Details about Elyès Jouini

E-mail:
Homepage:	http://www.ceremade.dauphine.fr/~jouini/
Phone:	+33144054226
Postal address:	Institut de Finance Université de Paris Dauphine Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex FRANCE
Workplace:	Centre de Recherches en Mathématiques de la Décision (CEREMADE) (Research Center in Decision Mathematics), Université Paris-Dauphine (Paris IX) (University of Paris 9), (more information at EDIRC)

Access statistics for papers by Elyès Jouini.

Last updated 2021-01-14. Update your information in the RePEc Author Service.

Short-id: pjo50

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Working Papers

2020

1. Equilibrium pricing and market completion: a counterexample
   Post-Print, HAL
   See also Journal Article Equilibrium pricing and market completion: a counterexample, Economics Bulletin, AccessEcon (2020) (2020)
2. Gender Stereotypes Can Explain the Gender-Equality Paradox
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (14)
   Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2020) View citations (7)
   Post-Print, HAL (2020) View citations (7)
   See also Journal Article Gender stereotypes can explain the gender-equality paradox, Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences (2020) View citations (8) (2020)
3. Live fast, die young: equilibrium and survival in large economies
   PSE-Ecole d'économie de Paris (Postprint), HAL View citations (1)
   Also in Post-Print, HAL (2020)

2019

4. Societal Inequalities Amplify Gender Gaps in Math
   IZA Discussion Papers, Institute of Labor Economics (IZA)
   Also in Post-Print, HAL (2018) View citations (12)
   PSE-Ecole d'économie de Paris (Postprint), HAL (2018) View citations (12)

2016

5. La finance islamique: une finance libre d’intérêt au service de la croissance
   Post-Print, HAL

2015

6. Gurus and belief manipulation
   Post-Print, HAL View citations (2)
   Also in Working Papers, HAL (2010)
   See also Journal Article Gurus and belief manipulation, Economic Modelling, Elsevier (2015) View citations (2) (2015)
7. Live fast, die young
   Post-Print, HAL
   See also Journal Article Live fast, die young, Economic Theory, Springer (2016) View citations (3) (2016)
8. Subjective expectations and medical testing
   Post-Print, HAL
   See also Journal Article Subjective expectations and medical testing, Economics Letters, Elsevier (2015) (2015)

2014

9. Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday
   Post-Print, HAL
10. How to aggregate experts' discount rates: an equilibrium approach
    Post-Print, HAL View citations (4)
    See also Journal Article How to aggregate experts' discount rates: An equilibrium approach, Economic Modelling, Elsevier (2014) View citations (5) (2014)

2013

11. Collective risk aversion
    Post-Print, HAL View citations (7)
    See also Journal Article Collective risk aversion, Social Choice and Welfare, Springer (2013) View citations (7) (2013)
12. Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes
    Post-Print, HAL View citations (16)
    See also Journal Article Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes, Journal of Risk and Uncertainty, Springer (2013) View citations (22) (2013)
13. Efficient portfolios in financial markets with proportional transaction costs
    Post-Print, HAL View citations (2)
14. Evolutionary beliefs and financial markets
    Post-Print, HAL View citations (6)
    Also in Post-Print, HAL (2012) View citations (2)
    See also Journal Article Evolutionary Beliefs and Financial Markets, Review of Finance, European Finance Association (2013) View citations (6) (2013)
15. On Multivariate Prudence
    Post-Print, HAL View citations (6)
    See also Journal Article On multivariate prudence, Journal of Economic Theory, Elsevier (2013) View citations (7) (2013)
16. On Portfolio Choice with Savoring and Disappointment
    Post-Print, HAL
    See also Journal Article On Portfolio Choice with Savoring and Disappointment, Management Science, INFORMS (2014) View citations (8) (2014)
17. The marginal propensity to consume and multidimensional risk
    Post-Print, HAL
    See also Journal Article The marginal propensity to consume and multidimensional risk, Economics Letters, Elsevier (2013) (2013)

2012

18. Behavioral biases and representative agent
    Post-Print, HAL View citations (3)
    See also Journal Article Behavioral biases and the representative agent, Theory and Decision, Springer (2012) View citations (3) (2012)
19. Dans l'âme des investisseurs
    Post-Print, HAL
20. Evolutionary strategic beliefs and financial markets
    Post-Print, HAL View citations (1)
21. Financial Markets Equilibrium with Heterogeneous Agents
    Post-Print, HAL View citations (45)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009) View citations (3)
    See also Journal Article Financial Markets Equilibrium with Heterogeneous Agents, Review of Finance, European Finance Association (2011) View citations (16) (2011)

