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Publications

by members of

Université Paris-Dauphine (Paris IX) → Centre de Recherches en Mathématiques de la Décision (CEREMADE)

University of Paris 9 → Research Center in Decision Mathematics

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

2024

  1. Françoise Forges & Indrajit Ray, 2024, "“Subjectivity and correlation in randomized strategies”: Back to the roots," Post-Print, HAL, number hal-04929273, Aug, DOI: 10.1016/j.jmateco.2024.103044.
  2. Françoise Forges & Frédéric Koessler & Andrés Salamanca Lugo, 2024, "Interacting mechanisms: a perspective on generalized principal-agent problems," Working Papers, HAL, number hal-04535703, Feb.

2023

  1. Stéphan Sémirat & Françoise Forges, 2023, "Forward-neologism-proof equilibrium and better response dynamics," Working Papers, HAL, number hal-04189188, Aug.

2021

  1. Francoise Forges & Jozsef Sakovics, 2021, "Tenable Threats when Nash Equilibrium is the Norm," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 301, Jun.
  2. Sémirat, S. & Forges, F., 2021, "Strategic information transmission with sender's approval: the single-crossing case," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2021-03.
  3. Françoise Forges & Jérôme Renault, 2021, "Strategic information transmission with sender's approval," Post-Print, HAL, number hal-02440627, DOI: 10.1007/s00182-021-00757-1.

2020

  1. Arthur Beddock & Elyès Jouini, 2020, "Live fast, die young: equilibrium and survival in large economies," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03048812, May, DOI: 10.1007/s00199-020-01268-y.
  2. Thomas Breda & Elyes Jouini & Clotilde Napp & Georgia Thebault, 2020, "Gender stereotypes can explain the gender-equality paradox," Post-Print, HAL, number halshs-03029880, Dec, DOI: 10.1073/pnas.2008704117.
  3. Elyes Jouini, 2020, "Equilibrium pricing and market completion: a counterexample," Post-Print, HAL, number halshs-03048797, Aug.
  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, Aix-Marseille School of Economics, France, number 2044, Dec.

2019

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

2018

  1. Françoise Forges & Ulrich Horst, 2018, "Sender-receiver games with cooperation," Post-Print, HAL, number hal-02313962, DOI: 10.1016/j.jmateco.2018.03.002.
  2. Thomas Breda & Elyes Jouini & Clotilde Napp, 2018, "Societal inequalities amplify gender gaps in math," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01745438, DOI: 10.1126/science.aar2307.

2017

  1. Dana, Rose-Anne & Riedel, Frank, 2017, "Intertemporal equilibria with Knightian uncertainty," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 440, Mar.
  2. Françoise Forges, 2017, "Coopération en information incomplète: quelques modèles stratégiques," Post-Print, HAL, number hal-02315008, DOI: 10.3917/redp.274.0467.

2016

  1. Sara Biancini & David Ettinger, 2016, "Vertical Integration and Downstream Collusion," CESifo Working Paper Series, CESifo, number 5933.
  2. Francoise Forges & Ulrich Horst & Antoine Salomon, 2016, "Feasibility and individual rationality in two-person Bayesian games," Post-Print, HAL, number hal-02276751, DOI: 10.1007/s00182-015-0520-8.
  3. Elyes Jouini & Dhafer Saïdane, 2016, "La finance islamique : une finance libre d’intérêt au service de la croissance," Post-Print, HAL, number hal-01801721, Jul.
  4. Emmanuel Lepinette & Ilya Molchanov, 2016, "Risk Arbitrage and Hedging to Acceptability under Transaction Costs," Papers, arXiv.org, number 1605.07884, May, revised Apr 2020.

2015

  1. David Ettinger & Fabio Michelucci, 2015, "Creating a Winner's Curse via Jump Bids," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp537, Mar.
  2. Eliaz Kfir & Francoise Forges, 2015, "Information disclosure to Cournot duopolists," Post-Print, HAL, number hal-01252926.
  3. Elyes Jouini & Clotilde Napp, 2015, "Live fast, die young," Post-Print, HAL, number halshs-01250247, DOI: 10.1007/s00199-015-0894-7.
    • Elyès Jouini & Clotilde Napp, 2016, "Live fast, die young," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 1, pages 265-278, June, DOI: 10.1007/s00199-015-0894-7.
  4. Elyes Jouini & Clotilde Napp, 2015, "Subjective expectations and medical testing," Post-Print, HAL, number halshs-01250242, Oct, DOI: 10.1016/j.econlet.2015.07.017.
  5. Sofiane Aboura & Emmanuel Lépinette, 2015, "Do banks satisfy the Modigliani-Miller theorem?," Post-Print, HAL, number hal-01252895, Jan.
  6. Yannick Viossat, 2015, "Evolutionary dynamics and dominated strategies," Post-Print, HAL, number hal-01253535, Apr, DOI: 10.1007/s40505-014-0062-4.

2014

  1. Francoise Forges & Antoine Salomon, 2014, "Bayesian Repeated Games and Reputations," CESifo Working Paper Series, CESifo, number 4700.
  2. FORGES, Françoise, 2014, "MD interview: interview with Jean François Mertens (1946-2012)," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2564, Jan.
  3. Enrico Minelli & Françoise Forges, 2014, "Corrigendum to “Self-fulfilling mechanisms and rational expectations”," Post-Print, HAL, number hal-01519845, DOI: 10.1016/j.jet.2013.11.005.
  4. Françoise Forges, 2014, "Interview with Jean-François Mertens (1946-2012)," Post-Print, HAL, number hal-03659507, DOI: 10.1017/S1365100513000114.
  5. Elyès Jouini & Clotilde Napp, 2014, "How to aggregate experts' discount rates: an equilibrium approach," Post-Print, HAL, number halshs-00927269, Jan, DOI: 10.1016/j.econmod.2013.09.052.
  6. Elyès Jouini, 2014, "Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday," Post-Print, HAL, number halshs-01250269, Sep, DOI: 10.1007/s11579-014-0130-4.
  7. Yannick Viossat, 2014, "Game Dynamics and Nash Equilibria," Post-Print, HAL, number hal-00756096, Jul.

