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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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. 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

2020

  1. Arthur Beddock & Elyès Jouini, 2020. "Live fast, die young: equilibrium and survival in large economies," PSE-Ecole d'économie de Paris (Postprint) halshs-03048812, HAL.
  2. Thomas Breda & Elyes Jouini & Clotilde Napp & Georgia Thebault, 2020. "Gender stereotypes can explain the gender-equality paradox," Post-Print halshs-03029880, HAL.
  3. Elyes Jouini, 2020. "Equilibrium pricing and market completion: a counterexample," Post-Print halshs-03048797, HAL.
  4. Galit Ashkenazi-Golan & Yevgeny Tsodikovich & Yannick Viossat, 2020. "I Want to Tell You? Maximizing Revenue in First-Price Two-Stage Auctions," AMSE Working Papers 2044, Aix-Marseille School of Economics, France.

2019

  1. Françoise Forges, 2019. "Games with incomplete information: from repetition to cheap talk and persuasion," Post-Print hal-02315317, HAL.

2018

  1. Thomas Breda & Elyes Jouini & Clotilde Napp, 2018. "Societal inequalities amplify gender gaps in math," PSE-Ecole d'économie de Paris (Postprint) hal-01745438, HAL.

2017

  1. Forges, Françoise & Horst, Ulrich, 2017. "Sender-Receiver Games with Cooperation," Rationality and Competition Discussion Paper Series 17, CRC TRR 190 Rationality and Competition.
  2. Françoise Forges, 2017. "Coopération en information incomplète: quelques modèles stratégiques," Post-Print hal-02315008, HAL.
  3. Dana, Rose-Anne & Riedel, Frank, 2017. "Intertemporal equilibria with Knightian uncertainty," Center for Mathematical Economics Working Papers 440, Center for Mathematical Economics, Bielefeld University.

2016

  1. Elyes Jouini & Dhafer Saïdane, 2016. "La finance islamique : une finance libre d’intérêt au service de la croissance," Post-Print hal-01801721, HAL.
  2. Sara Biancini & David Ettinger, 2016. "Vertical Integration and Downstream Collusion," CESifo Working Paper Series 5933, CESifo.
  3. Emmanuel Lepinette & Ilya Molchanov, 2016. "Risk Arbitrage and Hedging to Acceptability under Transaction Costs," Papers 1605.07884, arXiv.org, revised Apr 2020.

2015

  1. Elyes Jouini & Clotilde Napp, 2015. "Live fast, die young," Post-Print halshs-01250247, HAL.
    • Elyès Jouini & Clotilde Napp, 2016. "Live fast, die young," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 265-278, June.
  2. Elyes Jouini & Clotilde Napp, 2015. "Subjective expectations and medical testing," Post-Print halshs-01250242, HAL.
  3. Yannick Viossat, 2015. "Evolutionary dynamics and dominated strategies," Post-Print hal-01253535, HAL.
  4. Eliaz Kfir & Francoise Forges, 2015. "Information disclosure to Cournot duopolists," Post-Print hal-01252926, HAL.
  5. David Ettinger & Fabio Michelucci, 2015. "Creating a Winner's Curse via Jump Bids," CERGE-EI Working Papers wp537, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  6. Sofiane Aboura & Emmanuel Lépinette, 2015. "Do banks satisfy the Modigliani-Miller theorem?," Post-Print hal-01252895, HAL.
  7. Sofiane Aboura & Emmanuel Lépinette, 2015. "Les effets controversés de la régulation des banques d'investissement et de marchés," Post-Print hal-01103074, HAL.

2014

  1. Elyès Jouini & Clotilde Napp, 2014. "How to aggregate experts' discount rates: an equilibrium approach," Post-Print halshs-00927269, HAL.
  2. Elyès Jouini, 2014. "Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday," Post-Print halshs-01250269, HAL.
  3. Yannick Viossat, 2014. "Game Dynamics and Nash Equilibria," Post-Print hal-00756096, HAL.
  4. Francoise Forges & Antoine Salomon, 2014. "Bayesian repeated games and reputation," Working Papers hal-00803919, HAL.
  5. Francoise Forges & Ulrich Horst & Antoine Salomon, 2014. "Feasibility and individual rationality in two-person Bayesian games," Working Papers hal-01094061, HAL.
  6. Enrico Minelli & Françoise Forges, 2014. "Corrigendum to “Self-fulfilling mechanisms and rational expectations”," Post-Print hal-01519845, HAL.

2013

  1. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Collective risk aversion," Post-Print halshs-00559137, HAL.
  2. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "The marginal propensity to consume and multidimensional risk," Post-Print halshs-00927262, HAL.
  3. Elyès Jouini & Paul Karehnke & Clotilde Napp, 2013. "On Portfolio Choice with Savoring and Disappointment," Post-Print halshs-00927267, HAL.
  4. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "On Multivariate Prudence," Post-Print halshs-00635558, HAL.
  5. Luciano Campi & Elyès Jouini & Vincent Porte, 2013. "Efficient portfolios in financial markets with proportional transaction costs," Post-Print halshs-00664074, HAL.
  6. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes," Post-Print halshs-00927270, HAL.
  7. Yannick Viossat & Andriy Zapechelnyuk, 2013. "No-regret Dynamics and Fictitious Play," Post-Print hal-00713871, HAL.
  8. Francoise Forges & Vincent Iehlé, 2013. "Afriat's Theorem for Indivisible Goods," CESifo Working Paper Series 4498, CESifo.
  9. Francoise Forges & Guillaume Haeringer & Vincent Iehlé, 2013. "Appariement: des modèles de Lloyd Shapley à la conception de marchés d'Alvin Roth," Post-Print hal-00822561, HAL.
  10. FORGES, Françoise, 2013. "J.-F. Mertens (1946-2012): des jeux répétés à l'analyse "coût-bénéfice"," LIDAM Reprints CORE 2563, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. Françoise Forges & Johannes Horner, 2013. "Games and Incentives," Post-Print hal-02455043, HAL.
  12. Francoise Forges, 2013. "A folk theorem for Bayesian games with commitment," Post-Print hal-01252953, HAL.
  13. Sofiane Aboura & Emmanuel Lépinette, 2013. "An Alternative Model to Basel Regulation," Working Papers hal-00825018, HAL.
  14. 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.
  15. Guillaume Carlier & Rose-Anne Dana, 2013. "Pareto optima and equilibria when preferences are incompletely known," Post-Print hal-00661903, HAL.

