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Publications

by members of

Centre de Recherches en Mathématiques de la Décision (CEREMADE)
Université Paris-Dauphine (Paris IX)
Paris, France

(Research Center in Decision Mathematics, University of Paris 9))

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.


| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2014

  1. Vincent Iehlé, 2014. "The lattice structure of the S-Lorenz core," Working Papers halshs-00846826, HAL.
  2. Francoise Forges & Vincent Iehlé, 2014. "Afriat's theorem for indivisible goods," Working Papers halshs-00870052, HAL.
  3. Guillaume Haeringer & Vincent Iehlé, 2014. "Two-sided matching with one-sided preferences," Working Papers halshs-00980794, HAL.
  4. Francoise Forges & Antoine Salomon, 2014. "Bayesian repeated games and reputation," Working Papers hal-00803919, HAL.
  5. Lépinette-Denis, Emmanuel & BEN TAHAR, IMEN, 2014. "Vector-Valued Coherent Risk Measure Processes," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/13268, Paris Dauphine University.
  6. Lépinette-Denis, Emmanuel & Darses, Sébastien, 2014. "Mean Square Error and Limit Theorem for the Modi fied Leland Hedging Strategy with a Constant Transaction Costs Coefficient," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/9308, Paris Dauphine University.

2013

  1. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Collective risk aversion," Post-Print, HAL halshs-00559137, HAL.
  2. Napp, Clotilde & Viossat, Yannick & Jouini, Elyès, 2013. "Evolutionary beliefs and financial markets," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/5772, Paris Dauphine University.
  3. Yannick Viossat & Andriy Zapechelnyuk, 2013. "No-regret Dynamics and Fictitious Play," Post-Print, HAL hal-00713871, HAL.
  4. Francoise Forges & Guillaume Haeringer & Vincent Iehlé, 2013. "Appariement: des modèles de Lloyd Shapley à la conception de marchés d'Alvin Roth," Post-Print, HAL hal-00822561, HAL.
  5. Forges, Françoise, 2013. "J.-F. Mertens (1946-2012) : Des jeux répétés a l'analyse "coùt-bénéfice"," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/11549, Paris Dauphine University.
  6. Minelli, Enrico & Forges, Françoise, 2013. "Corrigendum to “Self-fulfilling mechanisms and rational expectations”," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/12326, Paris Dauphine University.
  7. Forges, Françoise, 2013. "A folk theorem for Bayesian games with commitment," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/11052, Paris Dauphine University.
  8. Lépinette-Denis, Emmanuel & Kabanov, Yuri, 2013. "Essential supremum and essential maximum with respect to random preference relations," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/12268, Paris Dauphine University.
  9. Sofiane Aboura & Emmanuel Lépinette, 2013. "An Alternative Model to Basel Regulation," Working Papers hal-00825018, HAL.
  10. Bruno Bouchard & Emmanuel Lepinette & Erik Taflin, 2013. "Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs," Papers 1302.0361, arXiv.org.
  11. Kabanov, Yuri & Lépinette-Denis, Emmanuel, 2013. "Essential Supremum with Respect to a Random Partial Order," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/9699, Paris Dauphine University.
  12. Dubecq, S. & Monfort, A. & Renne, J-P. & Roussellet, G., 2013. "Credit and Liquidity in Interbank Rates: a Quadratic Approach," Working papers, Banque de France 446, Banque de France.

2012

  1. Elyès Jouini & Clotilde Napp, 2012. "Behavioral biases and representative agent," Post-Print, HAL halshs-00550229, HAL.
  2. Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012. "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print, HAL halshs-00488537, HAL.
  3. Elyès Jouini & Clotilde Napp & Yannick Viossat, 2012. "Evolutionary strategic beliefs and financial markets," Post-Print, HAL halshs-00556490, HAL.
  4. Yannick Viossat, 2012. "Game Dynamics and Nash Equilibria," Working Papers hal-00756096, HAL.
  5. Forges, Françoise & Iehlé, Vincent, 2012. "Essential Data, Budget Sets and Rationalization," MPRA Paper 36519, University Library of Munich, Germany.
  6. Forges, Françoise, 2012. "Correlated equilibria and communication in games," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/171, Paris Dauphine University.
  7. Irene Klein & Emmanuel Lepinette & Lavinia Ostafe, 2012. "Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs," Papers 1211.0443, arXiv.org.
  8. Kabanov, Yuri & Lépinette-Denis, Emmanuel, 2012. "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/9714, Paris Dauphine University.
  9. Lépinette-Denis, Emmanuel & Kabanov, Yuri, 2012. "Consistent Price Systems and Arbitrage Opportunities of the Second Kind in Models with Transaction Costs," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/4652, Paris Dauphine University.
  10. Guasoni, Paolo & Lépinette-Denis, Emmanuel & Rásonyi, Miklós, 2012. "The fundamental theorem of asset pricing under transaction costs," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/9300, Paris Dauphine University.
  11. Agnès Bénassy-Quéré & Guillaume Roussellet, 2012. "Fiscal Sustainability in the Presence of Systemic Banks : the Case of EU Countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00755705, HAL.

2011

  1. Yannick Viossat, 2011. "Deterministic monotone dynamics and dominated strategies," Working Papers hal-00636620, HAL.
  2. Ehud Lehrer & Eilon Solan & Yannick Viossat, 2011. "Equilibrium payoffs in finite games," Post-Print, HAL hal-00361914, HAL.
  3. Omer Biran, 2011. "Core stable bidding rings in independent private value auctions with externalities," Working Papers halshs-00608008, HAL.
  4. Péter Vida & Francoise Forges, 2011. "Implementation of Communication Equilibria by Correlated Cheap Talk: The Two-Player Case," CESifo Working Paper Series 3360, CESifo Group Munich.
  5. Françoise Forges & Roberto Serrano, 2011. "Cooperative games with incomplete information: Some open problems," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales 2011-14, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  6. Lépinette-Denis, Emmanuel, 2011. "Robust No Arbitrage Condition for Continuous-Time Models with Transaction Costs," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/9306, Paris Dauphine University.
  7. E. Bacry & S. Delattre & M. Hoffmann & J. F. Muzy, 2011. "Modeling microstructure noise with mutually exciting point processes," Papers 1101.3422, arXiv.org.

