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Information about:
Elyès Jouini

Personal Details | Affiliation | Works
This is information that was supplied by Elyès Jouini in registering through RePEc. If you are Elyès Jouini , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Elyès
Middle Name:
Last Name: Jouini
Suffix:

RePEc Short-ID: pjo50

Email:
Homepage: http://www.ceremade.dauphine.fr/~jouini/
Postal Address: Institut de Finance Université de Paris Dauphine Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex FRANCE
Phone: +33144054226

Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Elyès Jouini, 2003. "Market imperfections, equilibrium and arbitrage," Finance 0312005, EconWPA. [Downloadable!]

  2. Elyès Jouini & Hedi Kallal & Clotilde Napp, 2003. "Arbitrage with fixed costs and interest rate models," Finance 0312002, EconWPA. [Downloadable!]
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  3. Elyès Jouini & Clotilde Napp, 2003. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Finance 0312001, EconWPA. [Downloadable!]
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  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 & Walter Schachermayer, 2003. "No-arbitrage and state price deflators in a general continuous time framework," Finance 0312003, EconWPA. [Downloadable!]

  7. Bernis, G. & Jouini, E., 2000. "Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints," Papers 2000.46, Paris I - Economie Mathematique et Applications.

  8. 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!]
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  9. 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!]
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  10. 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!]
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  11. Jouini, E. & Kallal, H., 1998. "Efficient Trading Strategies in the Presence of Market Frictions," Papers 9831, Institut National de la Statistique et des Etudes Economiques-.
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  12. Carassus, L. & Jouini, E., 1998. "Un modele discret et stochastique d'investissement avec une application aux couts de transaction," Papers 98.16, Paris I - Economie Mathematique et Applications.

  13. Jouini, E. & Napp, C., 1998. "Continuous Time Equilibrium Pricing of Nonredundant Assets," Papers 9830, Institut National de la Statistique et des Etudes Economiques-.
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  14. Jouini, E. & Napp, C., 1998. "Arbitrage and Investment Opportunities," Papers 9829, Institut National de la Statistique et des Etudes Economiques-.
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  15. Jouini, E. & Kallal, H. & Napp, C., 1998. "Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities," Papers 9828, Institut National de la Statistique et des Etudes Economiques-.

  16. Carassus, L. & Jouini, E., 1997. "Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee," Papers 97.82, Paris I - Economie Mathematique et Applications.

  17. Jouini, E., 1997. "Price Functionals with Bid-Ask Spreads: An Axiomatic Approach," Papers 9705, Institut National de la Statistique et des Etudes Economiques-.
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  18. Jouini, E. & Koehl, P.F. & Touzi, N., 1995. "Incomplete markets, Transaction Costs and Liquidity Effects," Papers 9553, Institut National de la Statistique et des Etudes Economiques-.
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  19. Carassus, L. & Jouini, E., 1995. "Investment Opportunities, Short Sales Constraints and Arbitrage Opportunity," Papers 9558, Institut National de la Statistique et des Etudes Economiques-.

  20. 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!]

Articles

  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)
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  2. Selima Mansour & Elyès Jouini & Clotilde Napp, 2006. "Is There a “Pessimistic†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)
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  4. 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)
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  5. 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)
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  6. Elyès Jouini & Clotilde Napp, 2004. "Conditional comonotonicity," Decisions in Economics and Finance, Springer, vol. 27(2), pages 153-166, December. [Downloadable!] (restricted)
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  7. Jouini, Elyes & Napp, Clotilde, 2003. "Comonotonic processes," Insurance: Mathematics and Economics, Elsevier, vol. 32(2), pages 255-265, April. [Downloadable!] (restricted)
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  8. 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)
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  9. 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)

  10. Elyès Jouini, 2001. "Arbitrage and investment opportunities," Finance and Stochastics, Springer, vol. 5(3), pages 305-325. [Downloadable!] (restricted)
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  11. 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)
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  12. 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.
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  13. 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)
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  14. 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)
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  15. 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)

  16. 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)
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  17. 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)

  18. 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)

  19. 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)

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

  21. 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)
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NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (4) 2003-12-07 2003-12-07 2003-12-14 2003-12-14 Author is listed
  2. NEP-FIN: Finance (5) 2003-12-07 2003-12-07 2003-12-07 2003-12-14 2003-12-14 Author is listed
  3. NEP-MIC: Microeconomics (1) 2003-12-14
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This page was last updated on 2008-10-8.

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