2012

  1. Elyès Jouini & Clotilde Napp, 2012. "Behavioral biases and representative agent," Post-Print halshs-00550229, HAL.
  2. Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012. "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print halshs-00488537, HAL.
  3. Elyès Jouini & Clotilde Napp & Yannick Viossat, 2012. "Evolutionary strategic beliefs and financial markets," Post-Print halshs-00556490, HAL.
  4. Elyès Jouini & Clotilde Napp & Yannick Viossat, 2012. "Evolutionary Beliefs and Financial Markets," Post-Print halshs-00778537, HAL.
  5. Elyès Jouini, 2012. "Dans l'âme des investisseurs," Post-Print halshs-00702648, HAL.
  6. Forges, Françoise & Iehlé, Vincent, 2012. "Essential Data, Budget Sets and Rationalization," MPRA Paper 36519, University Library of Munich, Germany.
  7. Françoise Forges, 2012. "Folk theorems for Bayesian (public good) games," Post-Print hal-02447604, HAL.
  8. David Ettinger & Fabio Michelucci, 2012. "Hiding Information in Open Auctions," CERGE-EI Working Papers wp469, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  9. Irene Klein & Emmanuel Lepinette & Lavinia Ostafe, 2012. "Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs," Papers 1211.0443, arXiv.org.
  10. Irene Klein & Emmanuel Lépinette & Lavinia Ostafe, 2012. "Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs," Working Papers hal-00748568, HAL.

2011

  1. Kaouther Jouaber & Elyès Jouini, 2011. "La finance islamique est-elle une finance durable?," Post-Print halshs-00638814, HAL.
  2. Ehud Lehrer & Eilon Solan & Yannick Viossat, 2011. "Equilibrium payoffs in finite games," Post-Print hal-00361914, HAL.
  3. Yannick Viossat, 2011. "Deterministic monotone dynamics and dominated strategies," Working Papers hal-00636620, HAL.
  4. Omer Biran, 2011. "Core stable bidding rings in independent private value auctions with externalities," Working Papers halshs-00608008, HAL.
  5. Péter Vida & Francoise Forges, 2011. "Implementation of Communication Equilibria by Correlated Cheap Talk: The Two-Player Case," CESifo Working Paper Series 3360, CESifo.
  6. Françoise Forges & Roberto Serrano, 2011. "Cooperative games with incomplete information: Some open problems," Working Papers 2011-14, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  7. Emmanuel Denis & Yuri Kabanov, 2011. "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Post-Print hal-00488288, HAL.
  8. 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 halshs-00176636, HAL.
  3. Elyès Jouini & Clotilde Napp, 2010. "Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff," Post-Print halshs-00488481, HAL.
  4. Bruno Bouchard & Elyès Jouini, 2010. "Transaction Costs in Financial Models," Post-Print halshs-00703138, HAL.
  5. Jose Scheinkman & René Carmona & Erhan Cinlare & Ivar Ekeland & Elyès Jouini & Nizar Touzi, 2010. "Paris-Princeton Lectures on Mathematical Finance," Post-Print halshs-00706281, HAL.
  6. Nicolas Chopin & Alessandra Iacobucci & Jean-Michel Marin & Kerrie L. Mengersen & Christian P. Robert & Robin Ryder & Christian Schafer, 2010. "On Particle Learning," Working Papers 2010-22, Center for Research in Economics and Statistics.
  7. Yannick Viossat, 2010. "Properties and applications of dual reduction," Post-Print hal-00264031, HAL.
  8. Omer Biran, 2010. "Strategic Collusion in Auctions with Externalities," Working Papers hal-00505477, HAL.
  9. Omer Biran & Francoise Forges, 2010. "Core-stable Rings in Auctions with Independent Private Values," CESifo Working Paper Series 3067, CESifo.
  10. Françoise Forges & Ram Orzach, 2010. "Core-stable Rings in Second Price Auctions with Common Values," Working Papers 2010.119, Fondazione Eni Enrico Mattei.
  11. Arnaud Dragicevic & David Ettinger, 2010. "Private Valuation of a Public Good in Three Auction Mechanisms," CIRANO Working Papers 2010s-04, CIRANO.
  12. David Ettinger & Philippe Jehiel, 2010. "A Theory of Deception," Post-Print hal-00701286, HAL.
  13. David Ettinger, 2010. "Bidding among Friends and Enemies with Symmetric Information," Post-Print hal-00701295, HAL.
  14. Sebastien Darses & Emmanuel Denis, 2010. "Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate," Working Papers hal-00467704, HAL.
  15. Emmanuel Denis & Yuri Kabanov, 2010. "Mean square error for the Leland-Lott hedging strategy: convex pay-offs," Post-Print hal-00488278, HAL.
  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. Elyès Jouini & Olivier Pastré, 2009. "La Finance Islamique - Une solution à la crise ?," Post-Print halshs-00701937, HAL.
  3. Josef Hofbauer & Sylvain Sorin & Yannick Viossat, 2009. "Time Average Replicator and Best Reply Dynamics," Post-Print hal-00360767, HAL.
  4. Francoise Forges & Enrico Minelli, 2009. "Afriat's theorem for generalized budget sets," Post-Print hal-00360726, HAL.
  5. David Ettinger, 2009. "Takeover Contests, Toeholds and Deterrence," Post-Print hal-00702428, HAL.

2008

  1. Elyès Jouini & Clotilde Napp, 2008. "On Abel's Concept of Doubt and Pessimism," Post-Print halshs-00176611, HAL.
  2. Elyès Jouini & Selima Ben Mansour & Clotilde Napp & Jean-Michel Marin & Christian P. Robert, 2008. "Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach," Post-Print 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 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 halshs-00176630, HAL.
  5. Elyès Jouini & Clotilde Napp, 2008. "Aggregation of Discount Rates: an Equilibrium Approach," Working Papers halshs-00394035, HAL.
  6. Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008. "Are risk agents more optimistic? A Bayesian estimation approach," Post-Print hal-00359613, HAL.
  7. Yannick Viossat, 2008. "Evolutionary Dynamics May Eliminate All Strategies Used in Correlated Equilibria," Post-Print hal-00360756, HAL.
  8. Yannick Viossat, 2008. "Is Having a Unique Equilibrium Robust?," Post-Print hal-00361891, HAL.
  9. Francoise Forges & Frédéric Koessler, 2008. "Transmission stratégique de l'information et certification," Post-Print hal-00360746, HAL.
  10. Francoise Forges & Bernhard von Stengel, 2008. "Extensive form correlated equilibrium: definition and computational complexity," Post-Print hal-00360729, HAL.
  11. David Ettinger, 2008. "Privatisation des sociétés d'autoroute et marché aval," Post-Print hal-00702431, HAL.
  12. David Ettinger, 2008. "Auctions and shareholdings," Post-Print hal-00701303, HAL.

