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Details about Clotilde NAPP

Homepage:http://www.dauphine.fr/cereg/fiche_membre.php?id=20&nom=Napp
Workplace:Centre de Recherches sur la Gestion (CEREG) (Management Research Center), Dauphine Recherches en Management (DRM), Université Paris-Dauphine (Paris IX) (University of Paris 9), (more information at EDIRC)

Access statistics for papers by Clotilde NAPP.

Last updated 2019-09-27. Update your information in the RePEc Author Service.

Short-id: pna164


Jump to Journal Articles Chapters

Working Papers

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
  2. Societal Inequalities Amplify Gender Gaps in Math
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads
    Also in Post-Print, HAL (2018) View citations (2)

2015

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

    See also Journal Article in Economic Modelling (2015)
  2. Live fast, die young
    Post-Print, HAL
    See also Journal Article in Economic Theory (2016)
  3. Subjective expectations and medical testing
    Post-Print, HAL
    See also Journal Article in Economics Letters (2015)

2014

  1. How to aggregate experts' discount rates: an equilibrium approach
    Post-Print, HAL Downloads View citations (3)
    See also Journal Article in Economic Modelling (2014)

2013

  1. Collective risk aversion
    Post-Print, HAL Downloads View citations (5)
    See also Journal Article in Social Choice and Welfare (2013)
  2. Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes
    Post-Print, HAL Downloads View citations (5)
    See also Journal Article in Journal of Risk and Uncertainty (2013)
  3. Evolutionary beliefs and financial markets
    Post-Print, HAL Downloads View citations (4)
    Also in Post-Print, HAL (2012) Downloads View citations (2)

    See also Journal Article in Review of Finance (2013)
  4. On Multivariate Prudence
    Post-Print, HAL Downloads View citations (2)
    See also Journal Article in Journal of Economic Theory (2013)
  5. On Portfolio Choice with Savoring and Disappointment
    Post-Print, HAL Downloads
    See also Journal Article in Management Science (2014)
  6. The marginal propensity to consume and multidimensional risk
    Post-Print, HAL Downloads
    See also Journal Article in Economics Letters (2013)

2012

  1. Behavioral biases and representative agent
    Post-Print, HAL Downloads View citations (3)
    See also Journal Article in Theory and Decision (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 (33)
    Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009) Downloads View citations (2)

    See also Journal Article in Review of Finance (2011)

2010

  1. Discounting and Divergence of Opinion
    Post-Print, HAL Downloads View citations (24)
    See also Journal Article in Journal of Economic Theory (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 in Review of Finance (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 (3)
  3. Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach
    Post-Print, HAL Downloads View citations (3)
    Also in Working Papers, HAL (2007) Downloads

    See also Journal Article in Journal of Applied Econometrics (2008)
  4. Are risk agents more optimistic? A Bayesian estimation approach
    Post-Print, HAL View citations (1)
  5. On Abel's Concept of Doubt and Pessimism
    Post-Print, HAL Downloads View citations (7)
    See also Journal Article in Journal of Economic Dynamics and Control (2008)
  6. Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience
    Post-Print, HAL Downloads View citations (18)
    See also Journal Article in Management Science (2008)

2007

  1. Attentes Stratégiques
    Post-Print, HAL
  2. Consensus consumer and intertemporal asset pricing with heterogeneous beliefs
    Post-Print, HAL Downloads View citations (70)
    Also in Finance, University Library of Munich, Germany (2003) Downloads View citations (32)

    See also Journal Article in Review of Economic Studies (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 (10)
    Also in Post-Print, HAL (2006) Downloads View citations (10)

    See also Journal Article in Journal of Mathematical Economics (2006)
  2. Arbitrage with Fixed Costs and Interest Rate Models
    Post-Print, HAL Downloads
    Also in Post-Print, HAL (2006) Downloads
    Finance, University Library of Munich, Germany (2003) Downloads

    See also Journal Article in Journal of Financial and Quantitative Analysis (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 (17)
  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 (10)
    Also in Post-Print, HAL (2006) Downloads View citations (14)
  7. Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence
    Post-Print, HAL View citations (1)
  8. Is there a pessimistic bias in individual beliefs ? Evidence from survey dat
    Post-Print, HAL View citations (7)
  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 (5)
    See also Journal Article in Journal of Mathematical Economics (2005)
  2. Conditional Comonotonicity
    Post-Print, HAL Downloads
    See also Journal Article in Decisions in Economics and Finance (2004)