2010

  1. Elyès Jouini & Clotilde Napp, 2010. "Gurus and beliefs manipulation," Working Papers halshs-00555609, HAL.
  2. Elyès Jouini & Jean-Michel Marin & Clotilde Napp, 2010. "Discounting and Divergence of Opinion," Post-Print, HAL halshs-00176636, HAL.
  3. Elyès Jouini & Clotilde Napp, 2010. "Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff," Post-Print, HAL halshs-00488481, HAL.
  4. Bruno Bouchard & Elyès Jouini, 2010. "Transaction Costs in Financial Models," Post-Print, HAL halshs-00703138, HAL.
  5. Nicolas Chopin & Alessandra Iacobucci & Jean-Michel Marin & Kerrie L. Mengersen & Christian P. Robert & Robin Ryder & Christian Schafer, 2010. "On Particle Learning," Working Papers, Centre de Recherche en Economie et Statistique 2010-22, Centre de Recherche en Economie et Statistique.
  6. Yannick Viossat, 2010. "Properties and applications of dual reduction," Post-Print, HAL hal-00264031, HAL.
  7. Omer Biran, 2010. "Strategic Collusion in Auctions with Externalities," Working Papers hal-00505477, HAL.
  8. Omer Biran & Francoise Forges, 2010. "Core-stable Rings in Auctions with Independent Private Values," CESifo Working Paper Series 3067, CESifo Group Munich.
  9. Guillaume Haeringer & Vincent Iehlé, 2010. "Enjeux stratégiques du concours de recrutement des enseignants chercheurs," Post-Print, HAL hal-00703546, HAL.
  10. Françoise Forges & Ram Orzach, 2010. "Core-stable Rings in Second Price Auctions with Common Values," Working Papers, Fondazione Eni Enrico Mattei 2010.119, Fondazione Eni Enrico Mattei.
  11. Forges, Françoise, 2010. "Communication in Bayesian games: Overview of work on implementing mediators in game theory," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/5279, Paris Dauphine University.
  12. Arnaud Dragicevic & David Ettinger, 2010. "Private Valuation of a Public Good in Three Auction Mechanisms / Evaluation privée d’un bien public dans trois mécanismes d’enchères," CIRANO Working Papers, CIRANO 2010s-04, CIRANO.
  13. Sebastien Darses & Emmanuel Denis, 2010. "Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate," Working Papers hal-00467704, HAL.
  14. Lépinette-Denis, Emmanuel, 2010. "Approximate Hedging of Contingent Claims Under Transaction Costs for General Pay-Offs," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/9694, Paris Dauphine University.
  15. Lépinette-Denis, Emmanuel & Kabanov, Yuri, 2010. "Mean square error for the Leland-Lott hedging strategy: convex pay-offs," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/4654, Paris Dauphine University.
  16. Hoffmann, Marc & Munk, Axel & Schmidt-Hieber, Johannes, 2010. "Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation," MPRA Paper 24562, University Library of Munich, Germany.

2009

  1. Elyès Jouini & Clotilde Napp, 2009. "Cognitive biases and the representative agent," Working Papers halshs-00488570, HAL.
  2. Josef Hofbauer & Sylvain Sorin & Yannick Viossat, 2009. "Time Average Replicator and Best Reply Dynamics," Post-Print, HAL hal-00360767, HAL.
  3. Lépinette-Denis, Emmanuel, 2009. "Arbitrage Pricing Under Transaction Costs: Continuous Time," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/9307, Paris Dauphine University.
  4. Lépinette-Denis, Emmanuel, 2009. "Leland's Approximations for Concave Pay-Off Functions," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/9304, Paris Dauphine University.

2008

  1. Elyès Jouini & Clotilde Napp, 2008. "On Abel's Concept of Doubt and Pessimism," Post-Print, HAL halshs-00176611, HAL.
  2. Elyès Jouini & Selima Ben Mansour & Clotilde Napp & Jean-Michel Marin & Christian Robert, 2008. "Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach," Post-Print, HAL halshs-00176629, HAL.
  3. Diego Nocetti & Elyès Jouini & Clotilde Napp, 2008. "Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience," Post-Print, HAL halshs-00365980, HAL.
  4. Elyès Jouini & Clotilde Napp, 2008. "Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model," Post-Print, HAL halshs-00176630, HAL.
  5. Elyès Jouini & Clotilde Napp, 2008. "Aggregation of Discount Rates: an Equilibrium Approach," Working Papers halshs-00394035, HAL.
  6. Yannick Viossat, 2008. "Is Having a Unique Equilibrium Robust?," Post-Print, HAL hal-00361891, HAL.
  7. Iehlé, Vincent, 2008. "Sustainability in a multiproduct and multiple agent contestable market," MPRA Paper 13013, University Library of Munich, Germany.
  8. Haeringer, Guillaume & Iehlé, Vincent, 2008. "Enjeux stratégiques du concours des Maîtres de Conférences," MPRA Paper 13002, University Library of Munich, Germany.
  9. Koessler, Frédéric & Forges, Françoise, 2008. "Transmission stratégique de l'information et certification," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/564, Paris Dauphine University.

2007

  1. Elyès Jouini & Walter Schachermayer & Nizar Touzi, 2007. "Optimal Risk Sharing for Law Invariant Monetary Utility Functions," Working Papers halshs-00176606, HAL.
  2. Elyès Jouini & Clotilde Napp, 2007. "Strategic Beliefs," Working Papers halshs-00176622, HAL.
  3. Elyès Jouini & Vincent Porte, 2007. "Efficient Trading Strategies with Transaction Costs," Working Papers halshs-00176619, HAL.
  4. Elyès Jouini & Vincent Porte, 2007. "Efficient Trading Strategies," Working Papers halshs-00176616, HAL.
  5. Elyès Jouini & Marie Chazal, 2007. "Equilibrium Pricing Bounds on Option Prices," Working Papers halshs-00176642, HAL.
  6. Elyès Jouini, 2007. "La crise des subprimes ou l'irruption des particuliers dans la sphère financière," Post-Print, HAL halshs-00705303, HAL.
  7. Elyès Jouini & Maximilien Nayaradou, 2007. "Risques : prise de décision individuelle et collective," Post-Print, HAL halshs-00704639, HAL.
  8. Viossat, Yannick, 2007. "The Replicator Dynamics Does not Lead to Correlated Equilibria," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/1061, Paris Dauphine University.
  9. Jean-Marc Bonnisseau & Vincent Iehlé, 2007. "Payoff-dependent balancedness and cores (revised version)," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 678.07, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  10. Forges, Françoise, 2007. "Leonid Hurwicz, Eric Maskin, Roger Myerson et la théorie des mécanismes," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/587, Paris Dauphine University.
  11. Forges, Françoise & Barbar, Riham, 2007. "Collusion dans les enchères : quelques apports des jeux coopératifs," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/158, Paris Dauphine University.