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 halshs-00705303, HAL.
  7. Elyès Jouini & Maximilien Nayaradou, 2007. "Risques : prise de décision individuelle et collective," Post-Print halshs-00704639, HAL.
  8. Elyès Jouini & Clotilde Napp, 2007. "Financial Markets with Heterogeneous Beliefs," Post-Print halshs-00163475, HAL.
  9. Elyès Jouini & Clotilde Napp, 2007. "Attentes Stratégiques," Post-Print halshs-00163469, HAL.
  10. Elyès Jouini & Clotilde Napp, 2007. "Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs," Post-Print halshs-00163606, HAL.
  11. Yannick Viossat, 2007. "The replicator dynamics does not lead to correlated equilibria," Post-Print hal-00664293, HAL.
  12. Francoise Forges & Riham Barbar, 2007. "Collusion dans les enchères: quelques apports de jeux coopératifs," Post-Print hal-00360742, HAL.
  13. Francoise Forges, 2007. "Leonid Hurwicz, Eric Maskin, Roger Myerson et la théorie des mécanismes," Post-Print hal-02276813, HAL.
  14. Rose-Anne Dana & Cuong Le Van, 2007. "Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188761, HAL.

2006

  1. Elyès Jouini & Walter Schachermayer & Nizar Touzi, 2006. "Law Invariant Risk Measures Have the Fatou Property," Post-Print 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 halshs-00151569, HAL.
  3. Clotilde Napp & Elyès Jouini, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time," Post-Print halshs-00151536, HAL.
  4. Clotilde Napp & Elyès Jouini, 2006. "Aggregation of Heterogeneous Beliefs," Post-Print halshs-00151562, HAL.
  5. Elyès Jouini & Clotilde Napp, 2006. "Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles," Post-Print halshs-00163481, HAL.
  6. Elyès Jouini & Selima Benmansour & Clotilde Napp, 2006. "Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion," Post-Print halshs-00163595, HAL.
  7. Selima Benmansour & Elyès Jouini & Clotilde Napp, 2006. "Is there a pessimistic bias in individual beliefs ? Evidence from survey dat," Post-Print halshs-00163694, HAL.
  8. Selima Benmansour & Elyès Jouini & Clotilde Napp, 2006. "Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence," Post-Print halshs-00163462, HAL.
  9. Selima Benmansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian P. Robert, 2006. "Are risk averse agents more optimistic ?," Post-Print halshs-00163619, HAL.
  10. Viossat, Yannick, 2006. "The Geometry of Nash Equilibria and Correlated Equilibria and a Generalization of Zero-Sum Games," SSE/EFI Working Paper Series in Economics and Finance 641, Stockholm School of Economics.
  11. Francoise Forges & Frédéric Koessler, 2006. "Long Persuasion Games," CESifo Working Paper Series 1669, CESifo.
  12. Francoise Forges, 2006. "The Ex Ante Incentive Compatible Core in Exchange Economies with and without Indivisibilities," CESifo Working Paper Series 1686, CESifo.
  13. 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.
  14. Francoise Forges & Enrico Minelli, 2006. "Afriat’s Theorem for General Budget Sets," CESifo Working Paper Series 1703, CESifo.
  15. 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.
  16. FORGES, Françoise, 2006. "Correlated equilibrium in games with incomplete information revisited," LIDAM Discussion Papers CORE 2006041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  17. Francoise Forges, 2006. "Feasible mechanisms in economies with type-dependent endowments," Post-Print hal-00360744, HAL.

2005

  1. Clotilde Napp & Elyès Jouini, 2005. "Conditional Comonotonicity," Post-Print halshs-00151516, HAL.
  2. Clotilde Napp & Elyès Jouini, 2005. "Arbitrage and state price deflators in a general intertemporal framework," Post-Print 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. Philippe Jehiel & David Ettinger, 2005. "Towards a theory of deception," PSE Working Papers halshs-00590767, HAL.

2004

  1. Clotilde Napp & Elyès Jouini, 2004. "Convergence of utility functions and convergence of optimal strategies," Post-Print halshs-00151579, HAL.
  2. Elyès Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print 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. 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).
  5. Yannick Viossat, 2004. "Replicator Dynamics and Correlated Equilibrium," Working Papers hal-00242953, HAL.

2003

  1. Elyès Jouini & Hedi Kallal & Clotilde Napp, 2003. "Arbitrage with fixed costs and interest rate models," Finance 0312002, University Library of Munich, Germany.
  2. Elyès Jouini & Clotilde Napp & Walter Schachermayer, 2003. "No-arbitrage and state price deflators in a general continuous time framework," Finance 0312003, University Library of Munich, Germany.
  3. Elyès Jouini, 2003. "Market imperfections, equilibrium and arbitrage," Finance 0312005, University Library of Munich, Germany.
  4. Elyès Jouini & Abdelhamid Bizid, 2003. "Equilibrium Pricing in Incomplete Markets," Finance 0312004, University Library of Munich, Germany.
  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, University Library of Munich, Germany.
  6. Elyès Jouini & Clotilde Napp, 2003. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Finance 0312001, University Library of Munich, Germany.
  7. Elyès Jouini & Clotilde Napp, 2003. "Comonotonic Processes," Post-Print halshs-00167158, HAL.
  8. Elyès Jouini, 2003. "Convergence of the equilibrium prices in a family of financial models," Post-Print halshs-00167153, HAL.
  9. Elyès Jouini & Clotilde Napp, 2003. "A class of models satisfying a dynamical version of the CAPM," Post-Print halshs-00167159, HAL.
  10. Elyès Jouini & Marie Chazal & Rabah Tharaoui, 2003. "Production planning and inventories optimization with a general storage cost function," Post-Print halshs-00167148, HAL.
  11. Alessandra Iacobucci, 2003. "Spectral Analysis for Economic Time Series," Documents de Travail de l'OFCE 2003-07, Observatoire Francais des Conjonctures Economiques (OFCE).
  12. Yannick Viossat, 2003. "Elementary Games and Games Whose Correlated Equilibrium Polytope Has Full Dimension," Working Papers hal-00242991, HAL.
  13. Yannick Viossat, 2003. "Properties of Dual Reduction," Working Papers hal-00242992, HAL.
  14. Yannick Viossat, 2003. "Geometry, Correlated Equilibria and Zero-Sum Games," Working Papers hal-00242993, HAL.
  15. 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.
  16. David Ettinger, 2003. "Bidding among Friends and Enemies," Working Papers 2003.23, Fondazione Eni Enrico Mattei.
  17. David Ettinger, 2003. "Efficiency in auctions with crossholdings," Post-Print hal-00702434, HAL.

