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Details about Clotilde NAPP

Homepage:http://www.dauphine.fr/cereg/fiche_membre.php?id=20&nom=Napp
Workplace:Université Paris-Dauphine (Paris IX) (University of Paris 9), (more information at EDIRC)

Access statistics for papers by Clotilde NAPP.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pna164


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Working Papers

2020

  1. Gender Stereotypes Can Explain the Gender-Equality Paradox
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads 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) Downloads View citations (8) (2020)

2019

  1. Girls' Comparative Advantage in Reading Can Largely Account for the Gender Gap in Math-Intensive Fields
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (11)
  2. Girls' comparative advantage in reading can largely explain the gender gap in math-intensive fields
    Post-Print, HAL View citations (7)
  3. Societal Inequalities Amplify Gender Gaps in Math
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads
    Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2018) View citations (11)
    Post-Print, HAL (2018) View citations (11)

2015

  1. Gurus and belief manipulation
    Post-Print, HAL View citations (2)
    Also in Working Papers, HAL (2010) Downloads

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

2014

  1. How to aggregate experts' discount rates: an equilibrium approach
    Post-Print, HAL Downloads View citations (4)
    See also Journal Article How to aggregate experts' discount rates: An equilibrium approach, Economic Modelling, Elsevier (2014) Downloads View citations (5) (2014)

2013

  1. Collective risk aversion
    Post-Print, HAL Downloads View citations (7)
    See also Journal Article Collective risk aversion, Social Choice and Welfare, Springer (2013) Downloads View citations (7) (2013)
  2. Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes
    Post-Print, HAL Downloads View citations (15)
    See also Journal Article Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes, Journal of Risk and Uncertainty, Springer (2013) Downloads View citations (21) (2013)
  3. Evolutionary beliefs and financial markets
    Post-Print, HAL Downloads View citations (6)
    Also in Post-Print, HAL (2012) Downloads View citations (2)

    See also Journal Article Evolutionary Beliefs and Financial Markets, Review of Finance, European Finance Association (2013) Downloads View citations (6) (2013)
  4. On Multivariate Prudence
    Post-Print, HAL Downloads View citations (6)
    See also Journal Article On multivariate prudence, Journal of Economic Theory, Elsevier (2013) Downloads View citations (7) (2013)
  5. On Portfolio Choice with Savoring and Disappointment
    Post-Print, HAL Downloads
    See also Journal Article On Portfolio Choice with Savoring and Disappointment, Management Science, INFORMS (2014) Downloads View citations (8) (2014)
  6. The marginal propensity to consume and multidimensional risk
    Post-Print, HAL Downloads
    See also Journal Article The marginal propensity to consume and multidimensional risk, Economics Letters, Elsevier (2013) Downloads (2013)

2012

  1. Behavioral biases and representative agent
    Post-Print, HAL Downloads View citations (3)
    See also Journal Article Behavioral biases and the representative agent, Theory and Decision, Springer (2012) Downloads View citations (3) (2012)
  2. Evolutionary strategic beliefs and financial markets
    Post-Print, HAL Downloads View citations (1)
  3. Financial Markets Equilibrium with Heterogeneous Agents
    Post-Print, HAL Downloads View citations (45)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009) Downloads View citations (3)

    See also Journal Article Financial Markets Equilibrium with Heterogeneous Agents, Review of Finance, European Finance Association (2011) Downloads View citations (15) (2011)

2010

  1. Discounting and Divergence of Opinion
    Post-Print, HAL Downloads View citations (34)
    See also Journal Article Discounting and divergence of opinion, Journal of Economic Theory, Elsevier (2010) Downloads View citations (36) (2010)
  2. Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff
    Post-Print, HAL Downloads 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) Downloads View citations (8) (2010)

2009

  1. Cognitive biases and the representative agent
    Working Papers, HAL Downloads

2008

  1. Aggregation of Discount Rates: an Equilibrium Approach
    Working Papers, HAL Downloads
  2. Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model
    Post-Print, HAL Downloads View citations (4)
  3. Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach
    Post-Print, HAL Downloads View citations (7)
    Also in Working Papers, HAL (2007) Downloads

