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Information about:
Jean-Pierre Zigrand

Personal Details | Affiliation | Works
This is information that was supplied by Jean-Pierre Zigrand in registering through RePEc. If you are Jean-Pierre Zigrand , 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: Jean-Pierre
Middle Name:
Last Name: Zigrand
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RePEc Short-ID: pzi2

Email:
Homepage: http://accfin.lse.ac.uk/staff/zigrand/
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Phone:

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. Jean-Pierre Zigrand & Jon Danielsson, 2006. "Equilibrium Asset Pricing with Systemic Risk," FMG Discussion Papers dp561, Financial Markets Group. [Downloadable!] (restricted)
    Published as:

  2. Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson, 2006. "Consistent Measures of Risk," FMG Discussion Papers dp565, Financial Markets Group. [Downloadable!] (restricted)

  3. Jean-Pierre Zigrand & Ashley Taylor & Jon Danielsson, 2004. "(IAM Series No 004) Highwaymen or Heroes: Should Hedge Funds be Regulated?," FMG Discussion Papers dp518, Financial Markets Group. [Downloadable!] (restricted)

  4. Rahi, Rohit & Zigrand, Jean-Pierre, 2004. "Strategic Financial Innovation in Segmented Markets," CEPR Discussion Papers 4176, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  5. Jean-Pierre Zigrand & Jon Danielsson, 2003. "On time-scaling of risk and the square–root–of–time rule," FMG Discussion Papers dp439, Financial Markets Group. [Downloadable!] (restricted)
    Published as:

  6. Jean-Pierre Zigrand, 2002. "Rational Asset Pricing Implications from Realistic Trading Frictions," FMG Discussion Papers dp414, Financial Markets Group. [Downloadable!] (restricted)
    Published as:

  7. Jean-Pierre Zigrand, 2001. "Rational Limits to Arbitrage," FMG Discussion Papers dp392, Financial Markets Group. [Downloadable!] (restricted)

  8. Jean-Pierre Zigrand & Jon Danielsson & Hyun Song Shin, 2001. "Asset Price Dynamics with Value-at-Risk Constrained Traders," FMG Discussion Papers dp394, Financial Markets Group. [Downloadable!] (restricted)

  9. Jean-Pierre Zigrand, 2001. "On Physics and Finance," FMG Special Papers sp128, Financial Markets Group. [Downloadable!] (restricted)

  10. Jean-Pierre Zigrand & Jon Danielsson, 2001. "What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model," FMG Discussion Papers dp393, Financial Markets Group. [Downloadable!] (restricted)

  11. Jean-Pierre Zigrand, 1999. "Arbitrage and Endogenous Market Integration," FMG Discussion Papers dp319, Financial Markets Group. [Downloadable!] (restricted)

Articles

  1. Zigrand, Jean-Pierre, 2006. "Endogenous market integration, manipulation and limits to arbitrage," Journal of Mathematical Economics, Elsevier, vol. 42(3), pages 301-314, June. [Downloadable!] (restricted)

  2. Danielsson, Jon & Zigrand, Jean-Pierre, 2006. "On time-scaling of risk and the square-root-of-time rule," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2701-2713, October. [Downloadable!] (restricted)
    Other versions:

  3. Jean-Pierre Zigrand, 2005. "Rational Asset Pricing Implications from Realistic Trading Frictions," Journal of Business, University of Chicago Press, vol. 78(3), pages 871-892, May. [Downloadable!]
    Other versions:

  4. Danielsson, Jon & Taylor, Ashley & Zigrand, Jean-Pierre, 2005. "Highwaymen or heroes: Should hedge funds be regulated?: A survey," Journal of Financial Stability, Elsevier, vol. 1(4), pages 522-543, October. [Downloadable!] (restricted)

  5. Danielsson, Jon & Shin, Hyun Song & Zigrand, Jean-Pierre, 2004. "The impact of risk regulation on price dynamics," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1069-1087, May. [Downloadable!] (restricted)

  6. Zigrand, Jean-Pierre, 2004. "A general equilibrium analysis of strategic arbitrage," Journal of Mathematical Economics, Elsevier, vol. 40(8), pages 923-952, December. [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) 2004-02-29 2006-05-27 Author is listed
  2. NEP-FIN: Finance (2) 2006-05-27 2006-06-17 Author is listed
  3. NEP-FMK: Financial Markets (3) 2004-02-29 2006-05-27 2006-06-17 Author is listed
  4. NEP-MIC: Microeconomics (1) 2004-02-29 Author is listed
  5. NEP-RMG: Risk Management (1) 2006-06-17 Author is listed
  6. NEP-UPT: Utility Models & Prospect Theory (1) 2006-06-17 Author is listed
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This page was last updated on 2009-11-25.

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.