2002

  1. Elyès Jouini & Clotilde Napp, 2002. "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print 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 halshs-00167152, HAL.
  2. Elyès Jouini & Clotilde Napp, 2001. "Market models with frictions : arbitrage and pricing issues," Post-Print halshs-00176417, HAL.
  3. Elyès Jouini & Abdelhamid Bizid, 2001. "Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach," Post-Print halshs-00167147, HAL.
  4. 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 2000.46, Université Panthéon-Sorbonne (Paris 1).
  2. Elyès Jouini, 2000. "Generalized Lipschitz functions," Post-Print halshs-00167146, HAL.
  3. Elyès Jouini & Laurence Carassus, 2000. "A discrete stochastic model for investment withan application to the transaction costs case," Post-Print halshs-00167143, HAL.
  4. 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.
  5. 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 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 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 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 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 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 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 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 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 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 98-28, Center for Research in Economics and Statistics.
  3. Elyès Jouini & Laurence Carassus, 1998. "Investment and arbitrage opportunities with short sales constraints," Post-Print halshs-00167140, HAL.
  4. 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..
  5. Forges, F., 1998. "Ex Post Individually Rational Trading Mechanisms," Papers 9810, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  6. Feldmann, David & Härdle, Wolfgang Karl & 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 97.82, Université Panthéon-Sorbonne (Paris 1).
  2. Elyès Jouini & Pf. Koehl & Nizar Touzi, 1997. "Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay," Working Papers 97-44, Center for Research in Economics and Statistics.
  3. A, Bizid & Elyès Jouini & Pf. Koehl, 1997. "Pricing in Incomplete Markets : An Equilibrium Approach," Working Papers 97-41, Center for Research in Economics and Statistics.
  4. L, Carassus & H, Pham & E, Jouini, 1997. "Arbitrage and Super-Replication Cost with Convex Constraints," Working Papers 97-57, Center for Research in Economics and Statistics.
  5. Elyès Jouini & Pierre-François Koehl & Nizar Touzi, 1997. "Incomplete markets, transaction costs and liquidity effects," Post-Print halshs-00167139, HAL.
  6. Elyès Jouini, 1997. "Arbitrage et imperfections de marché," Post-Print halshs-00175916, HAL.

1996

  1. Elyès Jouini, 1996. "unicité et stabilité de l'équilibre dans une économie de production avec règle de tarfication marginale : les cas convexe et non-convexe," Post-Print halshs-00175893, HAL.
  2. Elyès Jouini, 1996. "Produits dérivés, contrôle des risques et réglementation," Post-Print halshs-00175896, HAL.
  3. 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..
  4. 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..
  5. 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.
  6. Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996. "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange) 9616, CEPREMAP.
  7. Dana, Rose-Anne & Le Van, Cuong, 1996. "Arbitrage, duality and asset equilibria," CEPREMAP Working Papers (Couverture Orange) 9613, CEPREMAP.

1995

  1. Elyès Jouini & Hedi Kallal, 1995. "Martingale and Arbitrage in securities markets with transaction cost," Post-Print halshs-00167138, HAL.
  2. Elyès Jouini & Hedi Kallal, 1995. "Arbitrage in securities markets with shortsale constraints," Post-Print halshs-00175889, HAL.
  3. 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..
  4. DE WOLF , Olivier & FORGES , Françoise, 1995. "On Strategic Equilibria and Rational Choice," LIDAM Discussion Papers CORE 1995048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Françoise FORGES, 1995. "Différences d’information, solutions concurentielles et stratégies révélatrices," Discussion Papers (REL - Recherches Economiques de Louvain) 1995014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).

1994

  1. FORGES, Françoise & MINELLI , Enrico, 1994. "Self-Fulfilling Mechanisms in Repeated Games with Incomplete Information," LIDAM Discussion Papers CORE 1994058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Dana, R.A. & Le Van, C. & Magnien, F., 1994. "General equilibrium in asset markets with or without short-selling," Discussion Paper 1994-92, Tilburg University, Center for Economic Research.

1993

  1. Elyès Jouini, 1993. "The graph of the Walras correspondence, The production economies case," Post-Print halshs-00167136, HAL.
  2. Elyès Jouini, 1993. "General equilibrium with producers and brokers Existence and regularity," Post-Print halshs-00167137, HAL.
  3. FORGES , Françoise, 1993. "Five Legitimate Definitions of Correlated Equilibrium in Games with Incomplete Information," LIDAM Discussion Papers CORE 1993009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. FORGES , Françoise, 1993. "A Note on Pareto Optimality in Differential Information Economies," LIDAM Discussion Papers CORE 1993043, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1992

  1. Elyès Jouini, 1992. "Structure de l'ensemble des équilibres d'une économie productive," Post-Print halshs-00175864, HAL.
  2. Elyès Jouini, 1992. "Existence of equilibria in nonconvex economies without free disposal," Post-Print halshs-00167135, HAL.
  3. Elyès Jouini, 1992. "An Index Theorem for Nonconvex Production Economies," Post-Print halshs-00175857, HAL.