    See also Journal Article Are risk-averse agents more optimistic? A Bayesian estimation approach, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2008) Downloads View citations (9) (2008)
  4. Are risk agents more optimistic? A Bayesian estimation approach
    Post-Print, HAL View citations (4)
  5. On Abel's Concept of Doubt and Pessimism
    Post-Print, HAL Downloads View citations (7)
    See also Journal Article On Abel's concept of doubt and pessimism, Journal of Economic Dynamics and Control, Elsevier (2008) Downloads View citations (10) (2008)
  6. Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience
    Post-Print, HAL Downloads 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) Downloads View citations (21) (2008)

2007

  1. Attentes Stratégiques
    Post-Print, HAL
  2. Consensus consumer and intertemporal asset pricing with heterogeneous beliefs
    Post-Print, HAL Downloads View citations (105)
    Also in Finance, University Library of Munich, Germany (2003) Downloads View citations (34)

    See also Journal Article Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs, The Review of Economic Studies, Review of Economic Studies Ltd (2007) Downloads View citations (115) (2007)
  3. Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs
    Post-Print, HAL
  4. Financial Markets with Heterogeneous Beliefs
    Post-Print, HAL
  5. Strategic Beliefs
    Working Papers, HAL Downloads View citations (2)

2006

  1. Aggregation of Heterogeneous Beliefs
    Post-Print, HAL Downloads View citations (11)
    See also Journal Article Aggregation of heterogeneous beliefs, Journal of Mathematical Economics, Elsevier (2006) Downloads View citations (12) (2006)
  2. Arbitrage with Fixed Costs and Interest Rate Models
    Post-Print, HAL Downloads
    Also in Finance, University Library of Munich, Germany (2003) Downloads

    See also Journal Article Arbitrage with Fixed Costs and Interest Rate Models, Journal of Financial and Quantitative Analysis, Cambridge University Press (2006) Downloads (2006)
  3. Are risk averse agents more optimistic ?
    Post-Print, HAL
  4. Heterogeneous Beliefs and Asset Pricing in Discrete Time
    Post-Print, HAL Downloads View citations (40)
  5. Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk aversion
    Post-Print, HAL
  6. 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) Downloads View citations (20)
  7. Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence
    Post-Print, HAL View citations (2)
  8. Is there a pessimistic bias in individual beliefs ? Evidence from survey dat
    Post-Print, HAL View citations (20)
  9. Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles
    Post-Print, HAL

2005

  1. Arbitrage and state price deflators in a general intertemporal framework
    Post-Print, HAL Downloads View citations (10)
    See also Journal Article Arbitrage and state price deflators in a general intertemporal framework, Journal of Mathematical Economics, Elsevier (2005) Downloads View citations (12) (2005)
  2. Conditional Comonotonicity
    Post-Print, HAL Downloads
    See also Journal Article Conditional comonotonicity, Decisions in Economics and Finance, Springer (2004) Downloads View citations (20) (2004)

2004

  1. Convergence of utility functions and convergence of optimal strategies
    Post-Print, HAL Downloads View citations (18)
    See also Journal Article Convergence of utility functions and convergence of optimal strategies, Finance and Stochastics, Springer (2004) Downloads View citations (19) (2004)
  2. Hétérogénéité des croyances, prix du risque et volatilité des marchés
    Post-Print, HAL Downloads
    See also Journal Article Hétérogénéité des croyances, prix du risque et volatilité des marchés, Revue d'Économie Financière, Programme National Persée (2004) Downloads (2004)

2003

  1. A class of models satisfying a dynamical version of the CAPM
    Post-Print, HAL Downloads View citations (4)
    See also Journal Article A class of models satisfying a dynamical version of the CAPM, Economics Letters, Elsevier (2003) Downloads View citations (4) (2003)
  2. Comonotonic Processes
    Post-Print, HAL Downloads View citations (14)
    See also Journal Article Comonotonic processes, Insurance: Mathematics and Economics, Elsevier (2003) Downloads View citations (14) (2003)
  3. No-arbitrage and state price deflators in a general continuous time framework
    Finance, University Library of Munich, Germany Downloads
  4. The Dalang Morton Willinger Theorem under cone constraints
    Post-Print, HAL View citations (23)
    See also Journal Article The Dalang-Morton-Willinger theorem under cone constraints, Journal of Mathematical Economics, Elsevier (2003) Downloads View citations (27) (2003)