2011

22. La finance islamique est-elle une finance durable?
    Post-Print, HAL

2010

23. Discounting and Divergence of Opinion
    Post-Print, HAL View citations (34)
    See also Journal Article Discounting and divergence of opinion, Journal of Economic Theory, Elsevier (2010) View citations (36) (2010)
24. Paris-Princeton Lectures on Mathematical Finance
    Post-Print, HAL View citations (15)
25. Transaction Costs in Financial Models
    Post-Print, HAL View citations (1)
26. Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff
    Post-Print, HAL View citations (10)
    See also Journal Article Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off, Review of Finance, European Finance Association (2010) View citations (8) (2010)

2009

27. Cognitive biases and the representative agent
    Working Papers, HAL
28. La Finance Islamique - Une solution à la crise ?
    Post-Print, HAL View citations (3)

2008

29. Aggregation of Discount Rates: an Equilibrium Approach
    Working Papers, HAL
30. Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model
    Post-Print, HAL View citations (4)
31. Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach
    Post-Print, HAL View citations (7)
    Also in Working Papers, HAL (2007)
    See also Journal Article Are risk-averse agents more optimistic? A Bayesian estimation approach, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2008) View citations (9) (2008)
32. Are risk agents more optimistic? A Bayesian estimation approach
    Post-Print, HAL View citations (4)
33. On Abel's Concept of Doubt and Pessimism
    Post-Print, HAL View citations (7)
    See also Journal Article On Abel's concept of doubt and pessimism, Journal of Economic Dynamics and Control, Elsevier (2008) View citations (10) (2008)
34. Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience
    Post-Print, HAL View citations (22)
    See also Journal Article Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience, Management Science, INFORMS (2008) View citations (21) (2008)

2007

35. Attentes Stratégiques
    Post-Print, HAL
36. Consensus consumer and intertemporal asset pricing with heterogeneous beliefs
    Post-Print, HAL View citations (104)
    Also in Finance, University Library of Munich, Germany (2003) View citations (33)
    See also Journal Article Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs, The Review of Economic Studies, Review of Economic Studies Ltd (2007) View citations (114) (2007)
37. Efficient Trading Strategies
    Working Papers, HAL View citations (4)
38. Efficient Trading Strategies with Transaction Costs
    Working Papers, HAL
39. Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs
    Post-Print, HAL
40. Equilibrium Pricing Bounds on Option Prices
    Working Papers, HAL View citations (2)
41. Financial Markets with Heterogeneous Beliefs
    Post-Print, HAL
42. La crise des subprimes ou l'irruption des particuliers dans la sphère financière
    Post-Print, HAL
43. Optimal Risk Sharing for Law Invariant Monetary Utility Functions
    Working Papers, HAL View citations (9)
    See also Journal Article OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS, Mathematical Finance, Wiley Blackwell (2008) View citations (113) (2008)
44. Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case
    Working Papers, HAL
    Also in Working Papers, Center for Research in Economics and Statistics (2003)
    GE, Growth, Math methods, University Library of Munich, Germany (2003)
    See also Journal Article Production planning and inventories optimization: A backward approach in the convex storage cost case, Journal of Mathematical Economics, Elsevier (2008) View citations (2) (2008)
45. Risques: prise de décision individuelle et collective
    Post-Print, HAL
46. Strategic Beliefs
    Working Papers, HAL View citations (2)

2006

47. Aggregation of Heterogeneous Beliefs
    Post-Print, HAL View citations (11)
    See also Journal Article Aggregation of heterogeneous beliefs, Journal of Mathematical Economics, Elsevier (2006) View citations (12) (2006)
48. Arbitrage with Fixed Costs and Interest Rate Models
    Post-Print, HAL
    Also in Finance, University Library of Munich, Germany (2003)
    See also Journal Article Arbitrage with Fixed Costs and Interest Rate Models, Journal of Financial and Quantitative Analysis, Cambridge University Press (2006) (2006)
49. Are risk averse agents more optimistic ?
    Post-Print, HAL
50. Heterogeneous Beliefs and Asset Pricing in Discrete Time
    Post-Print, HAL View citations (40)
51. Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk aversion
    Post-Print, HAL
52. Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey
    Post-Print, HAL View citations (14)
    Also in Post-Print, HAL (2006) View citations (20)
53. Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence
    Post-Print, HAL View citations (2)
54. Is there a pessimistic bias in individual beliefs ? Evidence from survey dat
    Post-Print, HAL View citations (20)
55. Law Invariant Risk Measures Have the Fatou Property
    Post-Print, HAL View citations (132)
56. Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles
    Post-Print, HAL

