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, )

Working papers

2008

1. Elyès Jouini & Clotilde Napp, 2008. "How to aggregate experts discount rates: an equilibrium approach," Working Papers halshs-00394035_v1, HAL. [Downloadable!]
2. Diego Nocetti & Elyès Jouini & Clotilde Napp, 2008. "Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience," Post-Print halshs-00365980_v1, HAL. [Downloadable!]
3. Elyès Jouini & Jean-Michel Marin & Clotilde Napp, 2008. "Discounting and Divergence of Opinion," Working Papers halshs-00176636_v2, HAL. [Downloadable!]
4. Iehlé, Vincent, 2008. "Sustainability in a multiproduct and multiple agent contestable market," MPRA Paper 13013, University Library of Munich, Germany. [Downloadable!]
5. Haeringer, Guillaume & Iehlé, Vincent, 2008. "Enjeux stratégiques du concours des Maîtres de Conférences," MPRA Paper 13002, University Library of Munich, Germany. [Downloadable!]
6. Loriana Pelizzon & Roberto Casarin & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 2008_12, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
7. Gianni Amisano & Roberto Casarin, 2008. "Particle Filters for Markov-Switching Stochastic-Correlation Models," Working Papers 0814, University of Brescia, Department of Economics. [Downloadable!]
8. Roberto Casarin & Domenico sartore, 2008. "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers 0816, University of Brescia, Department of Economics. [Downloadable!]
9. Roberto Casarin & Loriana Pelizzon & Andrea Piva, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Working Papers 0817, University of Brescia, Department of Economics. [Downloadable!]
10. Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers 0815, University of Brescia, Department of Economics. [Downloadable!]

2007

1. Elyès Jouini & Marie Chazal, 2007. "Equilibrium Pricing Bounds on Option Prices," Working Papers halshs-00176642_v1, HAL. [Downloadable!]
2. Elyès Jouini & Vincent Porte, 2007. "Efficient Trading Strategies," Working Papers halshs-00176616_v1, HAL. [Downloadable!]
3. Elyès Jouini & Clotilde Napp, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," Post-Print halshs-00176594_v1, HAL. [Downloadable!]
4. Clotilde Napp & Elyès Jouini, 2007. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Post-Print halshs-00152348_v1, HAL. [Downloadable!]
5. Elyès Jouini & Vincent Porte, 2007. "Efficient Trading Strategies with Transaction Costs," Working Papers halshs-00176619_v1, HAL. [Downloadable!]
6. Elyès Jouini & Walter Schachermayer & Nizar Touzi, 2007. "Optimal Risk Sharing for Law Invariant Monetary Utility Functions," Working Papers halshs-00176606_v1, HAL. [Downloadable!]
7. Elyès Jouini & Clotilde Napp, 2007. "Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model," Working Papers halshs-00176630_v1, HAL. [Downloadable!]
8. Selima Benmansour & Elyès Jouini & Clotilde Napp & Jean-Michel Marin & Christian Robert, 2007. "Are risk averse agents more optimistic? A Bayesian estimation approach," Working Papers halshs-00163678_v1, HAL. [Downloadable!]
9. Elyès Jouini & Selima Ben Mansour & Clotilde Napp & Jean-Michel Marin & Christian Robert, 2007. "Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach," Working Papers halshs-00176629_v1, HAL. [Downloadable!]
10. Elyès Jouini & Marie Chazal & Rabah Tahraoui, 2007. "Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case," Working Papers halshs-00167156_v1, HAL. [Downloadable!]
11. Elyès Jouini & Clotilde Napp, 2007. "Strategic Beliefs," Working Papers halshs-00176622_v1, HAL. [Downloadable!]
12. Jean-Marc Bonnisseau & Vincent Iehlé, 2007. "Payoff-dependent balancedness and cores (revised version)," UFAE and IAE Working Papers 678.07, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
13. Monica Billio & Roberto Casarin & Domenico Sartore, 2007. "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers 2007_34, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
14. Roberto Casarin & Jean-Michel Marin, 2007. "Online data processing: comparison of Bayesian regularized particle filters," Working Papers 0703, University of Brescia, Department of Economics. [Downloadable!]