2013

  1. Guillaume Carlier & Rose-Anne Dana, 2013, "Pareto optima and equilibria when preferences are incompletely known," Post-Print, HAL, number hal-00661903, DOI: 10.1016/j.jet.2013.04.014.
  2. Francoise Forges & Vincent Iehlé, 2013, "Afriat's Theorem for Indivisible Goods," CESifo Working Paper Series, CESifo, number 4498.
  3. FORGES, Françoise, 2013, "J.-F. Mertens (1946-2012): des jeux répétés à l'analyse "coût-bénéfice"," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2563, Jan.
  4. Francoise Forges & Guillaume Haeringer & Vincent Iehlé, 2013, "Appariement: des modèles de Lloyd Shapley à la conception de marchés d'Alvin Roth," Post-Print, HAL, number hal-00822561, Dec.
  5. Francoise Forges, 2013, "A folk theorem for Bayesian games with commitment," Post-Print, HAL, number hal-01252953.
  6. Françoise Forges & Johannes Horner, 2013, "Games and Incentives," Post-Print, HAL, number hal-02455043, Aug.
  7. Francoise Forges & Vincent Iehlé, 2013, "Essential Data, Budget Sets and Rationalization," Post-Print, HAL, number halshs-00727806, Dec.
  8. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013, "Collective risk aversion," Post-Print, HAL, number halshs-00559137, Feb.
  9. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013, "The marginal propensity to consume and multidimensional risk," Post-Print, HAL, number halshs-00927262, May.
  10. Elyès Jouini & Paul Karehnke & Clotilde Napp, 2013, "On Portfolio Choice with Savoring and Disappointment," Post-Print, HAL, number halshs-00927267, Oct, DOI: 10.1287/mnsc.2013.1767.
  11. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013, "On Multivariate Prudence," Post-Print, HAL, number halshs-00635558, May, DOI: 10.1016/j.jet.2012.10.007.
  12. Luciano Campi & Elyès Jouini & Vincent Porte, 2013, "Efficient portfolios in financial markets with proportional transaction costs," Post-Print, HAL, number halshs-00664074, Jun, DOI: 10.1007/s11579-013-0099-4.
  13. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013, "Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes," Post-Print, HAL, number halshs-00927270, Oct, DOI: 10.1007/s11166-013-9176-6.
  14. Sofiane Aboura & Emmanuel Lépinette, 2013, "An Alternative Model to Basel Regulation," Working Papers, HAL, number hal-00825018, Jul.
  15. Bruno Bouchard & Emmanuel Lepinette & Erik Taflin, 2013, "Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs," Papers, arXiv.org, number 1302.0361, Feb.
  16. Yannick Viossat & Andriy Zapechelnyuk, 2013, "No-regret Dynamics and Fictitious Play," Post-Print, HAL, number hal-00713871, DOI: 10.1016/j.jet.2012.07.003.

2012

  1. David Ettinger & Fabio Michelucci, 2012, "Hiding Information in Open Auctions," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp469, Oct.
  2. Françoise Forges, 2012, "Folk theorems for Bayesian (public good) games," Post-Print, HAL, number hal-02447604, Jun.
  3. Elyès Jouini & Clotilde Napp, 2012, "Behavioral biases and representative agent," Post-Print, HAL, number halshs-00550229, Jul, DOI: 10.1007/s11238-011-9274-3.
  4. Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012, "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print, HAL, number halshs-00488537, Jan, DOI: 10.1093/rof/rfr018.
  5. Elyès Jouini & Clotilde Napp & Yannick Viossat, 2012, "Evolutionary strategic beliefs and financial markets," Post-Print, HAL, number halshs-00556490, Mar.
  6. Elyès Jouini & Clotilde Napp & Yannick Viossat, 2012, "Evolutionary Beliefs and Financial Markets," Post-Print, HAL, number halshs-00778537, Mar.
  7. Elyès Jouini, 2012, "Dans l'âme des investisseurs," Post-Print, HAL, number halshs-00702648.
  8. Irene Klein & Emmanuel Lepinette & Lavinia Ostafe, 2012, "Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs," Papers, arXiv.org, number 1211.0443, Nov.

2011

  1. Omer Biran, 2011, "Core stable bidding rings in independent private value auctions with externalities," Working Papers, HAL, number halshs-00608008, Jul.
  2. Francoise Forges & Roberto Serrano, 2011, "Cooperative Games with Incomplete Information: Some Open Problems," Working Papers, Brown University, Department of Economics, number 2011-15.
  3. Péter Vida & Francoise Forges, 2011, "Implementation of Communication Equilibria by Correlated Cheap Talk: The Two-Player Case," CESifo Working Paper Series, CESifo, number 3360.
  4. E. Bacry & S. Delattre & M. Hoffmann & J. F. Muzy, 2011, "Modeling microstructure noise with mutually exciting point processes," Papers, arXiv.org, number 1101.3422, Jan.
  5. Kaouther Jouaber & Elyès Jouini, 2011, "La finance islamique est-elle une finance durable?," Post-Print, HAL, number halshs-00638814.
  6. Emmanuel Denis & Yuri Kabanov, 2011, "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Post-Print, HAL, number hal-00488288, DOI: 10.1007/s00780-010-0144-6.
  7. Ehud Lehrer & Eilon Solan & Yannick Viossat, 2011, "Equilibrium payoffs in finite games," Post-Print, HAL, number hal-00361914, DOI: 10.1016/j.jmateco.2010.10.007.
  8. Yannick Viossat, 2011, "Deterministic monotone dynamics and dominated strategies," Working Papers, HAL, number hal-00636620, Oct.

2010

  1. Omer Biran, 2010, "Strategic Collusion in Auctions with Externalities," Working Papers, HAL, number hal-00505477, Jul.
  2. Omer Biran & Francoise Forges, 2010, "Core-stable Rings in Auctions with Independent Private Values," CESifo Working Paper Series, CESifo, number 3067.
  3. Arnaud Dragicevic & David Ettinger, 2010, "Private Valuation of a Public Good in Three Auction Mechanisms," CIRANO Working Papers, CIRANO, number 2010s-04, Jan.
  4. David Ettinger & Philippe Jehiel, 2010, "A Theory of Deception," Post-Print, HAL, number hal-00701286, DOI: 10.1257/mic.2.1.1.
  5. David Ettinger, 2010, "Bidding among Friends and Enemies with Symmetric Information," Post-Print, HAL, number hal-00701295.
  6. Forges, Francoise & Orzach, Ram, 2010, "Core-stable Rings in Second Price Auctions with Common Values," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 96668, Nov, DOI: 10.22004/ag.econ.96668.
  7. F. Forges, 2010, "An Approach to Communication Equilibrium," Levine's Working Paper Archive, David K. Levine, number 516, Dec.
  8. Hoffmann, Marc & Munk, Axel & Schmidt-Hieber, Johannes, 2010, "Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation," MPRA Paper, University Library of Munich, Germany, number 24562, Jul.
  9. Nicolas Chopin & Alessandra Iacobucci & Jean-Michel Marin & Kerrie L. Mengersen & Christian P. Robert & Robin Ryder & Christian Schafer, 2010, "On Particle Learning," Working Papers, Center for Research in Economics and Statistics, number 2010-22.
  10. Elyès Jouini & Clotilde Napp, 2010, "Gurus and beliefs manipulation," Working Papers, HAL, number halshs-00555609, Dec.
  11. Elyès Jouini & Jean-Michel Marin & Clotilde Napp, 2010, "Discounting and Divergence of Opinion," Post-Print, HAL, number halshs-00176636, Mar.
  12. Elyès Jouini & Clotilde Napp, 2010, "Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff," Post-Print, HAL, number halshs-00488481.
  13. Bruno Bouchard & Elyès Jouini, 2010, "Transaction Costs in Financial Models," Post-Print, HAL, number halshs-00703138.
  14. Jose Scheinkman & René Carmona & Erhan Cinlare & Ivar Ekeland & Elyès Jouini & Nizar Touzi, 2010, "Paris-Princeton Lectures on Mathematical Finance," Post-Print, HAL, number halshs-00706281, May.
  15. Sebastien Darses & Emmanuel Denis, 2010, "Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate," Working Papers, HAL, number hal-00467704, Feb.
  16. Emmanuel Denis & Yuri Kabanov, 2010, "Mean square error for the Leland-Lott hedging strategy: convex pay-offs," Post-Print, HAL, number hal-00488278, DOI: 10.1007/s00780-010-0130-z.
  17. Yannick Viossat, 2010, "Properties and applications of dual reduction," Post-Print, HAL, number hal-00264031, DOI: 10.1007/s00199-009-0477-6.