2005

57. Arbitrage and state price deflators in a general intertemporal framework
    Post-Print, HAL View citations (10)
    See also Journal Article Arbitrage and state price deflators in a general intertemporal framework, Journal of Mathematical Economics, Elsevier (2005) View citations (12) (2005)
58. Conditional Comonotonicity
    Post-Print, HAL
    See also Journal Article Conditional comonotonicity, Decisions in Economics and Finance, Springer (2004) View citations (20) (2004)
59. Equilibrium Pricing in Incomplete Markets
    Post-Print, HAL View citations (4)
    Also in Finance, University Library of Munich, Germany (2003)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2005) View citations (4)
    See also Journal Article Equilibrium Pricing in Incomplete Markets, Journal of Financial and Quantitative Analysis, Cambridge University Press (2005) View citations (4) (2005)

2004

60. Convergence of utility functions and convergence of optimal strategies
    Post-Print, HAL View citations (18)
    See also Journal Article Convergence of utility functions and convergence of optimal strategies, Finance and Stochastics, Springer (2004) View citations (19) (2004)
61. Hétérogénéité des croyances, prix du risque et volatilité des marchés
    Post-Print, HAL
    See also Journal Article Hétérogénéité des croyances, prix du risque et volatilité des marchés, Revue d'Économie Financière, Programme National Persée (2004) (2004)
62. Vector-valued Coherent Risk Measures
    Post-Print, HAL View citations (105)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2004) View citations (105)
    See also Journal Article Vector-valued coherent risk measures, Finance and Stochastics, Springer (2004) View citations (114) (2004)

2003

63. A class of models satisfying a dynamical version of the CAPM
    Post-Print, HAL View citations (4)
    See also Journal Article A class of models satisfying a dynamical version of the CAPM, Economics Letters, Elsevier (2003) View citations (4) (2003)
64. Comonotonic Processes
    Post-Print, HAL View citations (14)
    See also Journal Article Comonotonic processes, Insurance: Mathematics and Economics, Elsevier (2003) View citations (14) (2003)
65. Convergence of the equilibrium prices in a family of financial models
    Post-Print, HAL View citations (4)
66. Market imperfections, equilibrium and arbitrage
    Finance, University Library of Munich, Germany View citations (3)
    Also in Post-Print, HAL (2003) View citations (2)
67. No-arbitrage and state price deflators in a general continuous time framework
    Finance, University Library of Munich, Germany
68. Production planning and inventories optimization with a general storage cost function
    Post-Print, HAL View citations (3)

2002

69. Arbitrage pricing and equilibrium pricing: compatibility conditions
    Post-Print, HAL View citations (3)
    See also Chapter ARBITRAGE PRICING AND EQUILIBRIUM PRICING: COMPATIBILITY CONDITIONS, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2002) View citations (4) (2002)

2001

70. Arbitrage and Control Problems in Finance. Presentation
    Post-Print, HAL View citations (1)
    See also Journal Article Arbitrage and control problems in finance: A presentation, Journal of Mathematical Economics, Elsevier (2001) View citations (2) (2001)
71. Arbitrage and investment opportunities
    Post-Print, HAL View citations (9)
    Also in Working Papers, Center for Research in Economics and Statistics (1998) View citations (2)
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- (1999) View citations (4)
    See also Journal Article Arbitrage and investment opportunities, Finance and Stochastics, Springer (2001) View citations (10) (2001)
72. Arbitrage and viability in securities markets with fixed trading costs
    Post-Print, HAL View citations (8)
    Also in New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- (1999) View citations (2)
    See also Journal Article Arbitrage and viability in securities markets with fixed trading costs, Journal of Mathematical Economics, Elsevier (2001) View citations (12) (2001)
73. Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Post-Print, HAL (2001)
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) (2000)
74. Efficient Trading Strategies in the Presence of Market Frictions
    Post-Print, HAL View citations (25)
    Also in Working Papers, Center for Research in Economics and Statistics (1998)
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- (1999)
    See also Journal Article Efficient Trading Strategies in the Presence of Market Frictions, The Review of Financial Studies, Society for Financial Studies (2001) View citations (29) (2001)
75. Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach
    Post-Print, HAL View citations (2)
    See also Journal Article INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH, International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd. (2001) View citations (2) (2001)
76. Market models with frictions: arbitrage and pricing issues
    Post-Print, HAL View citations (1)