2006

  1. Elyès Jouini & Walter Schachermayer & Nizar Touzi, 2006. "Law Invariant Risk Measures Have the Fatou Property," Post-Print, HAL halshs-00176522, HAL.
  2. Clotilde Napp & Elyès Jouini & Selima Benmansour, 2006. "Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey," Post-Print, HAL halshs-00151569, HAL.
  3. Clotilde Napp & Elyès Jouini, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time," Post-Print, HAL halshs-00151536, HAL.
  4. Clotilde Napp & Elyès Jouini, 2006. "Aggregation of Heterogeneous Beliefs," Post-Print, HAL halshs-00151562, HAL.
  5. Viossat, Yannick, 2006. "The Geometry of Nash Equilibria and Correlated Equilibria and a Generalization of Zero-Sum Games," Working Paper Series in Economics and Finance 641, Stockholm School of Economics.
  6. Viossat, Yannick, 2006. "Evolutionary dynamics may eliminate all strategies used in correlated equilibrium," Working Paper Series in Economics and Finance 629, Stockholm School of Economics, revised 21 Jun 2006.
  7. Francoise Forges & Frédéric Koessler, 2006. "Long Persuasion Games," CESifo Working Paper Series 1669, CESifo Group Munich.
  8. Francoise Forges, 2006. "The Ex Ante Incentive Compatible Core in Exchange Economies with and without Indivisibilities," CESifo Working Paper Series 1686, CESifo Group Munich.
  9. Frederic Koessler & Francoise Forges, 2006. "Transmission stratégique de l'information et certification (Strategic Information Transmission and Certification)," THEMA Working Papers 2006-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  10. Francoise Forges & Enrico Minelli, 2006. "Afriat’s Theorem for General Budget Sets," CESifo Working Paper Series 1703, CESifo Group Munich.
  11. Frederic Koessler & Francoise Forges, 2006. "Multistage communication with and without verifiable types," THEMA Working Papers 2006-14, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  12. FORGES, Françoise, 2006. "Correlated equilibrium in games with incomplete information revisited," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2006041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  13. Forges, Françoise, 2006. "Feasible mechanisms in economies with type-dependent endowments," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/166, Paris Dauphine University.

2005

  1. Clotilde Napp & Elyès Jouini, 2005. "Conditional Comonotonicity," Post-Print, HAL halshs-00151516, HAL.
  2. Clotilde Napp & Elyès Jouini, 2005. "Arbitrage and state price deflators in a general intertemporal framework," Post-Print, HAL halshs-00151526, HAL.
  3. Yannick Viossat, 2005. "Replicator Dynamics and Correlated Equilibrium: Elimination of All Strategies in the Support of Correlated Equilibria," Working Papers hal-00242977, HAL.
  4. Yannick Viossat, 2005. "Openness of the set of games with a unique correlated equilibrium," Working Papers hal-00243016, HAL.
  5. Vincent Iehlé, 2005. "The core-partition of hedonic games," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) b05091, Université Panthéon-Sorbonne (Paris 1).
  6. Forges, Françoise, 2005. "The ex ante incentive compatible core of an exchange economy with and without indivisibilities," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/167, Paris Dauphine University.

2004

  1. Clotilde Napp & Elyès Jouini, 2004. "Convergence of utility functions and convergence of optimal strategies," Post-Print, HAL halshs-00151579, HAL.
  2. Elyès Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print, HAL halshs-00176465, HAL.
  3. Elyès Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued Coherent Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00167154, HAL.
  4. Alain Noullez & Alessandra Iacobucci, 2004. "A Frequency-selective Filter for Short-Length Time Series," Computing in Economics and Finance 2004, Society for Computational Economics 128, Society for Computational Economics.
  5. Yannick Viossat, 2004. "Replicator Dynamics and Correlated Equilibrium," Working Papers hal-00242953, HAL.
  6. Vincent Iehlé, 2004. "Transfer rate rules and core selections in NTU games," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) b04093, Université Panthéon-Sorbonne (Paris 1).
  7. Jean-Marc Bonnisseau & Vincent Iehle, 2004. "Payoffs-dependent Balancedness and Cores," Game Theory and Information, EconWPA 0403004, EconWPA.
  8. David Ettinger & Philippe Jehiel, 2004. "Towards a Theory of Deception," Levine's Bibliography 122247000000000247, UCLA Department of Economics.

2003

  1. Elyès Jouini & Hedi Kallal & Clotilde Napp, 2003. "Arbitrage with fixed costs and interest rate models," Finance, EconWPA 0312002, EconWPA.
  2. Elyès Jouini & Clotilde Napp & Walter Schachermayer, 2003. "No-arbitrage and state price deflators in a general continuous time framework," Finance, EconWPA 0312003, EconWPA.
  3. Elyès Jouini, 2003. "Market imperfections, equilibrium and arbitrage," Finance, EconWPA 0312005, EconWPA.
  4. Elyès Jouini & Abdelhamid Bizid, 2003. "Equilibrium Pricing in Incomplete Markets," Finance, EconWPA 0312004, EconWPA.
  5. Marie Chazal & Elyès Jouini & Rabah Tahraoui, 2003. "Production Planning and Inventories Optimization : A Backward Approach in the Convex Storage Cost Case," GE, Growth, Math methods, EconWPA 0312002, EconWPA.
  6. Elyès Jouini & Clotilde Napp, 2003. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Finance, EconWPA 0312001, EconWPA.
  7. Elyès Jouini & Clotilde Napp, 2003. "Comonotonic Processes," Post-Print, HAL halshs-00167158, HAL.
  8. Elyès Jouini, 2003. "Convergence of the equilibrium prices in a family of financial models," Post-Print, HAL halshs-00167153, HAL.
  9. Elyès Jouini & Clotilde Napp, 2003. "A class of models satisfying a dynamical version of the CAPM," Post-Print, HAL halshs-00167159, HAL.
  10. Alessandra Iacobucci, 2003. "Spectral Analysis for Economic Time Series," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) 2003-07, Observatoire Francais des Conjonctures Economiques (OFCE).
  11. Yannick Viossat, 2003. "Properties of Dual Reduction," Working Papers hal-00242992, HAL.
  12. Yannick Viossat, 2003. "Geometry, Correlated Equilibria and Zero-Sum Games," Working Papers hal-00242993, HAL.
  13. Yannick Viossat, 2003. "Elementary Games and Games Whose Correlated Equilibrium Polytope Has Full Dimension," Working Papers hal-00242991, HAL.
  14. F. Forges & Frederic Koessler, 2003. "Communication Equilibria with Partially Verifiable Types," THEMA Working Papers 2003-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  15. David Ettinger, 2003. "Bidding among Friends and Enemies," Working Papers, Fondazione Eni Enrico Mattei 2003.23, Fondazione Eni Enrico Mattei.

