Details about Clotilde NAPP
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
- 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)
2019
- Girls' Comparative Advantage in Reading Can Largely Account for the Gender Gap in Math-Intensive Fields
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (11)
- Girls' comparative advantage in reading can largely explain the gender gap in math-intensive fields
Post-Print, HAL View citations (7)
- Societal Inequalities Amplify Gender Gaps in Math
IZA Discussion Papers, Institute of Labor Economics (IZA)
Also in PSE-Ecole d'économie de Paris (Postprint), HAL (2018) View citations (11) Post-Print, HAL (2018) View citations (11)
2015
- 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)
- Live fast, die young
Post-Print, HAL
See also Journal Article Live fast, die young, Economic Theory, Springer (2016) View citations (3) (2016)
- Subjective expectations and medical testing
Post-Print, HAL
See also Journal Article Subjective expectations and medical testing, Economics Letters, Elsevier (2015) (2015)
2014
- 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
- 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)
- Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes
Post-Print, HAL 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) View citations (21) (2013)
- 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)
- 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)
- 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)
- 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
- 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)
- Evolutionary strategic beliefs and financial markets
Post-Print, HAL View citations (1)
- 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 (15) (2011)
2010
- 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)
- 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
- Cognitive biases and the representative agent
Working Papers, HAL
2008
- Aggregation of Discount Rates: an Equilibrium Approach
Working Papers, HAL
- Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model
Post-Print, HAL View citations (4)
- 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)
- Are risk agents more optimistic? A Bayesian estimation approach
Post-Print, HAL View citations (4)
- 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)
- 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
- Attentes Stratégiques
Post-Print, HAL
- Consensus consumer and intertemporal asset pricing with heterogeneous beliefs
Post-Print, HAL View citations (105)
Also in Finance, University Library of Munich, Germany (2003) 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) View citations (115) (2007)
- Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs
Post-Print, HAL
- Financial Markets with Heterogeneous Beliefs
Post-Print, HAL
- Strategic Beliefs
Working Papers, HAL View citations (2)
2006
- 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)
- 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)
- Are risk averse agents more optimistic ?
Post-Print, HAL
- Heterogeneous Beliefs and Asset Pricing in Discrete Time
Post-Print, HAL View citations (40)
- Heterogeneous beliefs and asset pricing: an analysis in terms of pessimism, doubt and risk aversion
Post-Print, HAL
- 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)
- Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence
Post-Print, HAL View citations (2)
- Is there a pessimistic bias in individual beliefs ? Evidence from survey dat
Post-Print, HAL View citations (20)
- Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles
Post-Print, HAL
2005
- 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)
- Conditional Comonotonicity
Post-Print, HAL
See also Journal Article Conditional comonotonicity, Decisions in Economics and Finance, Springer (2004) View citations (20) (2004)
2004
- 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)
- 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)
2003
- 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)
- Comonotonic Processes
Post-Print, HAL View citations (14)
See also Journal Article Comonotonic processes, Insurance: Mathematics and Economics, Elsevier (2003) View citations (14) (2003)
- No-arbitrage and state price deflators in a general continuous time framework
Finance, University Library of Munich, Germany
- 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) View citations (27) (2003)
2002
- 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
- Arbitrage and investment opportunities
Post-Print, HAL 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) View citations (4) Working Papers, Center for Research in Economics and Statistics (1998) View citations (2)
- 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)
- Market models with frictions: arbitrage and pricing issues
Post-Print, HAL View citations (1)
- Pricing Issues with Investment Flows
Post-Print, HAL View citations (4)
1999
- 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)
1998
- Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities
Working Papers, Center for Research in Economics and Statistics
Journal Articles
2020
- 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
- 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 View citations (7)
2018
- 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)
- The Impact of Health-Related Emotions on Belief Formation and Behavior
Theory and Decision, 2018, 84, (3), 405-427 View citations (1)
2016
- 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
- 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)
- 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
- 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)
- 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
- 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)
- Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes
Journal of Risk and Uncertainty, 2013, 47, (2), 199-224 View citations (21)
See also Working Paper Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes, Post-Print (2013) View citations (15) (2013)
- 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)
- 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)
- 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
- 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
- Financial Markets Equilibrium with Heterogeneous Agents
Review of Finance, 2011, 16, (1), 285-321 View citations (15)
See also Working Paper Financial Markets Equilibrium with Heterogeneous Agents, Post-Print (2012) View citations (45) (2012)
2010
- 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)
- 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
- Are more risk averse agents more optimistic? Insights from a rational expectations model
Economics Letters, 2008, 101, (1), 73-76 View citations (7)
- 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)
- 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)
- 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
- Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
The Review of Economic Studies, 2007, 74, (4), 1149-1174 View citations (115)
See also Working Paper Consensus consumer and intertemporal asset pricing with heterogeneous beliefs, Post-Print (2007) View citations (105) (2007)
2006
- 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)
- 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)
- 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)
- 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
- 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)
2004
- 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)
- 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)
- 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)
2003
- 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)
- 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)
- The Dalang-Morton-Willinger theorem under cone constraints
Journal of Mathematical Economics, 2003, 39, (1-2), 111-126 View citations (27)
See also Working Paper The Dalang Morton Willinger Theorem under cone constraints, Post-Print (2003) View citations (23) (2003)
2001
- 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)
- Pricing issues with investment flows Applications to market models with frictions
Journal of Mathematical Economics, 2001, 35, (3), 383-408 View citations (8)
Chapters
2002
- 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)
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