2006

1. Elyès Jouini & Clotilde Napp, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time: An Analysis of Pessimism and Doubt," Post-Print halshs-00176500_v1, HAL. [Downloadable!]
2. Clotilde Napp & Elyès Jouini & Selima Benmansour, 2006. "Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey," Post-Print halshs-00151569_v1, HAL. [Downloadable!]
3. Clotilde Napp & Elyès Jouini, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time," Post-Print halshs-00151536_v1, HAL. [Downloadable!]
4. Elyès Jouini & Walter Schachermayer & Nizar Touzi, 2006. "Law Invariant Risk Measures Have the Fatou Property," Post-Print halshs-00176522_v1, HAL. [Downloadable!]
5. Elyès Jouini & Selima Ben Mansour & Clotilde Napp, 2006. "Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey," Post-Print halshs-00176518_v1, HAL. [Downloadable!]
6. Elyès Jouini & Clotilde Napp, 2006. "On Abel's Concept of Doubt and Pessimism," Working Papers halshs-00176611_v1, HAL. [Downloadable!]
7. Elyès Jouini & Clotilde Napp, 2006. "Aggregation of Heterogeneous Beliefs," Post-Print halshs-00176505_v1, HAL. [Downloadable!]
8. Clotilde Napp & Elyès Jouini, 2006. "Aggregation of Heterogeneous Beliefs," Post-Print halshs-00151562_v1, HAL. [Downloadable!]
9. Elyès Jouini & Clotilde Napp, 2006. "Arbitrage with Fixed Costs and Interest Rate Models," Post-Print halshs-00176496_v1, HAL. [Downloadable!]
10. Clotilde Napp & Elyès Jouini, 2006. "Arbitrage with fixed costs and interest rate models," Post-Print halshs-00151556_v1, HAL. [Downloadable!]
11. Roberto Casarin & Carmine Trecroci, 2006. "Business Cycle and Stock Market Volatility: A Particle Filter Approach," Working Papers ubs0603, University of Brescia, Department of Economics. [Downloadable!]
12. Roberto Casarin & Monica Billio, 2006. "Stochastic Optimisation for Allocation Problems with Shortfall Risk Constraints," Working Papers ubs0618, University of Brescia, Department of Economics. [Downloadable!]
13. Francoise Forges & Frédéric Koessler, 2006. "Long Persuasion Games," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
14. Francoise Forges, 2006. "The Ex Ante Incentive Compatible Core in Exchange Economies with and without Indivisibilities," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
15. Francoise Forges & Enrico Minelli, 2006. "Afriat's Theorem for General Budget Sets," Working Papers ubs0609, University of Brescia, Department of Economics. [Downloadable!]
16. 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. [Downloadable!]
17. Francoise Forges & Frederic Koessler, 2006. "Long Persuasion Games," THEMA Working Papers 2006-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
18. Francoise Forges & Enrico Minelli, 2006. "Afriat’s Theorem for General Budget Sets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
19. 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. [Downloadable!]
20. FORGES, Franoise, 2006. "Correlated equilibrium in games with incomplete information revisited," CORE Discussion Papers 2006041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]

2005

1. Abdelhamid Bizid & Elyès Jouini, 2005. "Equilibrium Pricing in Incomplete Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00176484_v1, HAL. [Downloadable!]
2. Clotilde Napp & Elyès Jouini, 2005. "Conditional Comonotonicity," Post-Print halshs-00151516_v1, HAL. [Downloadable!]
3. Clotilde Napp & Elyès Jouini, 2005. "Arbitrage and state price deflators in a general intertemporal framework," Post-Print halshs-00151526_v1, HAL. [Downloadable!]
4. Elyès Jouini & Clotilde Napp & Walter Schachermayer, 2005. "Arbitrage and State Price Deflators in a General Intertemporal Framework," Post-Print halshs-00176476_v1, HAL. [Downloadable!]
5. Vincent Iehlé, 2005. "The core-partition of hedonic games," Cahiers de la Maison des Sciences Economiques b05091, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
6. Vincent Iehlé, 2005. "The core-partition of hedonic games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00197528_v1, HAL. [Downloadable!]
7. Roberto Casarin, 2005. "Stochastic Processes in Credit Risk Modelling," Working Papers ubs0505, University of Brescia, Department of Economics. [Downloadable!]