2002

  1. Elyès Jouini & Clotilde Napp, 2002. "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print, HAL halshs-00176423, HAL.
  2. F. Forges & B. von Stengel, 2002. "Computionally Efficient Coordination in Games Trees," THEMA Working Papers 2002-05, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  3. F. Forges, 2002. "The Ex Ante Incentive Compatible Core of the Assignment Game," THEMA Working Papers 2002-07, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  4. Cohen, Albert & Hoffmann, Marc & Reiß, Markus, 2002. "Adaptive wavelet Galerkin methods for linear inverse problems," SFB 373 Discussion Papers 2002,50, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  5. Gobet, Emmanuel & Hoffmann, Marc & Reiß, Markus, 2002. "Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed," SFB 373 Discussion Papers 2002,57, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

2001

  1. Elyès Jouini, 2001. "Arbitrage and Control Problems in Finance. Presentation," Post-Print, HAL halshs-00167152, HAL.
  2. Francoise Forges & Jean-Francois Mertens & Rajiv Vohra, 2001. "The Ex Ante Incentive Compatible Core in the absence of wealth effects," Working Papers 2001-01, Brown University, Department of Economics.

2000

  1. Bernis, G. & Jouini, E., 2000. "Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) 2000.46, Université Panthéon-Sorbonne (Paris 1).
  2. Francoise Forges & Enrico Minelli & Rajiv Vohra, 2000. "Incentives and the Core of an Exchange Economy: A Survey," Working Papers 2000-22, Brown University, Department of Economics.
  3. F. Forges & J. F. Mertens & R. Vohra, 2000. "The Incentive Compatible Core of a Quasi-Linear Economy," THEMA Working Papers 2000-34, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

1999

  1. Elyes Jouini & Clotilde Napp, 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- 99-008, New York University, Leonard N. Stern School of Business-.
  2. Elyès Jouini & Hédi Kallal & Clotilde Napp, 1999. "Arbitrage and Viability in Securities Markets with Fixed Trading Costs," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- 99-033, New York University, Leonard N. Stern School of Business-.
  3. Elyès Jouini & Clotilde Napp, 1999. "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- 99-034, New York University, Leonard N. Stern School of Business-.
  4. Elyès Jouini & Hédi Kallal, 1999. "Efficient Trading Strategies in the Presence of Market Frictions," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- 99-035, New York University, Leonard N. Stern School of Business-.
  5. Elyès Jouini & Hédi Kallal, 1999. "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- 99-036, New York University, Leonard N. Stern School of Business-.
  6. Elyès Jouini & Pierre-Francois Koehl & Nizar Touzi, 1999. "Optimal Investment with Taxes: An Existence Result," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- 99-037, New York University, Leonard N. Stern School of Business-.
  7. Elyès Jouini, 1999. "Price Functionals with Bid-Ask Spreads: An Axiomatic Approach," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- 99-038, New York University, Leonard N. Stern School of Business-.
  8. Forges, F. & Heifetz, A. & Minelli, E., 1999. "Incentive Compatible Core and Competitive Equilibria in Differential Information Economics," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. 99-06, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  9. F. Forges & E. Minelli, 1999. "A note on the incentive compatible core," THEMA Working Papers 99-02, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

1998

  1. Carassus, L. & Jouini, E., 1998. "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) 98.16, Université Panthéon-Sorbonne (Paris 1).
  2. Elyès Jouini & Hédi Kallal & Clotilde Napp, 1998. "Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities," Working Papers, Centre de Recherche en Economie et Statistique 98-28, Centre de Recherche en Economie et Statistique.
  3. Forges, F., 1998. "Le coeur d'une economie d'echange en information asymetrique," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. 9829, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  4. Forges, F., 1998. "Ex Post Individually Rational Trading Mechanisms," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. 9810, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  5. Feldmann, David & Härdle, Wolfgang K. & Hafner, Christian M. & Hoffmann, Marc & Lepskii, Oleg V. & Tsybakov, Alexandre B., 1998. "Flexible stochastic volatility structures for high frequency financial data," SFB 373 Discussion Papers 1998,34, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1997

  1. Carassus, L. & Jouini, E., 1997. "Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) 97.82, Université Panthéon-Sorbonne (Paris 1).
  2. Elyès Jouini & P, F, Koehl & Nizar Touzi, 1997. "Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay," Working Papers, Centre de Recherche en Economie et Statistique 97-44, Centre de Recherche en Economie et Statistique.
  3. A, Bizid & Elyès Jouini & P, F, Koehl, 1997. "Pricing in Incomplete Markets : An Equilibrium Approach," Working Papers, Centre de Recherche en Economie et Statistique 97-41, Centre de Recherche en Economie et Statistique.
  4. L, Carassus & H, Pham & E, Jouini, 1997. "Arbitrage and Super-Replication Cost with Convex Constraints," Working Papers, Centre de Recherche en Economie et Statistique 97-57, Centre de Recherche en Economie et Statistique.

1996

  1. Forges, F. & Minelli, E., 1996. "Self-Fulfilling Mechanisms and Rational Expectations," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. 9605, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  2. Forges, F. & Minelli, E., 1996. "Self-Fulfilling Mechanisms in Bayesian Games," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. 9624, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  3. O. De Wolf & F. Forges, 1996. "Rational Choice in Strategic Environments : Further Observations," THEMA Working Papers 96-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

1995

  1. Forges,F. & Minelli,E., 1995. "Property of Nash Equilibria in Repeated Games with Incomplete Information," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. 9518, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  2. DE WOLF , Olivier & FORGES , Françoise, 1995. "On Strategic Equilibria and Rational Choice," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1995048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1994

  1. Forges, Françoise, 1994. "Différences d'information, solutions concurrentielles et stratégies révélatrices," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) 1994007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  2. FORGES, Françoise & MINELLI , Enrico, 1994. "Self-Fulfilling Mechanisms in Repeated Games with Incomplete Information," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1994058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1993

  1. FORGES , Françoise, 1993. "Five Legitimate Definitions of Correlated Equilibrium in Games with Incomplete Information," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1993009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. FORGES , Françoise, 1993. "A Note on Pareto Optimality in Differential Information Economies," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1993043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1991

  1. Forges, F., 1991. "Posterior efficiency," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1991045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Forges, F., 1991. "Correlated equilibrium and sunspot equilibrium," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1991053, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1990

  1. Francoise Forges, 1990. "Trading Games With Asymmetric Information," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 880, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  2. Forges, F., 1990. "Some Thoughts on Efficiency and Information," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1990071, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. FORGES, Françoise, 1990. "Sunspot equilibrium as a game-theoretical solution concept," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1990029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Forges, Françoise, 1990. "Repeated Games with Incomplete Information," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/66, Paris Dauphine University.

