Details about Clotilde NAPP

Access statistics for papers by Clotilde NAPP.

Last updated 2009-11-09. Update your information in the RePEc Author Service.

Short-id: pna164

Working Papers

2008

1. Discounting and Divergence of Opinion
   Working Papers, HAL View citations
2. Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience
   Post-Print, HAL View citations

2007

3. Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model
   Working Papers, HAL
4. Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach
   Working Papers, HAL
   Also in Working Papers, HAL (2007)
   See also Journal Article in Journal of Applied Econometrics (2008)
5. Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
   Post-Print, HAL View citations
   Also in Finance, EconWPA (2003) View citations
   Post-Print, HAL (2007) View citations
   See also Journal Article in Review of Economic Studies (2007)
6. Strategic Beliefs
   Working Papers, HAL

2006

7. Aggregation of Heterogeneous Beliefs
   Post-Print, HAL View citations
   Also in Post-Print, HAL (2006) View citations
   See also Journal Article in Journal of Mathematical Economics (2006)
8. Arbitrage with Fixed Costs and Interest Rate Models
   Post-Print, HAL
   Also in Post-Print, HAL (2006)
   Finance, EconWPA (2003)
   See also Journal Article in Journal of Financial and Quantitative Analysis (2006)
9. Heterogeneous Beliefs and Asset Pricing in Discrete Time
   Post-Print, HAL View citations
10. Heterogeneous Beliefs and Asset Pricing in Discrete Time: An Analysis of Pessimism and Doubt
    Post-Print, HAL View citations
    See also Journal Article in Journal of Economic Dynamics and Control (2006)
11. Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey
    Post-Print, HAL View citations
    Also in Post-Print, HAL (2006)
12. On Abel's Concept of Doubt and Pessimism
    Working Papers, HAL View citations
    See also Journal Article in Journal of Economic Dynamics and Control (2008)

2005

13. Arbitrage and State Price Deflators in a General Intertemporal Framework
    Post-Print, HAL
    Also in Post-Print, HAL (2005)
    See also Journal Article in Journal of Mathematical Economics (2005)
14. Conditional Comonotonicity
    Post-Print, HAL
    Also in Post-Print, HAL (2004)
    See also Journal Article in Decisions in Economics and Finance (2004)

2004

15. Convergence of utility functions and convergence of optimal strategies
    Post-Print, HAL View citations
    Also in Post-Print, HAL (2004) View citations
    See also Journal Article in Finance and Stochastics (2004)
16. Hétérogénéité des croyances, prix du risque et volatilité des marchés
    Post-Print, HAL

2003

17. A class of models satisfying a dynamical version of the CAPM
    Post-Print, HAL
    See also Journal Article in Economics Letters (2003)
18. Comonotonic Processes
    Post-Print, HAL
    See also Journal Article in Insurance: Mathematics and Economics (2003)
19. No-arbitrage and state price deflators in a general continuous time framework
    Finance, EconWPA

2002

20. Arbitrage pricing and equilibrium pricing: compatibility conditions
    Post-Print, HAL

2001

21. Arbitrage and viability in securities markets with fixed trading costs
    Post-Print, HAL View citations
    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 in Journal of Mathematical Economics (2001)

1999

22. Arbitrage and Investment Opportunities
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations
    Also in Working Papers, Centre de Recherche en Economie et Statistique
23. 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
    Also in Working Papers, Centre de Recherche en Economie et Statistique

Undated

24. Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities
    Working Papers, Centre de Recherche en Economie et Statistique

Journal Articles

2008

1. Are more risk averse agents more optimistic? Insights from a rational expectations model
   Economics Letters, 2008, 101, (1), 73-76
2. Are risk-averse agents more optimistic? A Bayesian estimation approach
   Journal of Applied Econometrics, 2008, 23, (6), 843-860
   See also Working Paper (2007)
3. On Abel's concept of doubt and pessimism
   Journal of Economic Dynamics and Control, 2008, 32, (11), 3682-3694 View citations
   See also Working Paper (2006)

2007

4. Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
   Review of Economic Studies, 2007, 74, (4), 1149-1174 View citations
   See also Working Paper (2007)

2006

5. Aggregation of heterogeneous beliefs
   Journal of Mathematical Economics, 2006, 42, (6), 752-770 View citations
   See also Working Paper (2006)
6. Arbitrage with Fixed Costs and Interest Rate Models
   Journal of Financial and Quantitative Analysis, 2006, 41, (04), 889-913
   See also Working Paper (2006)
7. 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
   See also Working Paper (2006)
8. Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey
   Theory and Decision, 2006, 61, (4), 345-362

2005

9. Arbitrage and state price deflators in a general intertemporal framework
   Journal of Mathematical Economics, 2005, 41, (6), 722-734
   See also Working Paper (2005)

2004

10. Conditional comonotonicity
    Decisions in Economics and Finance, 2004, 27, (2), 153-166 View citations
    See also Working Paper (2005)
11. Convergence of utility functions and convergence of optimal strategies
    Finance and Stochastics, 2004, 8, (1), 133-144 View citations
    See also Working Paper (2004)

2003

12. A class of models satisfying a dynamical version of the CAPM
    Economics Letters, 2003, 79, (3), 299-304
    See also Working Paper (2003)
13. Comonotonic processes
    Insurance: Mathematics and Economics, 2003, 32, (2), 255-265
    See also Working Paper (2003)
14. The Dalang-Morton-Willinger theorem under cone constraints
    Journal of Mathematical Economics, 2003, 39, (1-2), 111-126 View citations

2001

15. Arbitrage and viability in securities markets with fixed trading costs
    Journal of Mathematical Economics, 2001, 35, (2), 197-221 View citations
    See also Working Paper (2001)
16. Pricing issues with investment flows Applications to market models with frictions
    Journal of Mathematical Economics, 2001, 35, (3), 383-408 View citations