2004

1. Elyès Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print halshs-00176465_v1, HAL. [Downloadable!]
2. Elyès Jouini & Clotilde Napp, 2004. "Conditional Comonotonicity," Post-Print halshs-00176456_v1, HAL. [Downloadable!]
3. Clotilde Napp & Elyès Jouini, 2004. "Convergence of utility functions and convergence of optimal strategies," Post-Print halshs-00151579_v1, HAL. [Downloadable!]
4. Elyès Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued Coherent Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00167154_v1, HAL. [Downloadable!]
5. Elyès Jouini & Clotilde Napp, 2004. "Convergence of utility functions and convergence of optimal strategies," Post-Print halshs-00176444_v1, HAL. [Downloadable!]
6. Alain Noullez & Alessandra Iacobucci, 2004. "A Frequency-selective Filter for Short-Length Time Series," Computing in Economics and Finance 2004 128, Society for Computational Economics. [Downloadable!]
7. Alessandra Iacobucci & Alain Noullez, 2004. "A Frequency Selective Filter for Short-Length Time Series," Documents de Travail de l'OFCE 2004-05, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
8. Vincent Iehlé, 2004. "Transfer rate rules and core selections in NTU games," Cahiers de la Maison des Sciences Economiques b04093, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
9. Vincent Iehlé, 2004. "Stable pricing in monopoly and equilibrium-core of cost games," Cahiers de la Maison des Sciences Economiques b05023, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
10. Vincent Iehlé, 2004. "Stable pricing in multiproduct natural monopoly (in French)," GE, Growth, Math methods 0410011, EconWPA. [Downloadable!]
11. Jean-Marc Bonnisseau & Vincent Iehle, 2004. "Payoffs-dependent Balancedness and Cores," Game Theory and Information 0403004, EconWPA. [Downloadable!]
12. Vincent Iehlé, 2004. "Transfer Rate Rules and Core Selections in NTU Games," Game Theory and Information 0411001, EconWPA. [Downloadable!]
13. Vincent Iehlé, 2004. "Stable pricing in monopoly and equilibrium-core of cost games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00193961_v1, HAL. [Downloadable!]

2003

1. Elyès Jouini & Hedi Kallal & Clotilde Napp, 2003. "Arbitrage with fixed costs and interest rate models," Finance 0312002, EconWPA. [Downloadable!]
2. Elyès Jouini & Clotilde Napp & Walter Schachermayer, 2003. "No-arbitrage and state price deflators in a general continuous time framework," Finance 0312003, EconWPA. [Downloadable!]
3. Elyès Jouini, 2003. "Market imperfections, equilibrium and arbitrage," Finance 0312005, EconWPA. [Downloadable!]
4. Elyès Jouini & Abdelhamid Bizid, 2003. "Equilibrium Pricing in Incomplete Markets," Finance 0312004, EconWPA. [Downloadable!]
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 0312002, EconWPA. [Downloadable!]
6. Elyès Jouini & Clotilde Napp, 2003. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Finance 0312001, EconWPA. [Downloadable!]
7. Elyès Jouini, 2003. "Convergence of the equilibrium prices in a family of financial models," Post-Print halshs-00167153_v1, HAL. [Downloadable!]
8. Elyès Jouini, 2003. "Market imperfections , equilibrium and arbitrage," Post-Print halshs-00167131_v1, HAL. [Downloadable!]
9. Elyès Jouini & Clotilde Napp, 2003. "A class of models satisfying a dynamical version of the CAPM," Post-Print halshs-00167159_v1, HAL. [Downloadable!]
10. Elyès Jouini & Clotilde Napp, 2003. "Comonotonic Processes," Post-Print halshs-00167158_v1, HAL. [Downloadable!]
11. Marie Chazal ; Elyès Jouini ; Rabah Tahraoui, 2003. "Production Planning and Inventories Optimization : A Backward Approach in the Convex Storage Cost Case," Working Papers 2003-45, Centre de Recherche en Economie et Statistique. [Downloadable!]
12. Alessandra Iacobucci, 2003. "Spectral Analysis for Economic Time Series," Documents de Travail de l'OFCE 2003-07, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
13. 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. [Downloadable!]