1989

  1. FORGES Françoise & THISSE Jacques-François, 1989. "Game Theory and Industrial Economics. An Introduction," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) 1989004, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

1988

  1. FORGES, Françoise, 1988. "Repeated games of incomplete information: non-zero-sum," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1988005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. FORGES, Françoise, 1988. "Infinitely repeated games with incomplete information," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1988006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. FORGES, Françoise, 1988. "Non-zero sum repeated games and information transmission," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1988025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. d'Aspremont, Claude & Mertens, Jean-François & Forges, Françoise, 1988. "Stratégies d'entreprises et avantages de la coopération : l'apport de la théorie des jeux," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/180, Paris Dauphine University.

1987

  1. Forges, F., 1987. "Universal mechanisms," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1987004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Forges, F., 1987. "Can sunspots replace a mediator ?," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1987045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1986

  1. Forges, F., 1986. "Negotiation without a deadline:a job market example," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1986039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1984

  1. Forges, F., 1984. "Communication devices in repeated games with incomplete information (Part 2)," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1984011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Forges, F., 1984. "Communication devices in repeated games with incomplete information (Part 1)," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1984006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Forges, F., 1984. "Communication devices in repeated games with incomplete information (Part 3)," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1984012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Forges, F., 1984. "An approach to communication equilibria," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1984035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Undated

  1. Elyes Jouini & Pierre-Francois Koehl, . "Pricing of Non-redundant Derivatives in a Complete Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- 99-009, New York University, Leonard N. Stern School of Business-.
  2. FORGES, Françoise, . "Infinitely repeated games of incomplete information: symmetric case with random signals," CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) -503, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Forges, F., . "Note on Nash equilibria in infinitely repeated games with incomplete information," CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) -573, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. FORGES, Françoise, . "Equilibria with communication in a job market example," CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) -885, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. FORGES, Françoise, . "Correlated equilibrium in two-person zero-sum games," CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) -883, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. Forges, F. & Mertens, J.F. & Neyman, A., . "A counterexample to the folk theorem with discounting," CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) -673, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. FORGES, Françoise, . "Correlated equilibria in a class of repeated games with incomplete information," CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) -663, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. FORGES, Françoise, . "Correlated equilibria in repeated games with lack of information on one side: a model with verifiable types," CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) -700, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  9. FORGES, Françoise, . "Communication equilibria in repeated games with incomplete information," CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) -809, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Journal articles

2014

  1. Imen Ben Tahar & Emmanuel Lépinette, 2014. "Vector-Valued Coherent Risk Measure Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 17(02), pages 1450011-1-1.

2013

  1. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013. "On multivariate prudence," Journal of Economic Theory, Elsevier, Elsevier, vol. 148(3), pages 1255-1267.
  2. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Collective risk aversion," Social Choice and Welfare, Springer, Springer, vol. 40(2), pages 411-437, February.
  3. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013. "The marginal propensity to consume and multidimensional risk," Economics Letters, Elsevier, Elsevier, vol. 119(2), pages 124-127.
  4. Elyès Jouini & Clotilde Napp & Yannick Viossat, 2013. "Evolutionary Beliefs and Financial Markets," Review of Finance, European Finance Association, European Finance Association, vol. 17(2), pages 727-766.
  5. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes," Journal of Risk and Uncertainty, Springer, Springer, vol. 47(2), pages 199-224, October.
  6. Viossat, Yannick & Zapechelnyuk, Andriy, 2013. "No-regret dynamics and fictitious play," Journal of Economic Theory, Elsevier, Elsevier, vol. 148(2), pages 825-842.
  7. Françoise Forges & Vincent Iehlé, 2013. "Essential data, budget sets and rationalization," Economic Theory, Springer, Springer, vol. 54(3), pages 449-461, November.
  8. Françoise Forges & Guillaume Haeringer & Vincent Iehlé, 2013. "Appariement : des modèles de Lloyd Shapley à la conception de marchés d'Alvin Roth," Revue d'économie politique, Dalloz, Dalloz, vol. 123(5), pages 663-696.
  9. Forges, Françoise & Vida, Péter, 2013. "Implementation of communication equilibria by correlated cheap talk: The two-player case," Theoretical Economics, Econometric Society, Econometric Society, vol. 8(1), January.
  10. Forges, Françoise, 2013. "A folk theorem for Bayesian games with commitment," Games and Economic Behavior, Elsevier, Elsevier, vol. 78(C), pages 64-71.
  11. Françoise Forges & Roberto Serrano, 2013. "Cooperative Games With Incomplete Information: Some Open Problems," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 15(02), pages 1340009-1-1.
  12. Kabanov, Yuri & Lépinette, Emmanuel, 2013. "Essential supremum and essential maximum with respect to random preference relations," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 488-495.
  13. Kabanov, Yuri & Lépinette, Emmanuel, 2013. "Essential supremum with respect to a random partial order," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 478-487.
  14. E. Bacry & S. Delattre & M. Hoffmann & J. F. Muzy, 2013. "Modelling microstructure noise with mutually exciting point processes," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 13(1), pages 65-77, January.
  15. Bacry, E. & Delattre, S. & Hoffmann, M. & Muzy, J.F., 2013. "Some limit theorems for Hawkes processes and application to financial statistics," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 123(7), pages 2475-2499.

2012

  1. Elyès Jouini & Clotilde Napp, 2012. "Behavioral biases and the representative agent," Theory and Decision, Springer, Springer, vol. 73(1), pages 97-123, July.
  2. Paolo Guasoni & Emmanuel Lépinette & Miklós Rásonyi, 2012. "The fundamental theorem of asset pricing under transaction costs," Finance and Stochastics, Springer, Springer, vol. 16(4), pages 741-777, October.
  3. Emmanuel Denis & Yuri Kabanov, 2012. "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Finance and Stochastics, Springer, Springer, vol. 16(1), pages 135-154, January.
  4. Emmanuel Bacry & Marc Hoffmann & Mathieu Rosenbaum, 2012. "Statistical finance at the �cole Polytechnique, Paris: the informal FIESTA research group," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(5), pages 685-689, April.