1991

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

1990

  1. Elyès Jouini, 1990. "Functions with constant generalized gradient," Post-Print halshs-00175848, HAL.
  2. Francoise Forges, 1990. "Trading Games With Asymmetric Information," Discussion Papers 880, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  3. Forges, F., 1990. "Some Thoughts on Efficiency and Information," LIDAM Discussion Papers CORE 1990071, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. FORGES, Françoise, 1990. "Sunspot equilibrium as a game-theoretical solution concept," LIDAM Discussion Papers CORE 1990029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. FORGES, Françoise, 1990. "Correlated equilibrium in two-person zero-sum games," LIDAM Reprints CORE 883, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. FORGES, Françoise, 1990. "Repeated games with incomplete information," LIDAM Reprints CORE 933, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. FORGES, Françoise, 1990. "Equilibria with communication in a job market example," LIDAM Reprints CORE 885, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1989

  1. Elyès Jouini, 1989. "A Remark On Clarke'S Normal Cone And The Marginal Cost Pricing Rule," Post-Print halshs-00167132, HAL.

1988

  1. FORGES, Françoise, 1988. "Repeated games of incomplete information: non-zero-sum," LIDAM Discussion Papers CORE 1988005, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. FORGES, Françoise, 1988. "Infinitely repeated games with incomplete information," LIDAM Discussion Papers 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," LIDAM Discussion Papers CORE 1988025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. FORGES, Françoise, 1988. "Communication equilibria in repeated games with incomplete information," LIDAM Reprints CORE 809, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Le Van Cuong & Dana Rose-anne, 1988. "Note on the bellman equation of the overtaking criterion (a)," CEPREMAP Working Papers (Couverture Orange) 8820, CEPREMAP.

1987

  1. Forges, F., 1987. "Universal mechanisms," LIDAM Discussion Papers CORE 1987004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Forges, F., 1987. "Can sunspots replace a mediator ?," LIDAM Discussion Papers CORE 1987045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Dana Rose-anne & Le Van Cuong, 1987. "On the structure of pareto-optima in an infinite horizon economy where agents have recursive preferences," CEPREMAP Working Papers (Couverture Orange) 8711, CEPREMAP.
  4. Dana Rose-anne & Le Van Cuong, 1987. "Optimal growth and pareto-optimality," CEPREMAP Working Papers (Couverture Orange) 8723, CEPREMAP.

1986

  1. Forges, F., 1986. "Negotiation without a deadline:a job market example," LIDAM Discussion Papers CORE 1986039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Forges, F. & Mertens, J.F. & Neyman, A., 1986. "A counterexample to the folk theorem with discounting," LIDAM Reprints CORE 673, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. FORGES, Françoise, 1986. "Correlated equilibria in repeated games with lack of information on one side: a model with verifiable types," LIDAM Reprints CORE 700, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1985

  1. FORGES, Françoise, 1985. "Correlated equilibria in a class of repeated games with incomplete information," LIDAM Reprints CORE 663, 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)," LIDAM Discussion Papers 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)," LIDAM Discussion Papers 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)," LIDAM Discussion Papers CORE 1984012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Forges, F., 1984. "An approach to communication equilibria," LIDAM Discussion Papers CORE 1984035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. Forges, F., 1984. "Note on Nash equilibria in infinitely repeated games with incomplete information," LIDAM Reprints CORE 573, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. Dana, Rose-Anne & Florenzano, Monique & Le Van, Cuong & Lévy, Dominique, 1984. "Production prices and general equilibrium prices," CEPREMAP Working Papers (Couverture Orange) 8422, CEPREMAP.

1982

  1. FORGES, Françoise, 1982. "Infinitely repeated games of incomplete information: symmetric case with random signals," LIDAM Reprints CORE 503, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

1981

  1. Dana Rose-anne & Malgrange Pierre, 1981. "On a discrete version of kaldor's 1940 cycle model," CEPREMAP Working Papers (Couverture Orange) 8113, CEPREMAP.

Undated

  1. Elyes Jouini & Pierre-Francois Koehl, "undated". "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-.

Journal articles

2023

  1. Galit Ashkenazi-Golan & Yevgeny Tsodikovich & Yannick Viossat, 2023. "I want to tell you? Maximizing revenue in first-price two-stage auctions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(4), pages 1329-1362, November.

2020

  1. Thomas Breda & Elyès Jouini & Clotilde Napp & Georgia Thebault, 2020. "Gender stereotypes can explain the gender-equality paradox," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 117(49), pages 31063-31069, December.
  2. Elyes Jouini, 2020. "Equilibrium pricing and market completion: a counterexample," Economics Bulletin, AccessEcon, vol. 40(3), pages 1963-1969.
  3. Jessica Cunningham & Frank Thuijsman & Ralf Peeters & Yannick Viossat & Joel Brown & Robert Gatenby & Kateřina Staňková, 2020. "Optimal control to reach eco-evolutionary stability in metastatic castrate-resistant prostate cancer," PLOS ONE, Public Library of Science, vol. 15(12), pages 1-24, December.
  4. Françoise Forges, 2020. "Games with Incomplete Information: From Repetition to Cheap Talk and Persuasion," Annals of Economics and Statistics, GENES, issue 137, pages 3-30.

2019

  1. Elyès Jouini, 2019. "Tarifer un risque dont l’intensité est diversement perçue," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 21-43.

2018

  1. Elyès Jouini & Clotilde Napp, 2018. "The Impact of Health-Related Emotions on Belief Formation and Behavior," Theory and Decision, Springer, vol. 84(3), pages 405-427, May.
  2. Jouini, Elyès & Karehnke, Paul & Napp, Clotilde, 2018. "Stereotypes, underconfidence and decision-making with an application to gender and math," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 34-45.
  3. Forges, Françoise & Horst, Ulrich, 2018. "Sender–receiver games with cooperation," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 52-61.

2017

  1. Françoise Forges, 2017. "Coopération en information incomplète : quelques modèles stratégiques," Revue d'économie politique, Dalloz, vol. 127(4), pages 467-493.

2016

  1. Elyès Jouini & Clotilde Napp, 2016. "Live fast, die young," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 265-278, June.
  2. Françoise Forges & Ulrich Horst & Antoine Salomon, 2016. "Feasibility and individual rationality in two-person Bayesian games," International Journal of Game Theory, Springer;Game Theory Society, vol. 45(1), pages 11-36, March.
  3. David Ettinger & Fabio Michelucci, 2016. "Creating a winner’s curse via jump bids," Review of Economic Design, Springer;Society for Economic Design, vol. 20(3), pages 173-186, September.
  4. Dimitri Vallière & Yuri Kabanov & Emmanuel Lépinette, 2016. "Consumption-investment problem with transaction costs for Lévy-driven price processes," Finance and Stochastics, Springer, vol. 20(3), pages 705-740, July.