2002

1. Elyès Jouini & Clotilde Napp, 2002. "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print halshs-00176423_v1, HAL. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!]

2001

1. Elyès Jouini, 2001. "Arbitrage and Control Problems in Finance. Presentation," Post-Print halshs-00167152_v1, HAL. [Downloadable!]
2. Elyès Jouini & Hedi Kallal & Clotilde Napp, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Post-Print halshs-00167157_v1, HAL. [Downloadable!]
3. 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. [Downloadable!]
4. FORGES, Franoise & MERTENS, Jean-Franois & VOHRA, Rajiv, 2001. "The ex ante incentive compatible core in the absence of wealth effects," CORE Discussion Papers 2001001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
5. FORGES, Franoise & MINELLI, Enrico & VOHRA, Rajiv, 2001. "Incentives and the core of an exchange economy: a survey," CORE Discussion Papers 2001043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]

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 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. [Downloadable!]
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. [Downloadable!]

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 99-008, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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 99-033, New York University, Leonard N. Stern School of Business-. [Downloadable!]
3. Elyès Jouini & Clotilde Napp, 1999. "Arbitrage and Investment Opportunities," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-034, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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 99-035, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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 99-036, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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 99-037, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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 99-038, New York University, Leonard N. Stern School of Business-. [Downloadable!]
8. Forges, F. & Heifetz, A. & Minelli, E., 1999. "Incentive Compatible Core and Competitive Equilibria in Differential Information Economics," Papers 99-06, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
9. Forges, F. & Heifetz, A. & Minelli, E., 1999. "Incentive Compatible Core and Competitive Equilibria in Differential Information Economies," Papers 34-99, Tel Aviv.
10. F. Forges & A. Heifetz & E. Minelli, 1999. "Incentive compatible core and competitive equilibria in differential information economies," THEMA Working Papers 99-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
11. 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 98.16, Université Panthéon-Sorbonne (Paris 1).
2. Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00167151_v1, HAL. [Downloadable!]
3. Forges, F., 1998. "Le coeur d'une economie d'echange en information asymetrique," Papers 9829, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
4. Forges, F., 1998. "Ex Post Individually Rational Trading Mechanisms," Papers 9810, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
5. F. Forges, 1998. "Le cœur d'une économie d'échange en information asymétrique," THEMA Working Papers 98-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
6. F. Forges., 1998. "Ex post individually rational trading mechanisms," THEMA Working Papers 98-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

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 97.82, Université Panthéon-Sorbonne (Paris 1).

1996

1. Forges, F. & Minelli, E., 1996. "Self-Fulfilling Mechanisms and Rational Expectations," Papers 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 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.
4. F. Forges & E. Minelli, 1996. "Self-fulfilling mechanisms and rational expectations," THEMA Working Papers 96-05, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
5. F. Forges & E. Minelli, 1996. "Self-fulfilling Mechanisms in Bayesian Games," THEMA Working Papers 96-24, 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 9518, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..

1994

1. Forges, Franoise, 1994. "DiffŽrences d'information, solutions concurrentielles et stratŽgies rŽvŽlatrices," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1994007, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
2. FORGES, Franoise & MINELLIÊ, Enrico, 1994. "Self-Fulfilling Mechanisms in Repeated Games with Incomplete Information," CORE Discussion Papers 1994058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
3. FORGES, Franoise & MINELLIÊ, Enrico, 1994. "Self-Fulfilling Mechanisms and Rational Expectations," CORE Discussion Papers 1994044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1991

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

1990

1. Francoise Forges, 1990. "Trading Games With Asymmetric Information," Discussion Papers 880, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
2. Forges, F., 1990. "Some Thoughts on Efficiency and Information," CORE Discussion Papers 1990071, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
3. FORGES, Franoise, 1990. "Sunspot equilibrium as a game-theoretical solution concept," CORE Discussion Papers 1990029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1989

1. Forges, Franoise & Thisse, Jacques-Franois, 1989. "Game Theory and Industrial Economics. An Introduction," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1989004, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