2011

  1. Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2011. "Financial Markets Equilibrium with Heterogeneous Agents," Review of Finance, European Finance Association, European Finance Association, vol. 16(1), pages 285-321.
  2. Lehrer, Ehud & Solan, Eilon & Viossat, Yannick, 2011. "Equilibrium payoffs of finite games," Journal of Mathematical Economics, Elsevier, vol. 47(1), pages 48-53, January.
  3. Biran, Omer & Forges, Françoise, 2011. "Core-stable rings in auctions with independent private values," Games and Economic Behavior, Elsevier, Elsevier, vol. 73(1), pages 52-64, September.
  4. Forges, Françoise & Orzach, Ram, 2011. "Core-stable rings in second price auctions with common values," Journal of Mathematical Economics, Elsevier, vol. 47(6), pages 760-767.
  5. Dragicevic Arnaud Z. & Ettinger David, 2011. "Private Valuation of a Public Good in Three Auction Mechanisms," Journal of Benefit-Cost Analysis, De Gruyter, De Gruyter, vol. 2(2), pages 1-29, April.

2010

  1. Jouini, Elyès & Marin, Jean-Michel & Napp, Clotilde, 2010. "Discounting and divergence of opinion," Journal of Economic Theory, Elsevier, Elsevier, vol. 145(2), pages 830-859, March.
  2. Elyès Jouini & Clotilde Napp, 2010. "Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off," Review of Finance, European Finance Association, European Finance Association, vol. 15(3), pages 575-601.
  3. Iacobucci, Alessandra & Marin, Jean-Michel & Robert, Christian, 2010. "On variance stabilisation in Population Monte Carlo by double Rao-Blackwellisation," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 54(3), pages 698-710, March.
  4. Yannick Viossat, 2010. "Properties and applications of dual reduction," Economic Theory, Springer, Springer, vol. 44(1), pages 53-68, July.
  5. Guillaume Haeringer & Vincent Iehlé, 2010. "Enjeux stratégiques du concours de recrutement des enseignants-chercheurs," Revue économique, Presses de Sciences-Po, Presses de Sciences-Po, vol. 0(4), pages 697-721.
  6. David Ettinger & Philippe Jehiel, 2010. "A Theory of Deception," American Economic Journal: Microeconomics, American Economic Association, American Economic Association, vol. 2(1), pages 1-20, February.
  7. David Ettinger, 2010. "Bidding among Friends and Enemies with Symmetric Information," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, Mohr Siebeck, Tübingen, vol. 166(2), pages 365-385, June.
  8. Emmanuel Denis & Yuri Kabanov, 2010. "Mean square error for the Leland–Lott hedging strategy: convex pay-offs," Finance and Stochastics, Springer, Springer, vol. 14(4), pages 625-667, December.
  9. Emmanuel Denis, 2010. "Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs," Applied Mathematical Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 17(6), pages 491-518.

2009

  1. Vincent Iehlé, 2009. "Sustainability In A Multiproduct And Multiple Agent Contestable Market," Bulletin of Economic Research, Wiley Blackwell, Wiley Blackwell, vol. 61(2), pages 151-164, 04.
  2. Forges, Françoise & Minelli, Enrico, 2009. "Afriat's theorem for general budget sets," Journal of Economic Theory, Elsevier, Elsevier, vol. 144(1), pages 135-145, January.
  3. David Ettinger, 2009. "Takeover Contests, Toeholds and Deterrence," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 111(1), pages 103-124, 03.
  4. D. Vallière & E. Denis & Y. Kabanov, 2009. "Hedging of American options under transaction costs," Finance and Stochastics, Springer, Springer, vol. 13(1), pages 105-119, January.

2008

  1. Jouini, E. & Napp, C., 2008. "On Abel's concept of doubt and pessimism," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(11), pages 3682-3694, November.
  2. Jouini, Elyès & Napp, Clotilde, 2008. "Are more risk averse agents more optimistic? Insights from a rational expectations model," Economics Letters, Elsevier, Elsevier, vol. 101(1), pages 73-76, October.
  3. Chazal, Marie & Jouini, Elyès & Tahraoui, Rabah, 2008. "Production planning and inventories optimization: A backward approach in the convex storage cost case," Journal of Mathematical Economics, Elsevier, vol. 44(9-10), pages 997-1023, September.
  4. Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008. "Are risk-averse agents more optimistic? A Bayesian estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 23(6), pages 843-860.
  5. E. Jouini & W. Schachermayer & N. Touzi, 2008. "Optimal Risk Sharing For Law Invariant Monetary Utility Functions," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 18(2), pages 269-292.
  6. Diego Nocetti & Elyès Jouini & Clotilde Napp, 2008. "Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience," Management Science, INFORMS, INFORMS, vol. 54(10), pages 1822-1826, October.
  7. Viossat, Yannick, 2008. "Is having a unique equilibrium robust?," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1152-1160, December.
  8. Viossat, Yannick, 2008. "Evolutionary dynamics may eliminate all strategies used in correlated equilibrium," Mathematical Social Sciences, Elsevier, Elsevier, vol. 56(1), pages 27-43, July.
  9. Forges, Françoise & Koessler, Frédéric, 2008. "Long persuasion games," Journal of Economic Theory, Elsevier, Elsevier, vol. 143(1), pages 1-35, November.
  10. Frédéric KOESSLER & Françoise FORGES, 2008. "Transmission stratégique de l'information et certification," Annales d'Economie et de Statistique, ENSAE, issue 89, pages 3-61.
  11. Frédéric Koessler & Françoise Forges, 2008. "Multistage Communication With And Without Verifiable Types," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 145-164.
  12. David ETTINGER, 2008. "Privatisation des sociétés d'autoroute et marché aval," Annales d'Economie et de Statistique, ENSAE, issue 89, pages 63-90.