2000

77. A discrete stochastic model for investment withan application to the transaction costs case
    Post-Print, HAL View citations (4)
    See also Journal Article A discrete stochastic model for investment with an application to the transaction costs case, Journal of Mathematical Economics, Elsevier (2000) View citations (4) (2000)
78. Generalized Lipschitz functions
    Post-Print, HAL
79. Optimal investment with taxes: an existence result
    Post-Print, HAL View citations (5)
    Also in New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- (1999)
    See also Journal Article Optimal investment with taxes: an existence result, Journal of Mathematical Economics, Elsevier (2000) View citations (5) (2000)
80. Price functionals with bid–ask spreads: an axiomatic approach
    Post-Print, HAL View citations (23)
    Also in New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- (1999) View citations (1)
    Working Papers, Center for Research in Economics and Statistics (1997) View citations (2)
    See also Journal Article Price functionals with bid-ask spreads: an axiomatic approach, Journal of Mathematical Economics, Elsevier (2000) View citations (23) (2000)

1999

81. Continuous Time Equilibrium Pricing of Nonredundant Assets
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (3)
    Also in Working Papers, Center for Research in Economics and Statistics (1998) View citations (1)
82. Optimal investment with taxes: an optimal control problem with endogeneous delay
    Post-Print, HAL View citations (3)
    Also in Working Papers, Center for Research in Economics and Statistics (1997) View citations (2)
83. Viability and Equilibrium in Securities Markets with Frictions
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (23)
    Also in Working Papers, Center for Research in Economics and Statistics (1997)
    Post-Print, HAL (1999) View citations (22)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (1999) View citations (22)
    See also Journal Article Viability and Equilibrium in Securities Markets with Frictions, Mathematical Finance, Wiley Blackwell (1999) View citations (25) (1999)

1998

84. Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities
    Working Papers, Center for Research in Economics and Statistics
85. Investment and arbitrage opportunities with short sales constraints
    Post-Print, HAL View citations (7)
    See also Journal Article Investment and Arbitrage Opportunities with Short Sales Constraints, Mathematical Finance, Wiley Blackwell (1998) View citations (8) (1998)
86. Pricing of Non-redundant Derivatives in a Complete Market
    Post-Print, HAL View citations (1)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (1998) View citations (2)
    Working Papers, Center for Research in Economics and Statistics (1997) View citations (1)
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (1)
87. Un modele discret et stochastique d'investissement avec une application aux couts de transaction
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
    Also in Working Papers, Center for Research in Economics and Statistics (1997)

1997

88. Arbitrage and Super-Replication Cost with Convex Constraints
    Working Papers, Center for Research in Economics and Statistics
89. Arbitrage et imperfections de marché
    Post-Print, HAL
90. Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
    Also in Working Papers, Center for Research in Economics and Statistics (1997) View citations (1)
91. Incomplete markets, transaction costs and liquidity effects
    Post-Print, HAL
    See also Journal Article Incomplete markets, transaction costs and liquidity effects, The European Journal of Finance, Taylor & Francis Journals (1997) (1997)
92. Pricing in Incomplete Markets: An Equilibrium Approach
    Working Papers, Center for Research in Economics and Statistics View citations (2)

1996

93. Produits dérivés, contrôle des risques et réglementation
    Post-Print, HAL
    See also Journal Article Produits dérivés, contrôle des risques et réglementation, Revue d'Économie Financière, Programme National Persée (1996) (1996)
94. unicité et stabilité de l'équilibre dans une économie de production avec règle de tarfication marginale: les cas convexe et non-convexe
    Post-Print, HAL
    See also Journal Article Unicité et stabilité de l'équilibre dans une économie de production avec règle de tarification marginale: les cas convexe et non-convexe, Annals of Economics and Statistics, GENES (1996) (1996)