1988

1. FORGES, Franoise, 1988. "Repeated games of incomplete information: non-zero-sum," CORE Discussion Papers 1988005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2. FORGES, Franoise, 1988. "Infinitely repeated games with incomplete information," CORE Discussion Papers 1988006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
3. FORGES, Franoise, 1988. "Non-zero sum repeated games and information transmission," CORE Discussion Papers 1988025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1987

1. Forges, F., 1987. "Universal mechanisms," CORE Discussion Papers 1987004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
2. Forges, F., 1987. "Can sunspots replace a mediator ?," CORE Discussion Papers 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 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 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 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 1984012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
4. Forges, F., 1984. "An approach to communication equilibria," CORE Discussion Papers 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 99-009, New York University, Leonard N. Stern School of Business-. [Downloadable!]
2. Elyès Jouini ; P, F, Koehl ; Nizar Touzi, . "Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay," Working Papers 97-44, Centre de Recherche en Economie et Statistique. [Downloadable!]
3. A, Bizid ; Elyès Jouini ; P, F, Koehl, . "Pricing of Non-redundant Derivatives in a Complete Market," Working Papers 97-51, Centre de Recherche en Economie et Statistique. [Downloadable!]
4. Elyès Jouini, . "Price Functionals with Bid-Ask Spreads : An Axiomatic Approach," Working Papers 97-05, Centre de Recherche en Economie et Statistique. [Downloadable!]
5. A, Bizid ; Elyès Jouini ; P, F, Koehl, . "Pricing in Incomplete Markets : An Equilibrium Approach," Working Papers 97-41, Centre de Recherche en Economie et Statistique. [Downloadable!]
6. Elyès Jouini ; Hédi Kallal, . "Efficient Trading Strategies in the Presence of Market Frictions," Working Papers 98-31, Centre de Recherche en Economie et Statistique. [Downloadable!]
7. Elyès Jouini ; Hédi Kallal ; Clotilde Napp, . "Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities," Working Papers 98-28, Centre de Recherche en Economie et Statistique. [Downloadable!]
8. Elyès Jouini ; Clotilde Napp, . "Contiuous Time Equilibrium Pricing of Nonredundant Assets," Working Papers 98-30, Centre de Recherche en Economie et Statistique. [Downloadable!]
9. L, Carassus ; H, Pham ; E, Jouini, . "Arbitrage and Super-Replication Cost with Convex Constraints," Working Papers 97-57, Centre de Recherche en Economie et Statistique. [Downloadable!]
10. Elyès Jouini ; Clotilde Napp, . "Arbitrage and Investment Opportunities," Working Papers 98-29, Centre de Recherche en Economie et Statistique. [Downloadable!]
11. Elyès Jouini ; Hédi Kallal, . "Viability and Equilibrium in Securities Markets with Frictions," Working Papers 97-07, Centre de Recherche en Economie et Statistique. [Downloadable!]
12. L, Carassus ; E, Jouini, . "Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée," Working Papers 97-58, Centre de Recherche en Economie et Statistique. [Downloadable!]
13. L, Carassus ; E, Jouini, . "Un modèle discret et stochastique d’investissement avec une application aux coûts de transaction," Working Papers 97-59, Centre de Recherche en Economie et Statistique. [Downloadable!]

Journal articles

2009

1. Vincent Iehlé, 2009. "Sustainability In A Multiproduct And Multiple Agent Contestable Market," Bulletin of Economic Research, Blackwell Publishing, vol. 61(2), pages 151-164, 04. [Downloadable!] (restricted)
2. Forges, Françoise & Minelli, Enrico, 2009. "Afriat's theorem for general budget sets," Journal of Economic Theory, Elsevier, vol. 144(1), pages 135-145, January. [Downloadable!] (restricted)