2007

  1. Ely�s Jouini & Clotilde Napp, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," Review of Economic Studies, Oxford University Press, vol. 74(4), pages 1149-1174.
  2. Viossat, Yannick, 2007. "The replicator dynamics does not lead to correlated equilibria," Games and Economic Behavior, Elsevier, Elsevier, vol. 59(2), pages 397-407, May.
  3. Iehle, Vincent, 2007. "The core-partition of a hedonic game," Mathematical Social Sciences, Elsevier, Elsevier, vol. 54(2), pages 176-185, September.
  4. Bonnisseau, Jean-Marc & Iehle, Vincent, 2007. "Payoff-dependent balancedness and cores," Games and Economic Behavior, Elsevier, Elsevier, vol. 61(1), pages 1-26, October.
  5. Riham Barbar & Françoise Forges, 2007. "Collusion dans les enchères. Quelques apports des jeux coopératifs," Revue économique, Presses de Sciences-Po, Presses de Sciences-Po, vol. 58(5), pages 965-984.
  6. Françoise Forges, 2007. "Leonid Hurwicz, Eric Maskin, Roger Myerson et la Théorie des Mécanismes," Revue d'économie politique, Dalloz, Dalloz, vol. 0(6), pages 873-890.

2006

  1. Jouini, Elyes & Napp, Clotilde, 2006. "Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(7), pages 1233-1260, July.
  2. Selima Mansour & Elyès Jouini & Clotilde Napp, 2006. "Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey," Theory and Decision, Springer, Springer, vol. 61(4), pages 345-362, December.
  3. Jouini, E. & Napp, C., 2006. "Aggregation of heterogeneous beliefs," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 752-770, September.
  4. Jouini, Elyès & Napp, Clotilde, 2006. "Arbitrage with Fixed Costs and Interest Rate Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 41(04), pages 889-913, December.
  5. Françoise Forges, 2006. "Feasible Mechanisms in Economies with Type-Dependent Endowments," Social Choice and Welfare, Springer, Springer, vol. 26(2), pages 403-419, April.
  6. Françoise Forges, 2006. "Correlated Equilibrium in Games with Incomplete Information Revisited," Theory and Decision, Springer, Springer, vol. 61(4), pages 329-344, December.

2005

  1. Jouini, Elyes & Napp, Clotilde & Schachermayer, Walter, 2005. "Arbitrage and state price deflators in a general intertemporal framework," Journal of Mathematical Economics, Elsevier, vol. 41(6), pages 722-734, September.
  2. Bizid, Abdelhamid & Jouini, Elyès, 2005. "Equilibrium Pricing in Incomplete Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 40(04), pages 833-848, December.
  3. Alessandra Iacobucci & Alain Noullez, 2005. "A Frequency Selective Filter for Short-Length Time Series," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 25(1), pages 75-102, February.
  4. Forges, Francoise & Koessler, Frederic, 2005. "Communication equilibria with partially verifiable types," Journal of Mathematical Economics, Elsevier, vol. 41(7), pages 793-811, November.

2004

  1. Elyès Jouini & Clotilde Napp, 2004. "Conditional comonotonicity," Decisions in Economics and Finance, Springer, Springer, vol. 27(2), pages 153-166, December.
  2. Elyès Jouini & Clotilde Napp, 2004. "Convergence of utility functions and convergence of optimal strategies," Finance and Stochastics, Springer, Springer, vol. 8(1), pages 133-144, January.
  3. Elyés Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued coherent risk measures," Finance and Stochastics, Springer, Springer, vol. 8(4), pages 531-552, November.
  4. Jean-Paul Pollin & Elyes Jouini, 2004. "Éditorial," Revue d'Économie Financière, Programme National Persée, Programme National Persée, vol. 74(1), pages 9-16.
  5. Clotilde Napp & Elyes Jouini, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Revue d'Économie Financière, Programme National Persée, Programme National Persée, vol. 74(1), pages 125-137.
  6. Vincent Iehlé, 2004. "Transfer rate rules and core selections in NTU games," Economics Bulletin, AccessEcon, vol. 3(42), pages 1-10.
  7. Forges, Francoise, 2004. "The ex ante incentive compatible core of the assignment game," Mathematical Social Sciences, Elsevier, Elsevier, vol. 47(2), pages 135-151, March.
  8. Gloter, A. & Hoffmann, M., 2004. "Stochastic volatility and fractional Brownian motion," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 113(1), pages 143-172, September.

2003

  1. Jouini, Elyes & Napp, Clotilde, 2003. "A class of models satisfying a dynamical version of the CAPM," Economics Letters, Elsevier, Elsevier, vol. 79(3), pages 299-304, June.
  2. Jouini, Elyes & Napp, Clotilde, 2003. "Comonotonic processes," Insurance: Mathematics and Economics, Elsevier, vol. 32(2), pages 255-265, April.
  3. Ettinger, David, 2003. "Efficiency in auctions with crossholdings," Economics Letters, Elsevier, Elsevier, vol. 80(1), pages 1-7, July.

2002

  1. Forges, Francoise & Minelli, Enrico & Vohra, Rajiv, 2002. "Incentives and the core of an exchange economy: a survey," Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 1-41, September.
  2. Francoise Forges & Jean-Francois Mertens & Rajiv Vohra, 2002. "The Ex Ante Incentive Compatible Core in the Absence of Wealth Effects," Econometrica, Econometric Society, Econometric Society, vol. 70(5), pages 1865-1892, September.
  3. Hoffmann, Marc, 2002. "Rate of convergence for parametric estimation in a stochastic volatility model," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 97(1), pages 147-170, January.

2001

  1. Jouini, Elyes & Kallal, Hedi, 2001. "Efficient Trading Strategies in the Presence of Market Frictions," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 14(2), pages 343-69.
  2. Elyès Jouini, 2001. "Arbitrage and investment opportunities," Finance and Stochastics, Springer, Springer, vol. 5(3), pages 305-325.
  3. Jouini, Elyes & Kallal, Hedi & Napp, Clotilde, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 197-221, April.
  4. Jouini, Elyes, 2001. "Arbitrage and control problems in finance: A presentation," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 167-183, April.
  5. Forges, Francoise & Minelli, Enrico, 2001. "A Note on the Incentive Compatible Core," Journal of Economic Theory, Elsevier, Elsevier, vol. 98(1), pages 179-188, May.
  6. Aviad Heifetz & Françoise Forges & Enrico Minelli, 2001. "Incentive compatible core and competitive equilibria in differential information economies," Economic Theory, Springer, Springer, vol. 18(2), pages 349-365.

2000

  1. Carassus, Laurence & Jouini, Elyes, 2000. "A discrete stochastic model for investment with an application to the transaction costs case," Journal of Mathematical Economics, Elsevier, vol. 33(1), pages 57-80, February.
  2. Jouini, Elyes, 2000. "Price functionals with bid-ask spreads: an axiomatic approach," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 547-558, December.
  3. Jouini, Elyes & Koehl, Pierre-F. & Touzi, Nizar, 2000. "Optimal investment with taxes: an existence result," Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 373-388, May.