1995

95. Arbitrage in securities markets with shortsale constraints
    Post-Print, HAL View citations (32)
    See also Journal Article ARBITRAGE IN SECURITIES MARKETS WITH SHORT‐SALES CONSTRAINTS, Mathematical Finance, Wiley Blackwell (1995) View citations (76) (1995)
96. Martingale and Arbitrage in securities markets with transaction cost
    Post-Print, HAL View citations (90)
    See also Journal Article Martingales and Arbitrage in Securities Markets with Transaction Costs, Journal of Economic Theory, Elsevier (1995) View citations (205) (1995)

1993

97. General equilibrium with producers and brokers Existence and regularity
    Post-Print, HAL View citations (3)
    See also Journal Article General equilibrium with producers and brokers: Existence and regularity, Economics Letters, Elsevier (1993) View citations (4) (1993)
98. The graph of the Walras correspondence, The production economies case
    Post-Print, HAL View citations (3)
    See also Journal Article The graph of the Walras correspondence: The production economies case, Journal of Mathematical Economics, Elsevier (1993) View citations (3) (1993)

1992

99. An Index Theorem for Nonconvex Production Economies
    Post-Print, HAL View citations (6)
    See also Journal Article An index theorem for nonconvex production economies, Journal of Economic Theory, Elsevier (1992) View citations (14) (1992)
100. Existence of equilibria in nonconvex economies without free disposal
     Post-Print, HAL View citations (3)
     See also Journal Article Existence of equilibria in nonconvex economies without free disposal, Economics Letters, Elsevier (1992) View citations (5) (1992)
101. Structure de l'ensemble des équilibres d'une économie productive
     Post-Print, HAL

1990

102. Functions with constant generalized gradient
     Post-Print, HAL

1989

103. A REMARK ON CLARKE'S NORMAL CONE AND THE MARGINAL COST PRICING RULE
     Post-Print, HAL
     See also Journal Article A remark on Clarke's normal cone and the marginal cost pricing rule, Journal of Mathematical Economics, Elsevier (1989) (1989)

Journal Articles

2020

1. Equilibrium pricing and market completion: a counterexample
   Economics Bulletin, 2020, 40, (3), 1963-1969
   See also Working Paper Equilibrium pricing and market completion: a counterexample, Post-Print (2020) (2020)
2. Gender stereotypes can explain the gender-equality paradox
   Proceedings of the National Academy of Sciences, 2020, 117, (49), 31063-31069 View citations (8)
   See also Working Paper Gender Stereotypes Can Explain the Gender-Equality Paradox, IZA Discussion Papers (2020) View citations (14) (2020)

2019

3. Tarifer un risque dont l’intensité est diversement perçue
   Revue d'économie financière, 2019, N° 133, (1), 21-43

2018

4. Stereotypes, underconfidence and decision-making with an application to gender and math
   Journal of Economic Behavior & Organization, 2018, 148, (C), 34-45 View citations (3)
5. The Impact of Health-Related Emotions on Belief Formation and Behavior
   Theory and Decision, 2018, 84, (3), 405-427 View citations (1)

2016

6. Live fast, die young
   Economic Theory, 2016, 62, (1), 265-278 View citations (3)
   See also Working Paper Live fast, die young, Post-Print (2015) (2015)

2015

7. Gurus and belief manipulation
   Economic Modelling, 2015, 49, (C), 11-18 View citations (2)
   See also Working Paper Gurus and belief manipulation, Post-Print (2015) View citations (2) (2015)
8. Subjective expectations and medical testing
   Economics Letters, 2015, 135, (C), 39-41
   See also Working Paper Subjective expectations and medical testing, Post-Print (2015) (2015)

2014

9. How to aggregate experts' discount rates: An equilibrium approach
   Economic Modelling, 2014, 36, (C), 235-243 View citations (5)
   See also Working Paper How to aggregate experts' discount rates: an equilibrium approach, Post-Print (2014) View citations (4) (2014)
10. On Portfolio Choice with Savoring and Disappointment
    Management Science, 2014, 60, (3), 796-804 View citations (8)
    See also Working Paper On Portfolio Choice with Savoring and Disappointment, Post-Print (2013) (2013)

