, Elyès Jouini

Journal:

Journal of Mathematical Economics

Year:

2000

Language:

english

File:

PDF, 173 KB

english, 2000

11

Price functionals with bid–ask spreads: an axiomatic approach

Journal:

Journal of Mathematical Economics

Year:

2000

Language:

english

File:

PDF, 89 KB

english, 2000

12

Optimal investment with taxes: an existence result

Elyès Jouini, Pierre-F. Koehl, Nizar Touzi

Journal:

Journal of Mathematical Economics

Year:

2000

Language:

english

File:

PDF, 116 KB

english, 2000

13

Production planning and inventories optimization with a general storage cost function

Marie Chazal, Elyès Jouini, Rabah Tahraoui

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

2003

Language:

english

File:

PDF, 256 KB

english, 2003

14

Equilibrium pricing bounds on option prices

Marie Chazal, Elyès Jouini

Journal:

Mathematics and Financial Economics

Year:

2008

Language:

english

File:

PDF, 355 KB

english, 2008

15

Viability and Equilibrium in Securities Markets with Frictions

Elyès Jouini, Hédi Kallal

Journal:

Mathematical Finance

Year:

1999

Language:

english

File:

PDF, 121 KB

english, 1999

16

A remark on Clarke's normal cone and the marginal cost pricing rule

Journal:

Journal of Mathematical Economics

Year:

1989

Language:

english

File:

PDF, 393 KB

english, 1989

17

Martingales and Arbitrage in Securities Markets with Transaction Costs

Elyès Jouini, Hédi Kallal

Journal:

Journal of Economic Theory

Year:

1995

File:

PDF, 968 KB

1995

18

Discounting and divergence of opinion

Elyès Jouini, Jean-Michel Marin, Clotilde Napp

Journal:

Journal of Economic Theory

Year:

2010

Language:

english

File:

PDF, 453 KB

english, 2010

19

Efficient portfolios in financial markets with proportional transaction costs

Luciano Campi, Elyès Jouini, Vincent Porte

Journal:

Mathematics and Financial Economics

Year:

2013

Language:

english

File:

PDF, 300 KB

english, 2013

20

Arbitrage with Fixed Costs and Interest Rate Models

Jouini, Elyès, Napp, Clotilde

Journal:

Journal of Financial and Quantitative Analysis

Year:

2006

Language:

english

File:

PDF, 293 KB

english, 2006

21

On Portfolio Choice with Savoring and Disappointment

Jouini, Elyès, Karehnke, Paul, Napp, Clotilde

Journal:

Management Science

Year:

2014

Language:

english

File:

PDF, 274 KB

english, 2014

22

Equilibrium Pricing in Incomplete Markets

Bizid, Abdelhamid, Jouini, Elyès

Journal:

Journal of Financial and Quantitative Analysis

Year:

2005

Language:

english

File:

PDF, 173 KB

english, 2005

23

Arbitrage with Fixed Costs and Interest Rate Models

Elyès Jouini and Clotilde Napp

Journal:

Journal of Financial and Quantitative Analysis

Year:

2006

Language:

english

File:

PDF, 2.00 MB

english, 2006

24

Equilibrium Pricing in Incomplete Markets

Abdelhamid Bizid and Elyès Jouini

Journal:

Journal of Financial and Quantitative Analysis

Year:

2005

Language:

english

File:

PDF, 1.55 MB

english, 2005

25

Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience

Nocetti, Diego, Jouini, Elyès, Napp, Clotilde

Journal:

Management Science

Year:

2008

Language:

english

File:

PDF, 141 KB

english, 2008

26

Law Invariant Risk Measures Have the Fatou Property

Jouini, Elyes, Schachermayer, Walter, Touzi, Nizar

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 229 KB

english, 2005

27

Are risk-averse agents more optimistic? A Bayesian estimation approach

Selima Ben Mansour, Elyès Jouini, Jean-Michel Marin, Clotilde Napp, Christian Robert

Journal:

Journal of Applied Econometrics

Year:

2008

Language:

english

File:

PDF, 344 KB

english, 2008

28

Functions with constant generalized gradients

Journal:

Journal of Mathematical Analysis and Applications

Year:

1990

Language:

english

File:

PDF, 479 KB

english, 1990

29

Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt

Elyès Jouini, Clotilde Napp

Journal:

Journal of Economic Dynamics and Control

Year:

2006

Language:

english

File:

PDF, 330 KB

english, 2006

30

Production planning and inventories optimization: A backward approach in the convex storage cost case

Marie Chazal, Elyès Jouini, Rabah Tahraoui

Journal:

Journal of Mathematical Economics

Year:

2008

Language:

english

File:

PDF, 394 KB

english, 2008

31

Comonotonic processes

Elyès Jouini, Clotilde Napp

Journal:

Insurance: Mathematics and Economics

Year:

2003

Language:

english

File:

PDF, 127 KB

english, 2003

32

Optimal investment with taxes: an optimal control problem with endogeneous delay

Elyès Jouini, Pierre-F. Koehl, Nizar Touzi

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

1999

Language:

english

File:

PDF, 176 KB

english, 1999

33

Generalized Lipschitz functions

Journal:

Nonlinear Analysis: Theory, Methods & Applications

Year:

2000

Language:

english

File:

PDF, 109 KB

english, 2000

34

Pricing of non-redundant derivatives in a complete market

Abdelhamid Bizid, Elyès Jouini, Pierre -François Koehl

Journal:

Review of Derivatives Research

Year:

1998

Language:

english

File:

PDF, 1.21 MB

english, 1998

35

Arbitrage and investment opportunities

Elyès Jouini, Clotilde Napp

Journal:

Finance and Stochastics

Year:

2001

Language:

english

File:

PDF, 176 KB

english, 2001

36

Convergence of utility functions and convergence of optimal strategies

Elyès Jouini, Clotilde Napp

Journal:

Finance and Stochastics

Year:

2004

Language:

english

File:

PDF, 217 KB

english, 2004

37

Vector-valued coherent risk measures

Elyés Jouini, Moncef Meddeb, Nizar Touzi

Journal:

Finance and Stochastics

Year:

2004

Language:

english

File:

PDF, 260 KB

english, 2004

38

Convergence of the equilibrium prices in a family of financial models

Journal:

Finance and Stochastics

Year:

2003

Language:

english

File:

PDF, 211 KB

english, 2003

39

Conditional comonotonicity

Elyès Jouini, Clotilde Napp

Journal:

Decisions in Economics and Finance

Year:

2004

Language:

english

File:

PDF, 172 KB

english, 2004

40

Is There a “Pessimistic” Bias in Individual Beliefs? Evidence from a Simple Survey

Selima Ben Mansour, Elyès Jouini, Clotilde Napp

Journal:

Theory and Decision

Year:

2006

Language:

english

File:

PDF, 148 KB

english, 2006

41

Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs

JOUINI, ELYÈS, NAPP, CLOTILDE

Journal:

Review of Economic Studies

Year:

2007

Language:

english

File:

PDF, 189 KB

english, 2007

42

Behavioral biases and the representative agent

Elyès Jouini, Clotilde Napp

Journal:

Theory and Decision

Year:

2012

Language:

english

File:

PDF, 478 KB

english, 2012

43

An index theorem for nonconvex production economies

Journal:

Journal of Economic Theory

Year:

1992

Language:

english

File:

PDF, 912 KB

english, 1992

44

Are more risk averse agents more optimistic? Insights from a rational expectations model

Elyès Jouini, Clotilde Napp

Journal:

Economics Letters

Year:

2008

Language:

english

File:

PDF, 179 KB

english, 2008

45

A class of models satisfying a dynamical version of the CAPM

Elyès Jouini, Clotilde Napp

Journal:

Economics Letters

Year:

2003

Language:

english

File:

PDF, 74 KB

english, 2003

46

Collective risk aversion

Elyès Jouini, Clotilde Napp, Diego Nocetti

Journal:

Social Choice and Welfare

Year:

2013

Language:

english

File:

PDF, 394 KB

english, 2013

47

How to aggregate experts' discount rates: An equilibrium approach

Jouini, Elyès, Napp, Clotilde

Journal:

Economic Modelling

Year:

2014

Language:

english

File:

PDF, 392 KB

english, 2014

48

On multivariate prudence

Jouini, Elyès, Napp, Clotilde, Nocetti, Diego

Journal:

Journal of Economic Theory

Year:

2013

Language:

english

File:

PDF, 170 KB

english, 2013

49

Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday

Journal:

Mathematics and Financial Economics

Year:

2014

Language:

english

File:

PDF, 119 KB

english, 2014

50

[Lecture Notes in Mathematics] Financial Mathematics Volume 1656 || Risk sharing, adverse selection and market structure

Biais, Bruno, Björk, Thomas, Cvitanić, Jakša, El Karoui, Nicole, Jouini, Elyés, Rochet, Jean Charles, Runggaldier, Wolfgang J.

Year:

1997

Language:

english

File:

PDF, 1.80 MB

english, 1997