2009

  1. David Ettinger, 2009, "Takeover Contests, Toeholds and Deterrence," Post-Print, HAL, number hal-00702428.
  2. Francoise Forges & Enrico Minelli, 2009, "Afriat's theorem for generalized budget sets," Post-Print, HAL, number hal-00360726, DOI: 10.1016/j.jet.2008.03.002.
  3. Elyès Jouini & Clotilde Napp, 2009, "Cognitive biases and the representative agent," Working Papers, HAL, number halshs-00488570.
  4. Elyès Jouini & Olivier Pastré, 2009, "La Finance Islamique - Une solution à la crise ?," Post-Print, HAL, number halshs-00701937, Mar.
  5. Josef Hofbauer & Sylvain Sorin & Yannick Viossat, 2009, "Time Average Replicator and Best Reply Dynamics," Post-Print, HAL, number hal-00360767, May, DOI: 10.1287/moor.1080.0359.

2008

  1. David Ettinger, 2008, "Privatisation des sociétés d'autoroute et marché aval," Post-Print, HAL, number hal-00702431.
  2. David Ettinger, 2008, "Auctions and shareholdings," Post-Print, HAL, number hal-00701303.
  3. Francoise Forges & Bernhard von Stengel, 2008, "Extensive form correlated equilibrium: definition and computational complexity," Post-Print, HAL, number hal-00360729, DOI: 10.1287/moor.1080.0340.
  4. Françoise Forges & Frédéric Koessler, 2008, "Transmission stratégique de l'information et certification," Post-Print, HAL, number hal-00360746, DOI: 10.2307/27715161.
  5. Elyès Jouini & Clotilde Napp, 2008, "On Abel's Concept of Doubt and Pessimism," Post-Print, HAL, number halshs-00176611, Nov.
  6. 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, HAL, number halshs-00176629, DOI: 10.2139/ssrn.1000199.
  7. Diego Nocetti & Elyès Jouini & Clotilde Napp, 2008, "Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience," Post-Print, HAL, number halshs-00365980, Oct, DOI: 10.1287/mnsc.1080.0904.
  8. Elyès Jouini & Clotilde Napp, 2008, "Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model," Post-Print, HAL, number halshs-00176630, Oct.
  9. Elyès Jouini & Clotilde Napp, 2008, "Aggregation of Discount Rates: an Equilibrium Approach," Working Papers, HAL, number halshs-00394035, Jul.
  10. 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, number hal-00359613, DOI: 10.1002/jae.1027.
  11. Yannick Viossat, 2008, "Evolutionary Dynamics May Eliminate All Strategies Used in Correlated Equilibria," Post-Print, HAL, number hal-00360756, Jul, DOI: 10.1016/j.mathsocsci.2007.12.001.
  12. Yannick Viossat, 2008, "Is Having a Unique Equilibrium Robust?," Post-Print, HAL, number hal-00361891, Dec, DOI: 10.1016/j.jmateco.2007.06.008.

2007

  1. 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), HAL, number halshs-00188761, Jul.
  2. Francoise Forges & Riham Barbar, 2007, "Collusion dans les enchères: quelques apports de jeux coopératifs," Post-Print, HAL, number hal-00360742.
  3. Francoise Forges, 2007, "Leonid Hurwicz, Eric Maskin, Roger Myerson et la théorie des mécanismes," Post-Print, HAL, number hal-02276813, DOI: 10.3917/redp.176.0873.
  4. Elyès Jouini & Walter Schachermayer & Nizar Touzi, 2007, "Optimal Risk Sharing for Law Invariant Monetary Utility Functions," Working Papers, HAL, number halshs-00176606.
  5. Elyès Jouini & Clotilde Napp, 2007, "Strategic Beliefs," Working Papers, HAL, number halshs-00176622, Oct.
  6. Elyès Jouini & Vincent Porte, 2007, "Efficient Trading Strategies with Transaction Costs," Working Papers, HAL, number halshs-00176619, Oct.
  7. Elyès Jouini & Vincent Porte, 2007, "Efficient Trading Strategies," Working Papers, HAL, number halshs-00176616, Oct.
  8. Elyès Jouini & Marie Chazal, 2007, "Equilibrium Pricing Bounds on Option Prices," Working Papers, HAL, number halshs-00176642, Oct.
  9. Elyès Jouini, 2007, "La crise des subprimes ou l'irruption des particuliers dans la sphère financière," Post-Print, HAL, number halshs-00705303, Dec.
  10. Elyès Jouini & Maximilien Nayaradou, 2007, "Risques : prise de décision individuelle et collective," Post-Print, HAL, number halshs-00704639, Dec.
  11. Elyès Jouini & Clotilde Napp, 2007, "Financial Markets with Heterogeneous Beliefs," Post-Print, HAL, number halshs-00163475.
  12. Elyès Jouini & Clotilde Napp, 2007, "Attentes Stratégiques," Post-Print, HAL, number halshs-00163469.
  13. Elyès Jouini & Clotilde Napp, 2007, "Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs," Post-Print, HAL, number halshs-00163606.
  14. Yannick Viossat, 2007, "The replicator dynamics does not lead to correlated equilibria," Post-Print, HAL, number hal-00664293, DOI: 10.1016/j.geb.2006.09.001.