2013

11. Collective risk aversion
    Social Choice and Welfare, 2013, 40, (2), 411-437 View citations (7)
    See also Working Paper Collective risk aversion, Post-Print (2013) View citations (7) (2013)
12. Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes
    Journal of Risk and Uncertainty, 2013, 47, (2), 199-224 View citations (22)
    See also Working Paper Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes, Post-Print (2013) View citations (16) (2013)
13. Evolutionary Beliefs and Financial Markets
    Review of Finance, 2013, 17, (2), 727-766 View citations (6)
    See also Working Paper Evolutionary beliefs and financial markets, Post-Print (2013) View citations (6) (2013)
14. On multivariate prudence
    Journal of Economic Theory, 2013, 148, (3), 1255-1267 View citations (7)
    See also Working Paper On Multivariate Prudence, Post-Print (2013) View citations (6) (2013)
15. The marginal propensity to consume and multidimensional risk
    Economics Letters, 2013, 119, (2), 124-127
    See also Working Paper The marginal propensity to consume and multidimensional risk, Post-Print (2013) (2013)

2012

16. Behavioral biases and the representative agent
    Theory and Decision, 2012, 73, (1), 97-123 View citations (3)
    See also Working Paper Behavioral biases and representative agent, Post-Print (2012) View citations (3) (2012)

2011

17. Financial Markets Equilibrium with Heterogeneous Agents
    Review of Finance, 2011, 16, (1), 285-321 View citations (16)
    See also Working Paper Financial Markets Equilibrium with Heterogeneous Agents, Post-Print (2012) View citations (45) (2012)

2010

18. Discounting and divergence of opinion
    Journal of Economic Theory, 2010, 145, (2), 830-859 View citations (36)
    See also Working Paper Discounting and Divergence of Opinion, Post-Print (2010) View citations (34) (2010)
19. Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off
    Review of Finance, 2010, 15, (3), 575-601 View citations (8)
    See also Working Paper Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff, Post-Print (2010) View citations (10) (2010)

2008

20. Are more risk averse agents more optimistic? Insights from a rational expectations model
    Economics Letters, 2008, 101, (1), 73-76 View citations (7)
21. Are risk-averse agents more optimistic? A Bayesian estimation approach
    Journal of Applied Econometrics, 2008, 23, (6), 843-860 View citations (9)
    See also Working Paper Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach, Post-Print (2008) View citations (7) (2008)
22. OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
    Mathematical Finance, 2008, 18, (2), 269-292 View citations (113)
    See also Working Paper Optimal Risk Sharing for Law Invariant Monetary Utility Functions, Working Papers (2007) View citations (9) (2007)
23. On Abel's concept of doubt and pessimism
    Journal of Economic Dynamics and Control, 2008, 32, (11), 3682-3694 View citations (10)
    See also Working Paper On Abel's Concept of Doubt and Pessimism, Post-Print (2008) View citations (7) (2008)
24. Production planning and inventories optimization: A backward approach in the convex storage cost case
    Journal of Mathematical Economics, 2008, 44, (9-10), 997-1023 View citations (2)
    See also Working Paper Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case, Working Papers (2007) (2007)
25. Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience
    Management Science, 2008, 54, (10), 1822-1826 View citations (21)
    See also Working Paper Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience, Post-Print (2008) View citations (22) (2008)

2007

26. Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
    The Review of Economic Studies, 2007, 74, (4), 1149-1174 View citations (114)
    See also Working Paper Consensus consumer and intertemporal asset pricing with heterogeneous beliefs, Post-Print (2007) View citations (104) (2007)

2006

27. Aggregation of heterogeneous beliefs
    Journal of Mathematical Economics, 2006, 42, (6), 752-770 View citations (12)
    See also Working Paper Aggregation of Heterogeneous Beliefs, Post-Print (2006) View citations (11) (2006)
28. Arbitrage with Fixed Costs and Interest Rate Models
    Journal of Financial and Quantitative Analysis, 2006, 41, (4), 889-913
    See also Working Paper Arbitrage with Fixed Costs and Interest Rate Models, Post-Print (2006) (2006)
29. Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt
    Journal of Economic Dynamics and Control, 2006, 30, (7), 1233-1260 View citations (41)
30. Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey
    Theory and Decision, 2006, 61, (4), 345-362 View citations (20)