2002

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

2001

  1. Arbitrage and investment opportunities
    Post-Print, HAL Downloads View citations (9)
    Also in New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- (1999) Downloads View citations (4)
    Working Papers, Center for Research in Economics and Statistics (1998) Downloads View citations (2)
  2. Arbitrage and viability in securities markets with fixed trading costs
    Post-Print, HAL Downloads 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) Downloads View citations (2)

    See also Journal Article Arbitrage and viability in securities markets with fixed trading costs, Journal of Mathematical Economics, Elsevier (2001) Downloads View citations (12) (2001)
  3. Market models with frictions: arbitrage and pricing issues
    Post-Print, HAL View citations (1)
  4. Pricing Issues with Investment Flows
    Post-Print, HAL View citations (4)

1999

  1. 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- Downloads View citations (3)
    Also in Working Papers, Center for Research in Economics and Statistics (1998) Downloads View citations (1)

1998

  1. Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities
    Working Papers, Center for Research in Economics and Statistics Downloads

Journal Articles

2020

  1. Gender stereotypes can explain the gender-equality paradox
    Proceedings of the National Academy of Sciences, 2020, 117, (49), 31063-31069 Downloads View citations (8)
    See also Working Paper Gender Stereotypes Can Explain the Gender-Equality Paradox, IZA Discussion Papers (2020) Downloads View citations (14) (2020)

2019

  1. Girls’ comparative advantage in reading can largely explain the gender gap in math-related fields
    Proceedings of the National Academy of Sciences, 2019, 116, (31), 15435-15440 Downloads View citations (7)

2018

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

2016

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

2015

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

2014

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

2013

  1. Collective risk aversion
    Social Choice and Welfare, 2013, 40, (2), 411-437 Downloads View citations (7)
    See also Working Paper Collective risk aversion, Post-Print (2013) Downloads View citations (7) (2013)
  2. Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes
    Journal of Risk and Uncertainty, 2013, 47, (2), 199-224 Downloads View citations (21)
    See also Working Paper Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes, Post-Print (2013) Downloads View citations (15) (2013)
  3. Evolutionary Beliefs and Financial Markets
    Review of Finance, 2013, 17, (2), 727-766 Downloads View citations (6)
    See also Working Paper Evolutionary beliefs and financial markets, Post-Print (2013) Downloads View citations (6) (2013)
  4. On multivariate prudence
    Journal of Economic Theory, 2013, 148, (3), 1255-1267 Downloads View citations (7)
    See also Working Paper On Multivariate Prudence, Post-Print (2013) Downloads View citations (6) (2013)
  5. The marginal propensity to consume and multidimensional risk
    Economics Letters, 2013, 119, (2), 124-127 Downloads
    See also Working Paper The marginal propensity to consume and multidimensional risk, Post-Print (2013) Downloads (2013)

2012

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

2011

  1. Financial Markets Equilibrium with Heterogeneous Agents
    Review of Finance, 2011, 16, (1), 285-321 Downloads View citations (15)
    See also Working Paper Financial Markets Equilibrium with Heterogeneous Agents, Post-Print (2012) Downloads View citations (45) (2012)

2010

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

2008

  1. Are more risk averse agents more optimistic? Insights from a rational expectations model
    Economics Letters, 2008, 101, (1), 73-76 Downloads View citations (7)
  2. Are risk-averse agents more optimistic? A Bayesian estimation approach
    Journal of Applied Econometrics, 2008, 23, (6), 843-860 Downloads View citations (9)
    See also Working Paper Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach, Post-Print (2008) Downloads View citations (7) (2008)
  3. On Abel's concept of doubt and pessimism
    Journal of Economic Dynamics and Control, 2008, 32, (11), 3682-3694 Downloads View citations (10)
    See also Working Paper On Abel's Concept of Doubt and Pessimism, Post-Print (2008) Downloads View citations (7) (2008)
  4. Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience
    Management Science, 2008, 54, (10), 1822-1826 Downloads 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) Downloads View citations (22) (2008)