2006

  1. Francoise Forges & Frédéric Koessler, 2006, "Long Persuasion Games," CESifo Working Paper Series, CESifo, number 1669.
  2. Francoise Forges, 2006, "The Ex Ante Incentive Compatible Core in Exchange Economies with and without Indivisibilities," CESifo Working Paper Series, CESifo, number 1686.
  3. Francoise Forges & Enrico Minelli, 2006, "Afriat’s Theorem for General Budget Sets," CESifo Working Paper Series, CESifo, number 1703.
  4. FORGES, Françoise, 2006, "Correlated equilibrium in games with incomplete information revisited," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006041, May.
  5. Frederic Koessler & Francoise Forges, 2006, "Transmission stratégique de l'information et certification (Strategic Information Transmission and Certification)," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2006-04, Apr.
  6. Frederic Koessler & Francoise Forges, 2006, "Multistage communication with and without verifiable types," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2006-14, Sep.
  7. Francoise Forges, 2006, "Feasible mechanisms in economies with type-dependent endowments," Post-Print, HAL, number hal-00360744, DOI: 10.1007/s00355-006-0107-1.
  8. Elyès Jouini & Walter Schachermayer & Nizar Touzi, 2006, "Law Invariant Risk Measures Have the Fatou Property," Post-Print, HAL, number halshs-00176522, Jan.
  9. Clotilde Napp & Elyès Jouini & Selima Benmansour, 2006, "Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey," Post-Print, HAL, number halshs-00151569, Dec.
  10. Clotilde Napp & Elyès Jouini, 2006, "Heterogeneous Beliefs and Asset Pricing in Discrete Time," Post-Print, HAL, number halshs-00151536.
  11. Elyès Jouini & Clotilde Napp, 2006, "Aggregation of Heterogeneous Beliefs," Post-Print, HAL, number halshs-00151562, Sep, DOI: 10.1016/j.jmateco.2006.02.001.
  12. 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, HAL, number halshs-00163481.
  13. Elyès Jouini & Selima Benmansour & Clotilde Napp, 2006, "Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion," Post-Print, HAL, number halshs-00163595.
  14. Selima Benmansour & Elyès Jouini & Clotilde Napp, 2006, "Is there a pessimistic bias in individual beliefs ? Evidence from survey dat," Post-Print, HAL, number halshs-00163694.
  15. Selima Benmansour & Elyès Jouini & Clotilde Napp, 2006, "Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence," Post-Print, HAL, number halshs-00163462.
  16. Selima Benmansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian P. Robert, 2006, "Are risk averse agents more optimistic ?," Post-Print, HAL, number halshs-00163619.
  17. 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, Stockholm School of Economics, number 641, Aug.

2005

  1. Philippe Jehiel & David Ettinger, 2005, "Towards a theory of deception," PSE Working Papers, HAL, number halshs-00590767, Sep.
  2. Clotilde Napp & Elyès Jouini, 2005, "Conditional Comonotonicity," Post-Print, HAL, number halshs-00151516.
  3. Clotilde Napp & Elyès Jouini, 2005, "Arbitrage and state price deflators in a general intertemporal framework," Post-Print, HAL, number halshs-00151526.
  4. Yannick Viossat, 2005, "Replicator Dynamics and Correlated Equilibrium: Elimination of All Strategies in the Support of Correlated Equilibria," Working Papers, HAL, number hal-00242977.
  5. Yannick Viossat, 2005, "Openness of the set of games with a unique correlated equilibrium," Working Papers, HAL, number hal-00243016.

2004

  1. Alessandra Iacobucci & Alain Noullez, 2004, "A Frequency Selective Filter for Short-Length Time Series," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2004-05.
  2. Clotilde Napp & Elyès Jouini, 2004, "Convergence of utility functions and convergence of optimal strategies," Post-Print, HAL, number halshs-00151579.
  3. Elyès Jouini & Clotilde Napp, 2004, "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print, HAL, number halshs-00176465, Jan.
  4. Elyès Jouini & Moncef Meddeb & Nizar Touzi, 2004, "Vector-valued Coherent Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00167154.
  5. Yannick Viossat, 2004, "Replicator Dynamics and Correlated Equilibrium," Working Papers, HAL, number hal-00242953.

2003

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

2002

  1. F. Forges & B. von Stengel, 2002, "Computionally Efficient Coordination in Games Trees," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-05.
  2. F. Forges, 2002, "The Ex Ante Incentive Compatible Core of the Assignment Game," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-07.
  3. Cohen, Albert & Hoffmann, Marc & Reiß, Markus, 2002, "Adaptive wavelet Galerkin methods for linear inverse problems," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,50.
  4. Gobet, Emmanuel & Hoffmann, Marc & Reiß, Markus, 2002, "Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,57.
  5. Elyès Jouini & Clotilde Napp, 2002, "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print, HAL, number halshs-00176423.

2001

  1. Francoise Forges & Jean-Francois Mertens & Rajiv Vohra, 2001, "The Ex Ante Incentive Compatible Core in the absence of wealth effects," Working Papers, Brown University, Department of Economics, number 2001-01.
  2. FORGES, Françoise & MINELLI, Enrico, 2001, "A note on the incentive compatible core," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1523, Jan, DOI: 10.1006/jeth.2000.2759.
  3. FORGES, Françoise & HEIFETZ , Aviad & MINELLI, Enrico, 2001, "Incentive compatible core and competitive equilibria in differential information economies," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1555, Jan, DOI: 10.1007/PL00004188.
  4. Elyès Jouini, 2001, "Arbitrage and Control Problems in Finance. Presentation," Post-Print, HAL, number halshs-00167152.
  5. Elyès Jouini & Clotilde Napp, 2001, "Market models with frictions : arbitrage and pricing issues," Post-Print, HAL, number halshs-00176417.
  6. Elyès Jouini & Abdelhamid Bizid, 2001, "Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach," Post-Print, HAL, number halshs-00167147.

2000

  1. Francoise Forges & Enrico Minelli & Rajiv Vohra, 2000, "Incentives and the Core of an Exchange Economy: A Survey," Working Papers, Brown University, Department of Economics, number 2000-22.
  2. F. Forges & J. F. Mertens & R. Vohra, 2000, "The Incentive Compatible Core of a Quasi-Linear Economy," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2000-34.
  3. 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, Université Panthéon-Sorbonne (Paris 1), number 2000.46.
  4. Elyès Jouini, 2000, "Generalized Lipschitz functions," Post-Print, HAL, number halshs-00167146.
  5. Laurence Carassus & Elyès Jouini, 2000, "A discrete stochastic model for investment withan application to the transaction costs case," Post-Print, HAL, number halshs-00167143, DOI: 10.1016/S0304-4068(99)00005-1.

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, New York University, Leonard N. Stern School of Business-, number 99-008, Mar.
  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, New York University, Leonard N. Stern School of Business-, number 99-033, Jul.
  3. Elyès Jouini & Clotilde Napp, 1999, "Arbitrage and Investment Opportunities," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-034, Sep.
  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, New York University, Leonard N. Stern School of Business-, number 99-035, Sep.
  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, New York University, Leonard N. Stern School of Business-, number 99-036, Mar.
  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, New York University, Leonard N. Stern School of Business-, number 99-037, Jul.
  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, New York University, Leonard N. Stern School of Business-, number 99-038, May.

1998

  1. DE WOLF, Olivier & FORGES, Françoise, 1998, "Rational choice in strategic environments: further observations," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1338, Jan, DOI: 10.1111/1467-9442.00118.
  2. F. Forges., 1998, "Ex post individually rational trading mechanisms," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-10.
  3. F. Forges, 1998, "Le cœur d'une économie d'échange en information asymétrique," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 98-29.
  4. 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, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1998,34.
  5. 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, Université Panthéon-Sorbonne (Paris 1), number 98.16.
  6. Elyès Jouini & Hédi Kallal & Clotilde Napp, 1998, "Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities," Working Papers, Center for Research in Economics and Statistics, number 98-28.
  7. Elyès Jouini & Laurence Carassus, 1998, "Investment and arbitrage opportunities with short sales constraints," Post-Print, HAL, number halshs-00167140.