2015

  1. Jouini, Elyès & Napp, Clotilde, 2015. "Gurus and belief manipulation," Economic Modelling, Elsevier, vol. 49(C), pages 11-18.
  2. Jouini, Elyès & Napp, Clotilde, 2015. "Subjective expectations and medical testing," Economics Letters, Elsevier, vol. 135(C), pages 39-41.
  3. Yannick Viossat, 2015. "Evolutionary dynamics and dominated strategies," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(1), pages 91-113, April.
  4. Eliaz, Kfir & Forges, Françoise, 2015. "Information disclosure to Cournot duopolists," Economics Letters, Elsevier, vol. 126(C), pages 167-170.
  5. Salomon, Antoine & Forges, Françoise, 2015. "Bayesian repeated games and reputation," Journal of Economic Theory, Elsevier, vol. 159(PA), pages 70-104.
  6. Romuald Elie & Emmanuel Lépinette, 2015. "Approximate hedging for nonlinear transaction costs on the volume of traded assets," Finance and Stochastics, Springer, vol. 19(3), pages 541-581, July.
  7. Sofiane Aboura & Emmanuel Lépinette, 2015. "Do banks satisfy the Modigliani-Miller theorem?," Economics Bulletin, AccessEcon, vol. 35(2), pages 924-935.

2014

  1. Jouini, Elyès & Napp, Clotilde, 2014. "How to aggregate experts' discount rates: An equilibrium approach," Economic Modelling, Elsevier, vol. 36(C), pages 235-243.
  2. Elyès Jouini & Paul Karehnke & Clotilde Napp, 2014. "On Portfolio Choice with Savoring and Disappointment," Management Science, INFORMS, vol. 60(3), pages 796-804, March.
  3. Forges, Françoise & Iehlé, Vincent, 2014. "Afriat’s theorem for indivisible goods," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 1-6.
  4. Forges, Françoise, 2014. "Interview With Jean-François Mertens (1946–2012)," Macroeconomic Dynamics, Cambridge University Press, vol. 18(8), pages 1832-1853, December.
  5. Emmanuel Lépinette & Tuan Tran, 2014. "Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs," Applied Mathematical Finance, Taylor & Francis Journals, vol. 21(4), pages 313-341, September.
  6. Irene Klein & Emmanuel Lépinette & Lavinia Perez-Ostafe, 2014. "Asymptotic arbitrage with small transaction costs," Finance and Stochastics, Springer, vol. 18(4), pages 917-939, October.

2013

  1. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013. "On multivariate prudence," Journal of Economic Theory, Elsevier, vol. 148(3), pages 1255-1267.
  2. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Collective risk aversion," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, 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, 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, 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, vol. 47(2), pages 199-224, October.
  6. Viossat, Yannick & Zapechelnyuk, Andriy, 2013. "No-regret dynamics and fictitious play," Journal of Economic Theory, Elsevier, vol. 148(2), pages 825-842.
  7. , & ,, 2013. "Implementation of communication equilibria by correlated cheap talk: The two-player case," Theoretical Economics, Econometric Society, vol. 8(1), January.
  8. Forges, Françoise, 2013. "A folk theorem for Bayesian games with commitment," Games and Economic Behavior, Elsevier, vol. 78(C), pages 64-71.
  9. Françoise Forges & Vincent Iehlé, 2013. "Essential data, budget sets and rationalization," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(3), pages 449-461, November.
  10. 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, vol. 123(5), pages 663-696.
  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., vol. 15(02), pages 1-17.
  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, 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, vol. 123(7), pages 2475-2499.

2012

  1. Elyès Jouini & Clotilde Napp, 2012. "Behavioral biases and the representative agent," Theory and Decision, Springer, vol. 73(1), pages 97-123, July.
  2. Françoise Forges, 2012. "J.-F. Mertens (1946-2012) : des jeux répétés à l'analyse « coût-bénéfice »," Revue française d'économie, Presses de Sciences-Po, vol. 0(3), pages 19-34.
  3. Paolo Guasoni & Emmanuel Lépinette & Miklós Rásonyi, 2012. "The fundamental theorem of asset pricing under transaction costs," Finance and Stochastics, Springer, vol. 16(4), pages 741-777, October.
  4. Emmanuel Denis & Yuri Kabanov, 2012. "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Finance and Stochastics, Springer, vol. 16(1), pages 135-154, January.
  5. Emmanuel Bacry & Marc Hoffmann & Mathieu Rosenbaum, 2012. "Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 685-689, April.
  6. Carlier, G. & Dana, R.-A. & Galichon, A., 2012. "Pareto efficiency for the concave order and multivariate comonotonicity," Journal of Economic Theory, Elsevier, vol. 147(1), pages 207-229.

2011

  1. Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2011. "Financial Markets Equilibrium with Heterogeneous Agents," Review of Finance, 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, 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, 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, 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, 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, vol. 54(3), pages 698-710, March.
  4. Yannick Viossat, 2010. "Properties and applications of dual reduction," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 44(1), pages 53-68, July.
  5. David Ettinger & Philippe Jehiel, 2010. "A Theory of Deception," American Economic Journal: Microeconomics, American Economic Association, vol. 2(1), pages 1-20, February.
  6. David Ettinger, 2010. "Bidding among Friends and Enemies with Symmetric Information," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 166(2), pages 365-385, June.
  7. Emmanuel Denis & Yuri Kabanov, 2010. "Mean square error for the Leland–Lott hedging strategy: convex pay-offs," Finance and Stochastics, Springer, vol. 14(4), pages 625-667, December.
  8. Emmanuel Denis, 2010. "Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs," Applied Mathematical Finance, Taylor & Francis Journals, vol. 17(6), pages 491-518.