2007

  1. Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
    The Review of Economic Studies, 2007, 74, (4), 1149-1174 Downloads View citations (115)
    See also Working Paper Consensus consumer and intertemporal asset pricing with heterogeneous beliefs, Post-Print (2007) Downloads View citations (105) (2007)

2006

  1. Aggregation of heterogeneous beliefs
    Journal of Mathematical Economics, 2006, 42, (6), 752-770 Downloads View citations (12)
    See also Working Paper Aggregation of Heterogeneous Beliefs, Post-Print (2006) Downloads View citations (11) (2006)
  2. Arbitrage with Fixed Costs and Interest Rate Models
    Journal of Financial and Quantitative Analysis, 2006, 41, (4), 889-913 Downloads
    See also Working Paper Arbitrage with Fixed Costs and Interest Rate Models, Post-Print (2006) Downloads (2006)
  3. 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 Downloads View citations (41)
  4. Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey
    Theory and Decision, 2006, 61, (4), 345-362 Downloads View citations (20)

2005

  1. Arbitrage and state price deflators in a general intertemporal framework
    Journal of Mathematical Economics, 2005, 41, (6), 722-734 Downloads View citations (12)
    See also Working Paper Arbitrage and state price deflators in a general intertemporal framework, Post-Print (2005) Downloads View citations (10) (2005)

2004

  1. Conditional comonotonicity
    Decisions in Economics and Finance, 2004, 27, (2), 153-166 Downloads View citations (20)
    See also Working Paper Conditional Comonotonicity, Post-Print (2005) Downloads (2005)
  2. Convergence of utility functions and convergence of optimal strategies
    Finance and Stochastics, 2004, 8, (1), 133-144 Downloads View citations (19)
    See also Working Paper Convergence of utility functions and convergence of optimal strategies, Post-Print (2004) Downloads View citations (18) (2004)
  3. Hétérogénéité des croyances, prix du risque et volatilité des marchés
    Revue d'Économie Financière, 2004, 74, (1), 125-137 Downloads
    See also Working Paper Hétérogénéité des croyances, prix du risque et volatilité des marchés, Post-Print (2004) Downloads (2004)

2003

  1. A class of models satisfying a dynamical version of the CAPM
    Economics Letters, 2003, 79, (3), 299-304 Downloads View citations (4)
    See also Working Paper A class of models satisfying a dynamical version of the CAPM, Post-Print (2003) Downloads View citations (4) (2003)
  2. Comonotonic processes
    Insurance: Mathematics and Economics, 2003, 32, (2), 255-265 Downloads View citations (14)
    See also Working Paper Comonotonic Processes, Post-Print (2003) Downloads View citations (14) (2003)
  3. The Dalang-Morton-Willinger theorem under cone constraints
    Journal of Mathematical Economics, 2003, 39, (1-2), 111-126 Downloads View citations (27)
    See also Working Paper The Dalang Morton Willinger Theorem under cone constraints, Post-Print (2003) View citations (23) (2003)

2001

  1. Arbitrage and viability in securities markets with fixed trading costs
    Journal of Mathematical Economics, 2001, 35, (2), 197-221 Downloads View citations (12)
    See also Working Paper Arbitrage and viability in securities markets with fixed trading costs, Post-Print (2001) Downloads View citations (8) (2001)
  2. Pricing issues with investment flows Applications to market models with frictions
    Journal of Mathematical Economics, 2001, 35, (3), 383-408 Downloads View citations (8)

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 Downloads View citations (4)
    See also Working Paper Arbitrage pricing and equilibrium pricing: compatibility conditions, HAL (2002) Downloads View citations (3) (2002)
 
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