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, Université Panthéon-Sorbonne (Paris 1), number 97.82.
  2. Elyès Jouini & Pf. Koehl & Nizar Touzi, 1997, "Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay," Working Papers, Center for Research in Economics and Statistics, number 97-44.
  3. A, Bizid & Elyès Jouini & Pf. Koehl, 1997, "Pricing in Incomplete Markets : An Equilibrium Approach," Working Papers, Center for Research in Economics and Statistics, number 97-41.
  4. L, Carassus & H, Pham & E, Jouini, 1997, "Arbitrage and Super-Replication Cost with Convex Constraints," Working Papers, Center for Research in Economics and Statistics, number 97-57.
  5. Elyès Jouini & Pierre-François Koehl & Nizar Touzi, 1997, "Incomplete markets, transaction costs and liquidity effects," Post-Print, HAL, number halshs-00167139.
  6. Elyès Jouini, 1997, "Arbitrage et imperfections de marché," Post-Print, HAL, number halshs-00175916.

1996

  1. Dana, Rose-Anne & Le Van, Cuong & Magnien, François, 1996, "On the different notions of arbitrage and existence of equilibrium," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9616.
  2. Dana, Rose-Anne & Le Van, Cuong, 1996, "Arbitrage, duality and asset equilibria," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9613.
  3. F. Forges & E. Minelli, 1996, "Self-fulfilling Mechanisms in Bayesian Games," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 96-24.
  4. 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, HAL, number halshs-00175893, Jan.
  5. Elyès Jouini, 1996, "Produits dérivés, contrôle des risques et réglementation," Post-Print, HAL, number halshs-00175896, Mar.

1995

  1. DE WOLF , Olivier & FORGES , Françoise, 1995, "On Strategic Equilibria and Rational Choice," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995048, 00.
  2. Forges, F., 1995, "Différences d'information, solutions concurrentielles et stratégies révélatrices," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1165, Jan.
  3. Forges,F. & Minelli,E., 1995, "Property of Nash Equilibria in Repeated Games with Incomplete Information," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9518.
  4. Elyès Jouini & Hedi Kallal, 1995, "Martingale and Arbitrage in securities markets with transaction cost," Post-Print, HAL, number halshs-00167138.
  5. Elyès Jouini & Hedi Kallal, 1995, "Arbitrage in securities markets with shortsale constraints," Post-Print, HAL, number halshs-00175889, Jul.

1994

  1. Dana, R.A. & Le Van, C. & Magnien, F., 1994, "General equilibrium in asset markets with or without short-selling," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-92.
  2. FORGES, Françoise & MINELLI , Enrico, 1994, "Self-Fulfilling Mechanisms and Rational Expectations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1994044, Sep.
  3. FORGES, Françoise & MINELLI , Enrico, 1994, "Self-Fulfilling Mechanisms in Repeated Games with Incomplete Information," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1994058, Oct.

1993

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

1992

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

1991

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

1990

  1. FORGES, Françoise, 1990, "Sunspot equilibrium as a game-theoretical solution concept," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1990029, Jan.
  2. Forges, F., 1990, "Some Thoughts on Efficiency and Information," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1990071, Jan.
  3. FORGES, Françoise, 1990, "Correlated equilibrium in two-person zero-sum games," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 883, Jan.
  4. FORGES, Françoise, 1990, "Equilibria with communication in a job market example," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 885, Jan, DOI: 10.2307/2937792.
  5. FORGES, Françoise, 1990, "Repeated games with incomplete information," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 933, Jan.
  6. Francoise Forges, 1990, "Trading Games With Asymmetric Information," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 880, Apr.
  7. Elyès Jouini, 1990, "Functions with constant generalized gradient," Post-Print, HAL, number halshs-00175848, May.

1989

  1. FORGES Françoise & THISSE Jacques-François, 1989, "Game Theory and Industrial Economics. An Introduction," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1989004, Dec.
  2. Elyès Jouini, 1989, "A Remark On Clarke'S Normal Cone And The Marginal Cost Pricing Rule," Post-Print, HAL, number halshs-00167132.

1988

  1. Le Van Cuong & Dana Rose-anne, 1988, "Note on the bellman equation of the overtaking criterion (a)," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8820.
  2. FORGES, Françoise, 1988, "Repeated games of incomplete information: non-zero-sum," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1988005, Jan.
  3. FORGES, Françoise, 1988, "Infinitely repeated games with incomplete information," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1988006, Jan.
  4. FORGES, Françoise, 1988, "Non-zero sum repeated games and information transmission," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1988025, Jan.
  5. FORGES, Françoise, 1988, "Communication equilibria in repeated games with incomplete information," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 809, Jan, DOI: 10.1287/moor.13.2.191.

1987

  1. 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), CEPREMAP, number 8711.
  2. Dana Rose-anne & Le Van Cuong, 1987, "Optimal growth and pareto-optimality," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8723.
  3. Forges, F., 1987, "Universal mechanisms," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1987004, Jan.
  4. Forges, F., 1987, "Can sunspots replace a mediator ?," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1987045, Jan.

1986

  1. Forges, F., 1986, "Negotiation without a deadline:a job market example," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1986039, Jan.
  2. Forges, F. & Mertens, J.F. & Neyman, A., 1986, "A counterexample to the folk theorem with discounting," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 673, Jan, DOI: 10.1016/0165-1765(86)90069-8.
  3. FORGES, Françoise, 1986, "Correlated equilibria in repeated games with lack of information on one side: a model with verifiable types," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 700, Jan, DOI: 10.1007/BF01770976.

1985

  1. FORGES, Françoise, 1985, "Correlated equilibria in a class of repeated games with incomplete information," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 663, Jan, DOI: 10.1007/BF01756389.

1984

  1. Dana, Rose-Anne & Florenzano, Monique & Le Van, Cuong & Lévy, Dominique, 1984, "Production prices and general equilibrium prices," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 8422.
  2. Forges, F., 1984, "Communication devices in repeated games with incomplete information (Part 1)," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1984006, Jan.
  3. Forges, F., 1984, "Communication devices in repeated games with incomplete information (Part 2)," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1984011, Jan.
  4. Forges, F., 1984, "Communication devices in repeated games with incomplete information (Part 3)," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1984012, Jan.
  5. Forges, F., 1984, "Note on Nash equilibria in infinitely repeated games with incomplete information," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 573, Jan, DOI: 10.1007/BF01769814.

1982

  1. FORGES, Françoise, 1982, "Infinitely repeated games of incomplete information: symmetric case with random signals," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 503, Jan, DOI: 10.1007/BF01755730.

1981

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

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, New York University, Leonard N. Stern School of Business-, number 99-009.

Journal articles

2025

  1. Monica Salvioli & Hasti Garjani & Mohammadreza Satouri & Mark Broom & Yannick Viossat & Joel S. Brown & Johan Dubbeldam & Kateřina Staňková, 2025, "Stackelberg Evolutionary Games of Cancer Treatment: What Treatment Strategy to Choose if Cancer Can be Stabilized?," Dynamic Games and Applications, Springer, volume 15, issue 5, pages 1750-1769, November, DOI: 10.1007/s13235-024-00609-z.