2004

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

    See also Journal Article in Revue d'Économie Financière (2004)

2003

  1. A class of models satisfying a dynamical version of the CAPM
    Post-Print, HAL Downloads View citations (1)
    See also Journal Article in Economics Letters (2003)
  2. Comonotonic Processes
    Post-Print, HAL Downloads View citations (12)
    Also in Post-Print, HAL (2003) View citations (3)

    See also Journal Article in Insurance: Mathematics and Economics (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 (11)
    See also Journal Article in Journal of Mathematical Economics (2003)

2002

  1. Arbitrage pricing and equilibrium pricing: compatibility conditions
    Post-Print, HAL Downloads
    See also Chapter (2002)

2001

  1. Arbitrage and Invetsment Opportunities
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Working Papers, Center for Research in Economics and Statistics (1998) Downloads View citations (2)
    Post-Print, HAL (2001) Downloads View citations (4)
    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)
  2. Arbitrage and viability in securities markets with fixed trading costs
    Post-Print, HAL View citations (3)
    Also in Post-Print, HAL (2001) Downloads View citations (6)
    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 in Journal of Mathematical Economics (2001)
  3. Market models with frictions: arbitrage and pricing issues
    Post-Print, HAL
  4. Pricing Issues with Investment Flows
    Post-Print, HAL

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

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
  2. The Impact of Health-Related Emotions on Belief Formation and Behavior
    Theory and Decision, 2018, 84, (3), 405-427 Downloads

2016

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

2015

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

2014

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

2013

  1. Collective risk aversion
    Social Choice and Welfare, 2013, 40, (2), 411-437 Downloads View citations (1)
    See also Working Paper (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 (8)
    See also Working Paper (2013)
  3. Evolutionary Beliefs and Financial Markets
    Review of Finance, 2013, 17, (2), 727-766 Downloads View citations (4)
    See also Working Paper (2013)
  4. On multivariate prudence
    Journal of Economic Theory, 2013, 148, (3), 1255-1267 Downloads View citations (3)
    See also Working Paper (2013)
  5. The marginal propensity to consume and multidimensional risk
    Economics Letters, 2013, 119, (2), 124-127 Downloads
    See also Working Paper (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 (2012)

2011

  1. Financial Markets Equilibrium with Heterogeneous Agents
    Review of Finance, 2011, 16, (1), 285-321 Downloads View citations (5)
    See also Working Paper (2012)

2010

  1. Discounting and divergence of opinion
    Journal of Economic Theory, 2010, 145, (2), 830-859 Downloads View citations (26)
    See also Working Paper (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 (6)
    See also Working Paper (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 (4)
  2. Are risk-averse agents more optimistic? A Bayesian estimation approach
    Journal of Applied Econometrics, 2008, 23, (6), 843-860 Downloads View citations (8)
    See also Working Paper (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 (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 (17)
    See also Working Paper (2008)

2007

  1. Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
    Review of Economic Studies, 2007, 74, (4), 1149-1174 Downloads View citations (75)
    See also Working Paper (2007)

2006

  1. Aggregation of heterogeneous beliefs
    Journal of Mathematical Economics, 2006, 42, (6), 752-770 Downloads View citations (12)
    See also Working Paper (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 (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 (34)
  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 (11)

2005

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

2004

  1. Conditional comonotonicity
    Decisions in Economics and Finance, 2004, 27, (2), 153-166 Downloads View citations (14)
    See also Working Paper (2005)
  2. Convergence of utility functions and convergence of optimal strategies
    Finance and Stochastics, 2004, 8, (1), 133-144 Downloads View citations (18)
    See also Working Paper (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 (2004)

2003

  1. A class of models satisfying a dynamical version of the CAPM
    Economics Letters, 2003, 79, (3), 299-304 Downloads View citations (1)
    See also Working Paper (2003)
  2. Comonotonic processes
    Insurance: Mathematics and Economics, 2003, 32, (2), 255-265 Downloads View citations (12)
    See also Working Paper (2003)
  3. The Dalang-Morton-Willinger theorem under cone constraints
    Journal of Mathematical Economics, 2003, 39, (1-2), 111-126 Downloads View citations (23)
    See also Working Paper (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 (7)
    See also Working Paper (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 (5)

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
    See also Working Paper (2002)
 
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