2008

1. Jouini, E. & Napp, C., 2008. "On Abel's concept of doubt and pessimism," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3682-3694, November. [Downloadable!] (restricted)
2. Jouini, Elyès & Napp, Clotilde, 2008. "Are more risk averse agents more optimistic? Insights from a rational expectations model," Economics Letters, Elsevier, vol. 101(1), pages 73-76, October. [Downloadable!] (restricted)
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. [Downloadable!] (restricted)
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., vol. 23(6), pages 843-860. [Downloadable!]
5. E. Jouini & W. Schachermayer & N. Touzi, 2008. "Optimal Risk Sharing For Law Invariant Monetary Utility Functions," Mathematical Finance, Blackwell Publishing, vol. 18(2), pages 269-292. [Downloadable!] (restricted)
6. Roberto Casarin & Andrea Piva & Loriana Pelizzon, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," Icfai University Journal of Financial Economics, Icfai Press, vol. 0(1), pages 7-28, March.
7. Forges, Françoise & Koessler, Frédéric, 2008. "Long persuasion games," Journal of Economic Theory, Elsevier, vol. 143(1), pages 1-35, November. [Downloadable!] (restricted)
8. Françoise Forges & Frédéric Koessler, 2008. "Transmission stratégique de l'information et certification," Annales d'Economie et de Statistique, ADRES, issue 89, pages 01, Janvier-M.
9. Frã‰Dã‰Ric Koessler & Franã‡Oise Forges, 2008. "Multistage Communication With And Without Verifiable Types," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 145-164. [Downloadable!] (restricted)

2007

1. Elyes Jouini & Clotilde Napp, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," Review of Economic Studies, Blackwell Publishing, vol. 74(4), pages 1149-1174, October. [Downloadable!] (restricted)
2. Iehle, Vincent, 2007. "The core-partition of a hedonic game," Mathematical Social Sciences, Elsevier, vol. 54(2), pages 176-185, September. [Downloadable!] (restricted)
3. Bonnisseau, Jean-Marc & Iehle, Vincent, 2007. "Payoff-dependent balancedness and cores," Games and Economic Behavior, Elsevier, vol. 61(1), pages 1-26, October. [Downloadable!] (restricted)

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, vol. 30(7), pages 1233-1260, July. [Downloadable!] (restricted)
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, vol. 61(4), pages 345-362, December. [Downloadable!] (restricted)
3. Jouini, E. & Napp, C., 2006. "Aggregation of heterogeneous beliefs," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 752-770, September. [Downloadable!] (restricted)
4. Jouini, Ely?s & Napp, Clotilde, 2006. "Arbitrage with Fixed Costs and Interest Rate Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 41(04), pages 889-913, December. [Downloadable!]
5. Françoise Forges, 2006. "Feasible Mechanisms in Economies with Type-Dependent Endowments," Social Choice and Welfare, Springer, vol. 26(2), pages 403-419, April. [Downloadable!] (restricted)
6. Françoise Forges, 2006. "Correlated Equilibrium in Games with Incomplete Information Revisited," Theory and Decision, Springer, vol. 61(4), pages 329-344, December. [Downloadable!] (restricted)

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. [Downloadable!] (restricted)
2. Bizid, Abdelhamid & Jouini, Ely?s, 2005. "Equilibrium Pricing in Incomplete Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(04), pages 833-848, December. [Downloadable!]
3. Alessandra Iacobucci & Alain Noullez, 2005. "A Frequency Selective Filter for Short-Length Time Series," Computational Economics, Springer, vol. 25(1), pages 75-102, February. [Downloadable!] (restricted)
4. Forges, Francoise & Koessler, Frederic, 2005. "Communication equilibria with partially verifiable types," Journal of Mathematical Economics, Elsevier, vol. 41(7), pages 793-811, November. [Downloadable!] (restricted)

2004

1. Elyès Jouini & Clotilde Napp, 2004. "Conditional comonotonicity," Decisions in Economics and Finance, Springer, vol. 27(2), pages 153-166, December. [Downloadable!] (restricted)
2. Elyès Jouini & Clotilde Napp, 2004. "Convergence of utility functions and convergence of optimal strategies," Finance and Stochastics, Springer, vol. 8(1), pages 133-144, January. [Downloadable!] (restricted)
3. Elyés Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued coherent risk measures," Finance and Stochastics, Springer, vol. 8(4), pages 531-552, November. [Downloadable!] (restricted)
4. Vincent Iehlé, 2004. "Transfer rate rules and core selections in NTU games," Economics Bulletin, Economics Bulletin, vol. 3(42), pages 1-10. [Downloadable!]
5. Forges, Francoise, 2004. "The ex ante incentive compatible core of the assignment game," Mathematical Social Sciences, Elsevier, vol. 47(2), pages 135-151, March. [Downloadable!] (restricted)