2024

  1. Forges, Françoise & Koessler, Frédéric & Salamanca, Andrés, 2024, "Interacting mechanisms: A perspective on generalized principal–agent problems," Journal of Mathematical Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.jmateco.2024.103023.
  2. Forges, Françoise & Ray, Indrajit, 2024, "“Subjectivity and correlation in randomized strategies”: Back to the roots," Journal of Mathematical Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.jmateco.2024.103044.

2023

  1. Françoise Forges, 2023, "Correlated Equilibrium in Games with Incomplete Information," Revue économique, Presses de Sciences-Po, volume 74, issue 4, pages 529-539.
  2. 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), volume 76, issue 4, pages 1329-1362, November, DOI: 10.1007/s00199-023-01498-w.

2022

  1. Sémirat, Stéphan & Forges, Françoise, 2022, "Strategic information transmission with sender's approval: The single-crossing case," Games and Economic Behavior, Elsevier, volume 134, issue C, pages 242-263, DOI: 10.1016/j.geb.2022.05.004.
  2. Françoise Forges & József Sákovics, 2022, "Tenable threats when Nash equilibrium is the norm," International Journal of Game Theory, Springer;Game Theory Society, volume 51, issue 3, pages 589-605, November, DOI: 10.1007/s00182-022-00806-3.

2021

  1. Françoise Forges & Jérôme Renault, 2021, "Strategic information transmission with sender’s approval," International Journal of Game Theory, Springer;Game Theory Society, volume 50, issue 2, pages 475-502, June, DOI: 10.1007/s00182-021-00757-1.

2020

  1. 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, DOI: 10.15609/annaeconstat2009.137.0003.
  2. 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, volume 117, issue 49, pages 31063-31069, December.
  3. Elyes Jouini, 2020, "Equilibrium pricing and market completion: a counterexample," Economics Bulletin, AccessEcon, volume 40, issue 3, pages 1963-1969.

2019

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

2018

  1. Forges, Françoise & Horst, Ulrich, 2018, "Sender–receiver games with cooperation," Journal of Mathematical Economics, Elsevier, volume 76, issue C, pages 52-61, DOI: 10.1016/j.jmateco.2018.03.002.
  2. Elyès Jouini & Clotilde Napp, 2018, "The Impact of Health-Related Emotions on Belief Formation and Behavior," Theory and Decision, Springer, volume 84, issue 3, pages 405-427, May, DOI: 10.1007/s11238-017-9610-3.
  3. 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, volume 148, issue C, pages 34-45, DOI: 10.1016/j.jebo.2018.02.002.

2017

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

2016

  1. David Ettinger & Fabio Michelucci, 2016, "Creating a winner’s curse via jump bids," Review of Economic Design, Springer;Society for Economic Design, volume 20, issue 3, pages 173-186, September, DOI: 10.1007/s10058-016-0187-z.
  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, volume 45, issue 1, pages 11-36, March, DOI: 10.1007/s00182-015-0520-8.
  3. Elyès Jouini & Clotilde Napp, 2016, "Live fast, die young," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 62, issue 1, pages 265-278, June, DOI: 10.1007/s00199-015-0894-7.
  4. Dimitri Vallière & Yuri Kabanov & Emmanuel Lépinette, 2016, "Consumption-investment problem with transaction costs for Lévy-driven price processes," Finance and Stochastics, Springer, volume 20, issue 3, pages 705-740, July, DOI: 10.1007/s00780-016-0303-5.

2015

  1. Eliaz, Kfir & Forges, Françoise, 2015, "Information disclosure to Cournot duopolists," Economics Letters, Elsevier, volume 126, issue C, pages 167-170, DOI: 10.1016/j.econlet.2014.12.006.
  2. Salomon, Antoine & Forges, Françoise, 2015, "Bayesian repeated games and reputation," Journal of Economic Theory, Elsevier, volume 159, issue PA, pages 70-104, DOI: 10.1016/j.jet.2015.05.014.
  3. Jouini, Elyès & Napp, Clotilde, 2015, "Gurus and belief manipulation," Economic Modelling, Elsevier, volume 49, issue C, pages 11-18, DOI: 10.1016/j.econmod.2015.03.013.
  4. Jouini, Elyès & Napp, Clotilde, 2015, "Subjective expectations and medical testing," Economics Letters, Elsevier, volume 135, issue C, pages 39-41, DOI: 10.1016/j.econlet.2015.07.017.
  5. Romuald Elie & Emmanuel Lépinette, 2015, "Approximate hedging for nonlinear transaction costs on the volume of traded assets," Finance and Stochastics, Springer, volume 19, issue 3, pages 541-581, July, DOI: 10.1007/s00780-015-0262-2.
  6. Sofiane Aboura & Emmanuel Lépinette, 2015, "Do banks satisfy the Modigliani-Miller theorem?," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 924-935.
  7. Yannick Viossat, 2015, "Evolutionary dynamics and dominated strategies," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 3, issue 1, pages 91-113, April, DOI: 10.1007/s40505-014-0062-4.

2014

  1. Forges, Françoise, 2014, "Interview With Jean-François Mertens (1946–2012)," Macroeconomic Dynamics, Cambridge University Press, volume 18, issue 8, pages 1832-1853, December.
  2. Forges, Françoise & Iehlé, Vincent, 2014, "Afriat’s theorem for indivisible goods," Journal of Mathematical Economics, Elsevier, volume 54, issue C, pages 1-6, DOI: 10.1016/j.jmateco.2014.08.001.
  3. Jouini, Elyès & Napp, Clotilde, 2014, "How to aggregate experts' discount rates: An equilibrium approach," Economic Modelling, Elsevier, volume 36, issue C, pages 235-243, DOI: 10.1016/j.econmod.2013.09.052.
  4. Elyès Jouini & Paul Karehnke & Clotilde Napp, 2014, "On Portfolio Choice with Savoring and Disappointment," Management Science, INFORMS, volume 60, issue 3, pages 796-804, March, DOI: 10.1287/mnsc.2013.1767.
  5. Emmanuel Lépinette & Tuan Tran, 2014, "Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs," Applied Mathematical Finance, Taylor & Francis Journals, volume 21, issue 4, pages 313-341, September, DOI: 10.1080/1350486X.2013.871802.
  6. Irene Klein & Emmanuel Lépinette & Lavinia Perez-Ostafe, 2014, "Asymptotic arbitrage with small transaction costs," Finance and Stochastics, Springer, volume 18, issue 4, pages 917-939, October, DOI: 10.1007/s00780-014-0242-y.