2005

31. Arbitrage and state price deflators in a general intertemporal framework
    Journal of Mathematical Economics, 2005, 41, (6), 722-734 View citations (12)
    See also Working Paper Arbitrage and state price deflators in a general intertemporal framework, Post-Print (2005) View citations (10) (2005)
32. Equilibrium Pricing in Incomplete Markets
    Journal of Financial and Quantitative Analysis, 2005, 40, (4), 833-848 View citations (4)
    See also Working Paper Equilibrium Pricing in Incomplete Markets, Post-Print (2005) View citations (4) (2005)

2004

33. Conditional comonotonicity
    Decisions in Economics and Finance, 2004, 27, (2), 153-166 View citations (20)
    See also Working Paper Conditional Comonotonicity, Post-Print (2005) (2005)
34. Convergence of utility functions and convergence of optimal strategies
    Finance and Stochastics, 2004, 8, (1), 133-144 View citations (19)
    See also Working Paper Convergence of utility functions and convergence of optimal strategies, Post-Print (2004) View citations (18) (2004)
35. Hétérogénéité des croyances, prix du risque et volatilité des marchés
    Revue d'Économie Financière, 2004, 74, (1), 125-137
    See also Working Paper Hétérogénéité des croyances, prix du risque et volatilité des marchés, Post-Print (2004) (2004)
36. Vector-valued coherent risk measures
    Finance and Stochastics, 2004, 8, (4), 531-552 View citations (114)
    See also Working Paper Vector-valued Coherent Risk Measures, Post-Print (2004) View citations (105) (2004)
37. Éditorial
    Revue d'Économie Financière, 2004, 74, (1), 9-16

2003

38. A class of models satisfying a dynamical version of the CAPM
    Economics Letters, 2003, 79, (3), 299-304 View citations (4)
    See also Working Paper A class of models satisfying a dynamical version of the CAPM, Post-Print (2003) View citations (4) (2003)
39. Comonotonic processes
    Insurance: Mathematics and Economics, 2003, 32, (2), 255-265 View citations (14)
    See also Working Paper Comonotonic Processes, Post-Print (2003) View citations (14) (2003)

2001

40. Arbitrage and control problems in finance: A presentation
    Journal of Mathematical Economics, 2001, 35, (2), 167-183 View citations (2)
    See also Working Paper Arbitrage and Control Problems in Finance. Presentation, Post-Print (2001) View citations (1) (2001)
41. Arbitrage and investment opportunities
    Finance and Stochastics, 2001, 5, (3), 305-325 View citations (10)
    See also Working Paper Arbitrage and investment opportunities, Post-Print (2001) View citations (9) (2001)
42. Arbitrage and viability in securities markets with fixed trading costs
    Journal of Mathematical Economics, 2001, 35, (2), 197-221 View citations (12)
    See also Working Paper Arbitrage and viability in securities markets with fixed trading costs, Post-Print (2001) View citations (8) (2001)
43. Efficient Trading Strategies in the Presence of Market Frictions
    The Review of Financial Studies, 2001, 14, (2), 343-69 View citations (29)
    See also Working Paper Efficient Trading Strategies in the Presence of Market Frictions, Post-Print (2001) View citations (25) (2001)
44. INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH
    International Journal of Theoretical and Applied Finance (IJTAF), 2001, 04, (02), 211-243 View citations (2)
    See also Working Paper Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach, Post-Print (2001) View citations (2) (2001)

2000

45. A discrete stochastic model for investment with an application to the transaction costs case
    Journal of Mathematical Economics, 2000, 33, (1), 57-80 View citations (4)
    See also Working Paper A discrete stochastic model for investment withan application to the transaction costs case, Post-Print (2000) View citations (4) (2000)
46. Optimal investment with taxes: an existence result
    Journal of Mathematical Economics, 2000, 33, (4), 373-388 View citations (5)
    See also Working Paper Optimal investment with taxes: an existence result, Post-Print (2000) View citations (5) (2000)
47. Price functionals with bid-ask spreads: an axiomatic approach
    Journal of Mathematical Economics, 2000, 34, (4), 547-558 View citations (23)
    See also Working Paper Price functionals with bid–ask spreads: an axiomatic approach, Post-Print (2000) View citations (23) (2000)

1999

48. Viability and Equilibrium in Securities Markets with Frictions
    Mathematical Finance, 1999, 9, (3), 275-292 View citations (25)
    See also Working Paper Viability and Equilibrium in Securities Markets with Frictions, New York University, Leonard N. Stern School Finance Department Working Paper Seires (1999) View citations (23) (1999)