2009

  1. Forges, Françoise & Minelli, Enrico, 2009. "Afriat's theorem for general budget sets," Journal of Economic Theory, Elsevier, vol. 144(1), pages 135-145, January.
  2. David Ettinger, 2009. "Takeover Contests, Toeholds and Deterrence," Scandinavian Journal of Economics, Wiley Blackwell, vol. 111(1), pages 103-124, March.
  3. D. Vallière & E. Denis & Y. Kabanov, 2009. "Hedging of American options under transaction costs," Finance and Stochastics, 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, 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, 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., 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, vol. 18(2), pages 269-292, April.
  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, 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, vol. 56(1), pages 27-43, July.
  9. Forges, Françoise & Koessler, Frédéric, 2008. "Long persuasion games," Journal of Economic Theory, Elsevier, vol. 143(1), pages 1-35, November.
  10. Frédéric Koessler & Françoise Forges, 2008. "Transmission stratégique de l'information et certification," Annals of Economics and Statistics, GENES, 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., vol. 10(02), pages 145-164.
  12. David Ettinger, 2008. "Auctions and Shareholdings," Annals of Economics and Statistics, GENES, issue 90, pages 233-257.
  13. David Ettinger, 2008. "Privatisation des sociétés d'autoroute et marché aval," Annals of Economics and Statistics, GENES, issue 89, pages 63-90.
  14. G. Carlier & R. Dana, 2008. "Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(2), pages 189-223, August.

2007

  1. Elyès Jouini & Clotilde Napp, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1149-1174.
  2. Viossat, Yannick, 2007. "The replicator dynamics does not lead to correlated equilibria," Games and Economic Behavior, Elsevier, vol. 59(2), pages 397-407, May.
  3. Riham Barbar & Françoise Forges, 2007. "Collusion dans les enchères. Quelques apports des jeux coopératifs," Revue économique, Presses de Sciences-Po, vol. 58(5), pages 965-984.
  4. Françoise Forges, 2007. "Leonid Hurwicz, Eric Maskin, Roger Myerson et la Théorie des Mécanismes," Revue d'économie politique, Dalloz, vol. 117(6), pages 873-890.
  5. Dana, Rose-Anne & Scarsini, Marco, 2007. "Optimal risk sharing with background risk," Journal of Economic Theory, Elsevier, vol. 133(1), pages 152-176, March.
  6. Carlier, G. & Dana, R.-A., 2007. "Are generalized call-spreads efficient?," Journal of Mathematical Economics, Elsevier, vol. 43(5), pages 581-596, June.

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.
  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.
  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, vol. 41(4), pages 889-913, December.
  5. Françoise Forges, 2006. "Feasible Mechanisms in Economies with Type-Dependent Endowments," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 26(2), pages 403-419, April.
  6. Françoise Forges, 2006. "Correlated Equilibrium in Games with Incomplete Information Revisited," Theory and Decision, 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, vol. 40(4), pages 833-848, December.
  3. Alessandra Iacobucci & Alain Noullez, 2005. "A Frequency Selective Filter for Short-Length Time Series," Computational Economics, Springer;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.
  5. Rose‐Anne Dana, 2005. "A Representation Result For Concave Schur Concave Functions," Mathematical Finance, Wiley Blackwell, vol. 15(4), pages 613-634, October.
  6. Carlier, G. & Dana, R.-A., 2005. "Rearrangement inequalities in non-convex insurance models," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 483-503, August.

2004

  1. Elyès Jouini & Clotilde Napp, 2004. "Conditional comonotonicity," Decisions in Economics and Finance, Springer;Associazione per la Matematica, 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, vol. 8(1), pages 133-144, January.
  3. Elyés Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued coherent risk measures," Finance and Stochastics, Springer, vol. 8(4), pages 531-552, November.
  4. Elyes Jouini & Jean-Paul Pollin, 2004. "Éditorial," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 9-16.
  5. Elyes Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 125-137.
  6. Forges, Francoise, 2004. "The ex ante incentive compatible core of the assignment game," Mathematical Social Sciences, Elsevier, vol. 47(2), pages 135-151, March.
  7. Gloter, A. & Hoffmann, M., 2004. "Stochastic volatility and fractional Brownian motion," Stochastic Processes and their Applications, Elsevier, vol. 113(1), pages 143-172, September.
  8. Rose-Anne Dana, 2004. "Ambiguity, uncertainty aversion and equilibrium welfare," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(3), pages 569-587, March.

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.
  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, vol. 80(1), pages 1-7, July.
  4. Guillaume Carlier & Rose-Anne Dana, 2003. "Pareto efficient insurance contracts when the insurer's cost function is discontinuous," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(4), pages 871-893, June.

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, 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, vol. 97(1), pages 147-170, January.

2001

  1. Jouini, Elyes & Kallal, Hedi, 2001. "Efficient Trading Strategies in the Presence of Market Frictions," The Review of Financial Studies, Society for Financial Studies, vol. 14(2), pages 343-369.
  2. Elyès Jouini, 2001. "Arbitrage and investment opportunities," Finance and Stochastics, 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. A. Bizid & E. Jouini, 2001. "Incomplete Markets And Short-Sales Constraints: An Equilibrium Approach," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 4(02), pages 211-243.
  6. Forges, Francoise & Minelli, Enrico, 2001. "A Note on the Incentive Compatible Core," Journal of Economic Theory, Elsevier, vol. 98(1), pages 179-188, May.
  7. Aviad Heifetz & Françoise Forges & Enrico Minelli, 2001. "Incentive compatible core and competitive equilibria in differential information economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 18(2), pages 349-365.
  8. Rose-Anne Dana, 2001. "original papers : Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable," Review of Economic Design, Springer;Society for Economic Design, vol. 6(2), pages 155-173.

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.
  4. Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 191-214, October.

1999

  1. Elyès Jouini & Hédi Kallal, 1999. "Viability and Equilibrium in Securities Markets with Frictions," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 275-292, July.
  2. Hoffmann, Marc, 1999. "On nonparametric estimation in nonlinear AR(1)-models," Statistics & Probability Letters, Elsevier, vol. 44(1), pages 29-45, August.
  3. Hoffmann, Marc, 1999. "Adaptive estimation in diffusion processes," Stochastic Processes and their Applications, Elsevier, vol. 79(1), pages 135-163, January.
  4. Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999. "On the Different Notions of Arbitrage and Existence of Equilibrium," Journal of Economic Theory, Elsevier, vol. 87(1), pages 169-193, July.
  5. Dana, Rose-Anne, 1999. "Existence, uniqueness and determinacy of equilibrium in C.A.P.M. with a riskless asset," Journal of Mathematical Economics, Elsevier, vol. 32(2), pages 167-175, October.