2013

  1. 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, volume 123, issue 5, pages 663-696.
  2. Forges, Françoise, 2013, "A folk theorem for Bayesian games with commitment," Games and Economic Behavior, Elsevier, volume 78, issue C, pages 64-71, DOI: 10.1016/j.geb.2012.11.004.
  3. Françoise Forges & Vincent Iehlé, 2013, "Essential data, budget sets and rationalization," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 54, issue 3, pages 449-461, November, DOI: 10.1007/s00199-012-0716-0.
  4. , & ,, 2013, "Implementation of communication equilibria by correlated cheap talk: The two-player case," Theoretical Economics, Econometric Society, volume 8, issue 1, January.
  5. Françoise Forges & Roberto Serrano, 2013, "Cooperative Games With Incomplete Information: Some Open Problems," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-17, DOI: 10.1142/S0219198913400094.
  6. E. Bacry & S. Delattre & M. Hoffmann & J. F. Muzy, 2013, "Modelling microstructure noise with mutually exciting point processes," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 1, pages 65-77, January, DOI: 10.1080/14697688.2011.647054.
  7. 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, volume 123, issue 7, pages 2475-2499, DOI: 10.1016/j.spa.2013.04.007.
  8. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013, "On multivariate prudence," Journal of Economic Theory, Elsevier, volume 148, issue 3, pages 1255-1267, DOI: 10.1016/j.jet.2012.10.007.
  9. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013, "Collective risk aversion," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 40, issue 2, pages 411-437, February, DOI: 10.1007/s00355-011-0611-9.
  10. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013, "The marginal propensity to consume and multidimensional risk," Economics Letters, Elsevier, volume 119, issue 2, pages 124-127, DOI: 10.1016/j.econlet.2013.02.002.
  11. Elyès Jouini & Clotilde Napp & Yannick Viossat, 2013, "Evolutionary Beliefs and Financial Markets," Review of Finance, European Finance Association, volume 17, issue 2, pages 727-766.
  12. 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, volume 47, issue 2, pages 199-224, October, DOI: 10.1007/s11166-013-9176-6.
  13. Kabanov, Yuri & Lépinette, Emmanuel, 2013, "Essential supremum and essential maximum with respect to random preference relations," Journal of Mathematical Economics, Elsevier, volume 49, issue 6, pages 488-495, DOI: 10.1016/j.jmateco.2013.05.007.
  14. Kabanov, Yuri & Lépinette, Emmanuel, 2013, "Essential supremum with respect to a random partial order," Journal of Mathematical Economics, Elsevier, volume 49, issue 6, pages 478-487, DOI: 10.1016/j.jmateco.2013.07.002.
  15. Viossat, Yannick & Zapechelnyuk, Andriy, 2013, "No-regret dynamics and fictitious play," Journal of Economic Theory, Elsevier, volume 148, issue 2, pages 825-842, DOI: 10.1016/j.jet.2012.07.003.

2012

  1. Carlier, G. & Dana, R.-A. & Galichon, A., 2012, "Pareto efficiency for the concave order and multivariate comonotonicity," Journal of Economic Theory, Elsevier, volume 147, issue 1, pages 207-229, DOI: 10.1016/j.jet.2011.11.011.
  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, volume 0, issue 3, pages 19-34.
  3. Emmanuel Bacry & Marc Hoffmann & Mathieu Rosenbaum, 2012, "Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 5, pages 685-689, April, DOI: 10.1080/14697688.2012.684949.
  4. Elyès Jouini & Clotilde Napp, 2012, "Behavioral biases and the representative agent," Theory and Decision, Springer, volume 73, issue 1, pages 97-123, July, DOI: 10.1007/s11238-011-9274-3.
  5. Paolo Guasoni & Emmanuel Lépinette & Miklós Rásonyi, 2012, "The fundamental theorem of asset pricing under transaction costs," Finance and Stochastics, Springer, volume 16, issue 4, pages 741-777, October, DOI: 10.1007/s00780-012-0185-0.
  6. Emmanuel Denis & Yuri Kabanov, 2012, "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Finance and Stochastics, Springer, volume 16, issue 1, pages 135-154, January, DOI: 10.1007/s00780-010-0144-6.

2011

  1. Biran, Omer & Forges, Françoise, 2011, "Core-stable rings in auctions with independent private values," Games and Economic Behavior, Elsevier, volume 73, issue 1, pages 52-64, September.
  2. Dragicevic Arnaud Z. & Ettinger David, 2011, "Private Valuation of a Public Good in Three Auction Mechanisms," Journal of Benefit-Cost Analysis, De Gruyter, volume 2, issue 2, pages 1-29, April, DOI: 10.2202/2152-2812.1064.
  3. Forges, Françoise & Orzach, Ram, 2011, "Core-stable rings in second price auctions with common values," Journal of Mathematical Economics, Elsevier, volume 47, issue 6, pages 760-767, DOI: 10.1016/j.jmateco.2011.10.006.
  4. Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2011, "Financial Markets Equilibrium with Heterogeneous Agents," Review of Finance, European Finance Association, volume 16, issue 1, pages 285-321.
  5. Lehrer, Ehud & Solan, Eilon & Viossat, Yannick, 2011, "Equilibrium payoffs of finite games," Journal of Mathematical Economics, Elsevier, volume 47, issue 1, pages 48-53, January.

2010

  1. David Ettinger & Philippe Jehiel, 2010, "A Theory of Deception," American Economic Journal: Microeconomics, American Economic Association, volume 2, issue 1, pages 1-20, February.
  2. David Ettinger, 2010, "Bidding among Friends and Enemies with Symmetric Information," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 166, issue 2, pages 365-385, June.
  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, volume 54, issue 3, pages 698-710, March.
  4. Jouini, Elyès & Marin, Jean-Michel & Napp, Clotilde, 2010, "Discounting and divergence of opinion," Journal of Economic Theory, Elsevier, volume 145, issue 2, pages 830-859, March.
  5. 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, volume 15, issue 3, pages 575-601.
  6. Emmanuel Denis & Yuri Kabanov, 2010, "Mean square error for the Leland–Lott hedging strategy: convex pay-offs," Finance and Stochastics, Springer, volume 14, issue 4, pages 625-667, December, DOI: 10.1007/s00780-010-0130-z.
  7. Emmanuel Denis, 2010, "Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs," Applied Mathematical Finance, Taylor & Francis Journals, volume 17, issue 6, pages 491-518, DOI: 10.1080/13504861003590170.
  8. Yannick Viossat, 2010, "Properties and applications of dual reduction," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 44, issue 1, pages 53-68, July, DOI: 10.1007/s00199-009-0477-6.

2009

  1. David Ettinger, 2009, "Takeover Contests, Toeholds and Deterrence," Scandinavian Journal of Economics, Wiley Blackwell, volume 111, issue 1, pages 103-124, March, DOI: 10.1111/j.1467-9442.2008.01556.x.
  2. Forges, Françoise & Minelli, Enrico, 2009, "Afriat's theorem for general budget sets," Journal of Economic Theory, Elsevier, volume 144, issue 1, pages 135-145, January.
  3. D. Vallière & E. Denis & Y. Kabanov, 2009, "Hedging of American options under transaction costs," Finance and Stochastics, Springer, volume 13, issue 1, pages 105-119, January, DOI: 10.1007/s00780-008-0076-6.