1998

49. Investment and Arbitrage Opportunities with Short Sales Constraints
    Mathematical Finance, 1998, 8, (3), 169-178 View citations (8)
    See also Working Paper Investment and arbitrage opportunities with short sales constraints, Post-Print (1998) View citations (7) (1998)

1997

50. Incomplete markets, transaction costs and liquidity effects
    The European Journal of Finance, 1997, 3, (4), 325-347
    See also Working Paper Incomplete markets, transaction costs and liquidity effects, Post-Print (1997) (1997)

1996

51. Produits dérivés, contrôle des risques et réglementation
    Revue d'Économie Financière, 1996, 37, (2), 203-220
    See also Working Paper Produits dérivés, contrôle des risques et réglementation, Post-Print (1996) (1996)
52. Unicité et stabilité de l'équilibre dans une économie de production avec règle de tarification marginale: les cas convexe et non-convexe
    Annals of Economics and Statistics, 1996, (44), 159-176
    See also Working Paper unicité et stabilité de l'équilibre dans une économie de production avec règle de tarfication marginale: les cas convexe et non-convexe, Post-Print (1996) (1996)

1995

53. ARBITRAGE IN SECURITIES MARKETS WITH SHORT‐SALES CONSTRAINTS
    Mathematical Finance, 1995, 5, (3), 197-232 View citations (76)
    See also Working Paper Arbitrage in securities markets with shortsale constraints, Post-Print (1995) View citations (32) (1995)
54. Martingales and Arbitrage in Securities Markets with Transaction Costs
    Journal of Economic Theory, 1995, 66, (1), 178-197 View citations (205)
    See also Working Paper Martingale and Arbitrage in securities markets with transaction cost, Post-Print (1995) View citations (90) (1995)

1993

55. General equilibrium with producers and brokers: Existence and regularity
    Economics Letters, 1993, 41, (3), 257-263 View citations (4)
    See also Working Paper General equilibrium with producers and brokers Existence and regularity, Post-Print (1993) View citations (3) (1993)
56. The graph of the Walras correspondence: The production economies case
    Journal of Mathematical Economics, 1993, 22, (2), 139-147 View citations (3)
    See also Working Paper The graph of the Walras correspondence, The production economies case, Post-Print (1993) View citations (3) (1993)

1992

57. An index theorem for nonconvex production economies
    Journal of Economic Theory, 1992, 57, (1), 176-196 View citations (14)
    See also Working Paper An Index Theorem for Nonconvex Production Economies, Post-Print (1992) View citations (6) (1992)
58. Existence of equilibria in nonconvex economies without free disposal
    Economics Letters, 1992, 38, (1), 37-42 View citations (5)
    See also Working Paper Existence of equilibria in nonconvex economies without free disposal, Post-Print (1992) View citations (3) (1992)

1989

59. A remark on Clarke's normal cone and the marginal cost pricing rule
    Journal of Mathematical Economics, 1989, 18, (1), 95-101
    Also in Journal of Mathematical Economics, 1988, 17, (2-3), 309-315 (1988) View citations (16)
    See also Working Paper A REMARK ON CLARKE'S NORMAL CONE AND THE MARGINAL COST PRICING RULE, Post-Print (1989) (1989)

Edited books

2014

1. Frais, performance et risque des fonds d'investissement islamiques et conventionnels: une approche théorique et empirique
   Economics Thesis from University Paris Dauphine, Paris Dauphine University
2. Portfolio choice and asset pricing with endogenous beliefs and skewness preference
   Economics Thesis from University Paris Dauphine, Paris Dauphine University View citations (1)

2012

3. Le taux d'escompte à long terme en tenant compte de la production
   Economics Thesis from University Paris Dauphine, Paris Dauphine University

2009

4. Hétérogénéité des croyances et équilibre des marchés financiers
   Economics Thesis from University Paris Dauphine, Paris Dauphine University

2001

5. Handbooks in Mathematical Finance
   Cambridge Books, Cambridge University Press View citations (49)

Chapters

2002

1. ARBITRAGE PRICING AND EQUILIBRIUM PRICING: COMPATIBILITY CONDITIONS
   Chapter 6 in Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), 2002, pp 131-158 View citations (4)
   See also Working Paper Arbitrage pricing and equilibrium pricing: compatibility conditions, HAL (2002) View citations (3) (2002)