1999

  1. Elyès Jouini & Hédi Kallal, 1999. "Viability and Equilibrium in Securities Markets with Frictions," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 9(3), pages 275-292.
  2. Hoffmann, Marc, 1999. "On nonparametric estimation in nonlinear AR(1)-models," Statistics & Probability Letters, Elsevier, Elsevier, vol. 44(1), pages 29-45, August.
  3. Hoffmann, Marc, 1999. "Adaptive estimation in diffusion processes," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 79(1), pages 135-163, January.

1998

  1. Laurence Carassus & Elyès Jouini, 1998. "Investment and Arbitrage Opportunities with Short Sales Constraints," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 8(3), pages 169-178.
  2. De Wolf, Olivier & Forges, Francoise, 1998. " Rational Choice in Strategic Environments: Further Observations," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 100(2), pages 529-35, June.
  3. Forges, Francoise & Minelli, Enrico, 1998. "Self-Fulfilling Mechanisms in Bayesian Games," Games and Economic Behavior, Elsevier, Elsevier, vol. 25(2), pages 292-310, November.

1997

  1. E. Jouini & P. -F. Koehl & N. Touzi, 1997. "Incomplete markets, transaction costs and liquidity effects," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 3(4), pages 325-347.
  2. Forges, Francoise & Minelli, Enrico, 1997. "A Property of Nash Equilibria in Repeated Games with Incomplete Information," Games and Economic Behavior, Elsevier, Elsevier, vol. 18(2), pages 159-175, February.
  3. Forges, Francoise & Minelli, Enrico, 1997. "Self-Fulfilling Mechanisms and Rational Expectations," Journal of Economic Theory, Elsevier, Elsevier, vol. 75(2), pages 388-406, August.
  4. Hoffmann, Marc, 1997. "Minimax estimation of the diffusion coefficient through irregular samplings," Statistics & Probability Letters, Elsevier, Elsevier, vol. 32(1), pages 11-24, February.

1996

  1. Elyès JOUINI, 1996. "Unicité et stabilité de l'équilibre dans une économie de production avec règle de tarification marginale: les cas convexe et non-convexe," Annales d'Economie et de Statistique, ENSAE, issue 44, pages 159-176.
  2. Elyès Jouini, 1996. "Produits dérivés, contrôle des risques et réglementation," Revue d'Économie Financière, Programme National Persée, Programme National Persée, vol. 37(2), pages 203-220.

1995

  1. Jouini Elyes & Kallal Hedi, 1995. "Martingales and Arbitrage in Securities Markets with Transaction Costs," Journal of Economic Theory, Elsevier, Elsevier, vol. 66(1), pages 178-197, June.
  2. Elyégs Jouini & Hédi Kallal, 1995. "Arbitrage In Securities Markets With Short-Sales Constraints," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 5(3), pages 197-232.
  3. Forges, Francoise & Peck, James, 1995. "Correlated Equilibrium and Sunspot Equilibrium," Economic Theory, Springer, Springer, vol. 5(1), pages 33-50, January.

1994

  1. Forges, Francoise, 1994. "A note on Pareto optimality in differential information economies," Economics Letters, Elsevier, Elsevier, vol. 46(1), pages 27-31, September.
  2. Forges Francoise, 1994. "Posterior Efficiency," Games and Economic Behavior, Elsevier, Elsevier, vol. 6(2), pages 238-261, March.

1993

  1. Jouini, Elyes & Kallal, Hedi, 1993. "General equilibrium with producers and brokers : Existence and regularity," Economics Letters, Elsevier, Elsevier, vol. 41(3), pages 257-263.
  2. Jouini, Elyes, 1993. "The graph of the Walras correspondence : The production economies case," Journal of Mathematical Economics, Elsevier, vol. 22(2), pages 139-147.

1992

  1. Jouini, Elyes, 1992. "Existence of equilibria in nonconvex economies without free disposal," Economics Letters, Elsevier, Elsevier, vol. 38(1), pages 37-42, January.

1990

  1. Forges, Francoise, 1990. "Equilibria with Communication in a Job Market Example," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 105(2), pages 375-98, May.
  2. Forges, Francoise, 1990. "Correlated Equilibrium in Two-Person Zero-Sum Games," Econometrica, Econometric Society, Econometric Society, vol. 58(2), pages 515, March.
  3. Forges, Francoise, 1990. "Universal Mechanisms," Econometrica, Econometric Society, Econometric Society, vol. 58(6), pages 1341-64, November.

1989

  1. Jouini, Elyes, 1989. "A remark on Clarke's normal cone and the marginal cost pricing rule," Journal of Mathematical Economics, Elsevier, vol. 18(1), pages 95-101, February.

1988

  1. Forges, Francoise, 1988. "Can sunspots replace a mediator?," Journal of Mathematical Economics, Elsevier, vol. 17(4), pages 347-368, September.

1986

  1. Forges, Francoise M, 1986. "An Approach to Communication Equilibria," Econometrica, Econometric Society, Econometric Society, vol. 54(6), pages 1375-85, November.
  2. Forges, F. & Mertens, J. F. & Neyman, A., 1986. "A counterexample to the folk theorem with discounting," Economics Letters, Elsevier, Elsevier, vol. 20(1), pages 7-7.

Books

2012

  1. Rüther, Pierre-Olivier, 2012. "Le taux d'escompte à long terme en tenant compte de la production," Economics Thesis from University Paris Dauphine, Paris Dauphine University, Paris Dauphine University, number 123456789/9782 edited by Jouini, Elyès.

2011

  1. Biran, Omer, 2011. "Mécanismes d'échange en présence d'externalités," Economics Thesis from University Paris Dauphine, Paris Dauphine University, Paris Dauphine University, number 123456789/7238 edited by Forges, Françoise.

2009

  1. Ben Mansour Kharraz, Selima, 2009. "Hétérogénéité des croyances et équilibre des marchés financiers," Economics Thesis from University Paris Dauphine, Paris Dauphine University, Paris Dauphine University, number 123456789/1161 edited by Jouini, Elyès.

Chapters

1992

  1. Forges, Francoise, 1992. "Repeated games of incomplete information: Non-zero-sum," Handbook of Game Theory with Economic Applications, Elsevier, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 1, chapter 6, pages 155-177 Elsevier.