2003

1. Jouini, Elyes & Napp, Clotilde, 2003. "A class of models satisfying a dynamical version of the CAPM," Economics Letters, Elsevier, vol. 79(3), pages 299-304, June. [Downloadable!] (restricted)
2. Jouini, Elyes & Napp, Clotilde, 2003. "Comonotonic processes," Insurance: Mathematics and Economics, Elsevier, vol. 32(2), pages 255-265, April. [Downloadable!] (restricted)

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. [Downloadable!] (restricted)
2. Francoise Forges & Jean-Francois Mertens & Rajiv Vohra, 2002. "The Ex Ante Incentive Compatible Core in the Absence of Wealth Effects," Econometrica, Econometric Society, vol. 70(5), pages 1865-1892, September. [Downloadable!] (restricted)

2001

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

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. [Downloadable!] (restricted)
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. [Downloadable!] (restricted)
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. [Downloadable!] (restricted)

1998

1. De Wolf, Olivier & Forges, Francoise, 1998. " Rational Choice in Strategic Environments: Further Observations," Scandinavian Journal of Economics, Blackwell Publishing, vol. 100(2), pages 529-35, June. [Downloadable!] (restricted)
2. Forges, Francoise & Minelli, Enrico, 1998. "Self-Fulfilling Mechanisms in Bayesian Games," Games and Economic Behavior, Elsevier, vol. 25(2), pages 292-310, November. [Downloadable!] (restricted)

1997

1. E. Jouini, P.-F. Koehl, N. Touzi, 1997. "Incomplete markets, transaction costs and liquidity effects," European Journal of Finance, Taylor and Francis Journals, vol. 3(4), pages 325-347, December. [Downloadable!] (restricted)
2. Forges, Francoise & Minelli, Enrico, 1997. "A Property of Nash Equilibria in Repeated Games with Incomplete Information," Games and Economic Behavior, Elsevier, vol. 18(2), pages 159-175, February. [Downloadable!] (restricted)
3. Forges, Francoise & Minelli, Enrico, 1997. "Self-Fulfilling Mechanisms and Rational Expectations," Journal of Economic Theory, Elsevier, vol. 75(2), pages 388-406, August. [Downloadable!] (restricted)

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, ADRES, issue 44, pages 07, Octobre-D. [Downloadable!]

1995

1. Jouini Elyes & Kallal Hedi, 1995. "Martingales and Arbitrage in Securities Markets with Transaction Costs," Journal of Economic Theory, Elsevier, vol. 66(1), pages 178-197, June. [Downloadable!] (restricted)
2. Forges, Francoise & Peck, James, 1995. "Correlated Equilibrium and Sunspot Equilibrium," Economic Theory, 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, vol. 46(1), pages 27-31, September. [Downloadable!] (restricted)
2. Forges Francoise, 1994. "Posterior Efficiency," Games and Economic Behavior, Elsevier, vol. 6(2), pages 238-261, March. [Downloadable!] (restricted)

1993

1. Jouini, Elyes & Kallal, Hedi, 1993. "General equilibrium with producers and brokers : Existence and regularity," Economics Letters, Elsevier, vol. 41(3), pages 257-263. [Downloadable!] (restricted)
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. [Downloadable!] (restricted)

1992

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

1990

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

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. [Downloadable!] (restricted)

1988

1. Jouini, Elyes, 1988. "A remark on Clarke's normal cone and the marginal cost pricing rule," Journal of Mathematical Economics, Elsevier, vol. 17(2-3), pages 309-315, April. [Downloadable!] (restricted)
2. Forges, Francoise, 1988. "Can sunspots replace a mediator?," Journal of Mathematical Economics, Elsevier, vol. 17(4), pages 347-368, September. [Downloadable!] (restricted)

1986

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

Chapters

1992

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

This page was last updated on 2009-12-2.