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Information about:
Clotilde Napp

Personal Details | Affiliation | Works
This is information that was supplied by Clotilde Napp in registering through RePEc. If you are Clotilde Napp , 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: Clotilde
Middle Name:
Last Name: Napp
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RePEc Short-ID: pna164

Email: [This author has chosen not to make the email address public]
Homepage: http://www.dauphine.fr/cereg/fiche_membre.php?id=20&nom=Napp
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Affiliation

(in no particular order)

Works

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

Working papers

  1. 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!]

  2. Elyès Jouini & Jean-Michel Marin & Clotilde Napp, 2008. "Discounting and Divergence of Opinion," Working Papers halshs-00176636_v2, HAL. [Downloadable!]

  3. Elyès Jouini & Clotilde Napp, 2007. "Strategic Beliefs," Working Papers halshs-00176622_v1, HAL. [Downloadable!]

  4. 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!]

  5. 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!]
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  6. Elyès Jouini & Clotilde Napp, 2006. "On Abel's Concept of Doubt and Pessimism," Working Papers halshs-00176611_v1, HAL. [Downloadable!]
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  7. 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!]
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  8. Clotilde Napp & Elyès Jouini, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time," Post-Print halshs-00151536_v1, HAL. [Downloadable!]

  9. 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!]
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  10. Clotilde Napp & Elyès Jouini, 2006. "Aggregation of Heterogeneous Beliefs," Post-Print halshs-00151562_v1, HAL. [Downloadable!]
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  11. Clotilde Napp & Elyès Jouini, 2005. "Arbitrage and state price deflators in a general intertemporal framework," Post-Print halshs-00151526_v1, HAL. [Downloadable!]
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  12. Elyès Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print halshs-00176465_v1, HAL. [Downloadable!]

  13. Elyès Jouini & Clotilde Napp, 2004. "Conditional Comonotonicity," Post-Print halshs-00176456_v1, HAL. [Downloadable!]
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  14. Clotilde Napp & Elyès Jouini, 2004. "Convergence of utility functions and convergence of optimal strategies," Post-Print halshs-00151579_v1, HAL. [Downloadable!]
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  15. Elyès Jouini & Clotilde Napp, 2003. "A class of models satisfying a dynamical version of the CAPM," Post-Print halshs-00167159_v1, HAL. [Downloadable!]
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  16. Elyès Jouini & Clotilde Napp, 2003. "Comonotonic Processes," Post-Print halshs-00167158_v1, HAL. [Downloadable!]
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  17. Elyès Jouini & Clotilde Napp & Walter Schachermayer, 2003. "No-arbitrage and state price deflators in a general continuous time framework," Finance 0312003, EconWPA. [Downloadable!]

  18. Elyès Jouini & Hedi Kallal & Clotilde Napp, 2003. "Arbitrage with fixed costs and interest rate models," Finance 0312002, EconWPA. [Downloadable!]
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  19. Elyès Jouini & Clotilde Napp, 2003. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Finance 0312001, EconWPA. [Downloadable!]
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  20. Elyès Jouini & Clotilde Napp, 2002. "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print halshs-00176423_v1, HAL. [Downloadable!]

  21. 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!]
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  22. 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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  23. 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!]
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  24. 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!]

Articles

  1. 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)

  2. 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)
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  3. 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!]
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  4. 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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  5. 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)

  6. 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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  7. 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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  8. 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!]
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  9. 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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  10. 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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  11. 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)
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  12. Napp, C., 2003. "The Dalang-Morton-Willinger theorem under cone constraints," Journal of Mathematical Economics, Elsevier, vol. 39(1-2), pages 111-126, February. [Downloadable!] (restricted)

  13. 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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  14. 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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  15. 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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  16. Napp, Clotilde, 2001. "Pricing issues with investment flows Applications to market models with frictions," Journal of Mathematical Economics, Elsevier, vol. 35(3), pages 383-408, June. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (2) 2003-12-07 2003-12-07 Author is listed
  2. NEP-FIN: Finance (3) 2003-12-07 2003-12-07 2003-12-07 Author is listed
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This page was last updated on 2009-11-28.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.