1998

  1. Laurence Carassus & Elyès Jouini, 1998. "Investment and Arbitrage Opportunities with Short Sales Constraints," Mathematical Finance, Wiley Blackwell, vol. 8(3), pages 169-178, July.
  2. Forges, Francoise & Minelli, Enrico, 1998. "Self-Fulfilling Mechanisms in Bayesian Games," Games and Economic Behavior, Elsevier, vol. 25(2), pages 292-310, November.
  3. Olivier De Wolf & Françoise Forges, 1998. "Rational Choice in Strategic Environments: Further Observations," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(2), pages 529-535, June.

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, 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, vol. 18(2), pages 159-175, February.
  3. Forges, Francoise & Minelli, Enrico, 1997. "Self-Fulfilling Mechanisms and Rational Expectations," Journal of Economic Theory, 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, vol. 32(1), pages 11-24, February.

1996

  1. Elyès Jouini, 1996. "Produits dérivés, contrôle des risques et réglementation," Revue d'Économie Financière, Programme National Persée, vol. 37(2), pages 203-220.
  2. 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," Annals of Economics and Statistics, GENES, issue 44, pages 159-176.
  3. Dana, R. A. & Le Van, C., 1996. "Asset Equilibria in Lp spaces with complete markets: A duality approach," Journal of Mathematical Economics, Elsevier, vol. 25(3), pages 263-280.

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.
  2. Elyégs Jouini & Hédi Kallal, 1995. "Arbitrage In Securities Markets With Short‐Sales Constraints," Mathematical Finance, Wiley Blackwell, vol. 5(3), pages 197-232, July.
  3. Forges, Francoise & Peck, James, 1995. "Correlated Equilibrium and Sunspot Equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(1), pages 33-50, January.
  4. Dana, Rose-Anne, 1995. "An extension of Milleron, Mitjushin and Polterovich's result," Journal of Mathematical Economics, Elsevier, vol. 24(3), pages 259-269.

1994

  1. Forges, Francoise, 1994. "A note on Pareto optimality in differential information economies," Economics Letters, Elsevier, vol. 46(1), pages 27-31, September.
  2. Forges Francoise, 1994. "Posterior Efficiency," Games and Economic Behavior, 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, 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.
  3. Dana, Rose-Anne, 1993. "Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models," Journal of Mathematical Economics, Elsevier, vol. 22(6), pages 563-579.
  4. Dana, Rose Anne, 1993. "Existence and Uniqueness of Equilibria When Preferences Are Additively Separable," Econometrica, Econometric Society, vol. 61(4), pages 953-957, July.

1992

  1. Jouini, Elyes, 1992. "Existence of equilibria in nonconvex economies without free disposal," Economics Letters, Elsevier, vol. 38(1), pages 37-42, January.
  2. Jouini, Elyes, 1992. "An index theorem for nonconvex production economies," Journal of Economic Theory, Elsevier, vol. 57(1), pages 176-196.

1991

  1. Dana, Rose-Anne & Van, Cuong Le, 1991. "Optimal growth and Pareto optimality," Journal of Mathematical Economics, Elsevier, vol. 20(2), pages 155-180.

1990

  1. Forges, Francoise, 1990. "Correlated Equilibrium in Two-Person Zero-Sum Games," Econometrica, Econometric Society, vol. 58(2), pages 515-515, March.
  2. Forges, Francoise, 1990. "Universal Mechanisms," Econometrica, Econometric Society, vol. 58(6), pages 1341-1364, November.
  3. Françoise Forges, 1990. "Equilibria with Communication in a Job Market Example," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 105(2), pages 375-398.

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.
  2. Dana, Rose-Anne & Florenzano, Monique & Le Van, Cuong & Levy, Dominique, 1989. "Production prices and general equilibrium prices : A long-run property of a Leontief economy," Journal of Mathematical Economics, Elsevier, vol. 18(3), pages 263-280, June.
  3. Dana, Rose-Anne & Florenzano, Monique & Levan, Cuong & Levy, Dominique, 1989. "Asymptotic properties of a Leontief economy," Journal of Economic Dynamics and Control, Elsevier, vol. 13(4), pages 553-568, October.

1988

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

1987

  1. Dana, Rose-Anne & Montrucchio, Luigi, 1987. "On rational dynamic strategies in infinite horizon models where agents discount the future," Journal of Economic Behavior & Organization, Elsevier, vol. 8(3), pages 497-511, September.

1986

  1. Forges, Francoise M, 1986. "An Approach to Communication Equilibria," Econometrica, Econometric Society, vol. 54(6), pages 1375-1385, November.
  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.
  3. Dana, Rose-Anne & Montrucchio, Luigi, 1986. "Dynamic complexity in duopoly games," Journal of Economic Theory, Elsevier, vol. 40(1), pages 40-56, October.

Books

2014

  1. Mehri, Meryem, 2014. "Frais, performance et risque des fonds d'investissement islamiques et conventionnels : une approche théorique et empirique," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14813 edited by Jouini, Elyès.
  2. Karehnke, Paul, 2014. "Portfolio choice and asset pricing with endogenous beliefs and skewness preference," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14624 edited by Jouini, Elyès & Roon, Frans Adrianus de.

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, 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, 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, number 123456789/1161 edited by Jouini, Elyès.

2001

  1. Jouini,E. & Cvitanic,J. & Musiela,Marek (ed.), 2001. "Handbooks in Mathematical Finance," Cambridge Books, Cambridge University Press, number 9780521792370.

Chapters

2005

  1. Alessandra Iacobucci, 2005. "Spectral Analysis for Economic Time Series," Lecture Notes in Economics and Mathematical Systems, in: Jacek Leskow & Lionello F. Punzo & Martín Puchet Anyul (ed.), New Tools of Economic Dynamics, chapter 12, pages 203-219, Springer.

2002

  1. Elyès Jouini & Clotilde Napp, 2002. "Arbitrage Pricing And Equilibrium Pricing: Compatibility Conditions," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume III), chapter 6, pages 131-158, World Scientific Publishing Co. Pte. Ltd..

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.

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