2008

  1. 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), volume 36, issue 2, pages 189-223, August, DOI: 10.1007/s00199-007-0266-z.
  2. David Ettinger, 2008, "Auctions and Shareholdings," Annals of Economics and Statistics, GENES, issue 90, pages 233-257.
  3. David Ettinger, 2008, "Privatisation des sociétés d'autoroute et marché aval," Annals of Economics and Statistics, GENES, issue 89, pages 63-90.
  4. Frédéric Koessler & Françoise Forges, 2008, "Transmission stratégique de l'information et certification," Annals of Economics and Statistics, GENES, issue 89, pages 3-61.
  5. Forges, Françoise & Koessler, Frédéric, 2008, "Long persuasion games," Journal of Economic Theory, Elsevier, volume 143, issue 1, pages 1-35, November.
  6. Frédéric Koessler & Françoise Forges, 2008, "Multistage Communication With And Without Verifiable Types," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 145-164, DOI: 10.1142/S0219198908001844.
  7. Jouini, E. & Napp, C., 2008, "On Abel's concept of doubt and pessimism," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 11, pages 3682-3694, November.
  8. Jouini, Elyès & Napp, Clotilde, 2008, "Are more risk averse agents more optimistic? Insights from a rational expectations model," Economics Letters, Elsevier, volume 101, issue 1, pages 73-76, October.
  9. 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, volume 44, issue 9-10, pages 997-1023, September.
  10. 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., volume 23, issue 6, pages 843-860, DOI: 10.1002/jae.1027.
  11. E. Jouini & W. Schachermayer & N. Touzi, 2008, "Optimal Risk Sharing For Law Invariant Monetary Utility Functions," Mathematical Finance, Wiley Blackwell, volume 18, issue 2, pages 269-292, April, DOI: 10.1111/j.1467-9965.2007.00332.x.
  12. 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, volume 54, issue 10, pages 1822-1826, October, DOI: 10.1287/mnsc.1080.0904.
  13. Viossat, Yannick, 2008, "Is having a unique equilibrium robust?," Journal of Mathematical Economics, Elsevier, volume 44, issue 11, pages 1152-1160, December.
  14. Viossat, Yannick, 2008, "Evolutionary dynamics may eliminate all strategies used in correlated equilibrium," Mathematical Social Sciences, Elsevier, volume 56, issue 1, pages 27-43, July.

2007

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

2006

  1. Françoise Forges, 2006, "Correlated Equilibrium in Games with Incomplete Information Revisited," Theory and Decision, Springer, volume 61, issue 4, pages 329-344, December, DOI: 10.1007/s11238-006-9005-3.
  2. Françoise Forges, 2006, "Feasible Mechanisms in Economies with Type-Dependent Endowments," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 26, issue 2, pages 403-419, April, DOI: 10.1007/s00355-006-0107-1.
  3. 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, volume 30, issue 7, pages 1233-1260, July.
  4. 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, volume 61, issue 4, pages 345-362, December, DOI: 10.1007/s11238-006-9014-2.
  5. Jouini, E. & Napp, C., 2006, "Aggregation of heterogeneous beliefs," Journal of Mathematical Economics, Elsevier, volume 42, issue 6, pages 752-770, September.
  6. Jouini, Elyès & Napp, Clotilde, 2006, "Arbitrage with Fixed Costs and Interest Rate Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 41, issue 4, pages 889-913, December.

2005

  1. Rose‐Anne Dana, 2005, "A Representation Result For Concave Schur Concave Functions," Mathematical Finance, Wiley Blackwell, volume 15, issue 4, pages 613-634, October, DOI: 10.1111/j.1467-9965.2005.00253.x.
  2. Carlier, G. & Dana, R.-A., 2005, "Rearrangement inequalities in non-convex insurance models," Journal of Mathematical Economics, Elsevier, volume 41, issue 4-5, pages 483-503, August.
  3. Forges, Francoise & Koessler, Frederic, 2005, "Communication equilibria with partially verifiable types," Journal of Mathematical Economics, Elsevier, volume 41, issue 7, pages 793-811, November.
  4. Alessandra Iacobucci & Alain Noullez, 2005, "A Frequency Selective Filter for Short-Length Time Series," Computational Economics, Springer;Society for Computational Economics, volume 25, issue 1, pages 75-102, February, DOI: 10.1007/s10614-005-6276-7.
  5. Jouini, Elyes & Napp, Clotilde & Schachermayer, Walter, 2005, "Arbitrage and state price deflators in a general intertemporal framework," Journal of Mathematical Economics, Elsevier, volume 41, issue 6, pages 722-734, September.
  6. Bizid, Abdelhamid & Jouini, Elyès, 2005, "Equilibrium Pricing in Incomplete Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 40, issue 4, pages 833-848, December.

2004

  1. Rose-Anne Dana, 2004, "Ambiguity, uncertainty aversion and equilibrium welfare," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 23, issue 3, pages 569-587, March, DOI: 10.1007/s00199-003-0383-2.
  2. Forges, Francoise, 2004, "The ex ante incentive compatible core of the assignment game," Mathematical Social Sciences, Elsevier, volume 47, issue 2, pages 135-151, March.
  3. Gloter, A. & Hoffmann, M., 2004, "Stochastic volatility and fractional Brownian motion," Stochastic Processes and their Applications, Elsevier, volume 113, issue 1, pages 143-172, September.
  4. Elyès Jouini & Clotilde Napp, 2004, "Conditional comonotonicity," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 27, issue 2, pages 153-166, December, DOI: 10.1007/s10203-004-0049-y.
  5. Elyès Jouini & Clotilde Napp, 2004, "Convergence of utility functions and convergence of optimal strategies," Finance and Stochastics, Springer, volume 8, issue 1, pages 133-144, January, DOI: 10.1007/s00780-003-0106-3.
  6. Elyés Jouini & Moncef Meddeb & Nizar Touzi, 2004, "Vector-valued coherent risk measures," Finance and Stochastics, Springer, volume 8, issue 4, pages 531-552, November, DOI: 10.1007/s00780-004-0127-6.
  7. Elyes Jouini & Jean-Paul Pollin, 2004, "Éditorial," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 9-16.
  8. Elyes Jouini & Clotilde Napp, 2004, "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Revue d'Économie Financière, Programme National Persée, volume 74, issue 1, pages 125-137, DOI: 10.3406/ecofi.2004.5035.

2003

  1. 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), volume 21, issue 4, pages 871-893, June, DOI: 10.1007/s00199-002-0281-z.
  2. Ettinger, David, 2003, "Efficiency in auctions with crossholdings," Economics Letters, Elsevier, volume 80, issue 1, pages 1-7, July.
  3. Jouini, Elyes & Napp, Clotilde, 2003, "A class of models satisfying a dynamical version of the CAPM," Economics Letters, Elsevier, volume 79, issue 3, pages 299-304, June.
  4. Jouini, Elyes & Napp, Clotilde, 2003, "Comonotonic processes," Insurance: Mathematics and Economics, Elsevier, volume 32, issue 2, pages 255-265, April.

2002

  1. Francoise Forges & Jean-Francois Mertens & Rajiv Vohra, 2002, "The Ex Ante Incentive Compatible Core in the Absence of Wealth Effects," Econometrica, Econometric Society, volume 70, issue 5, pages 1865-1892, September.
  2. Forges, Francoise & Minelli, Enrico & Vohra, Rajiv, 2002, "Incentives and the core of an exchange economy: a survey," Journal of Mathematical Economics, Elsevier, volume 38, issue 1-2, pages 1-41, September.
  3. Hoffmann, Marc, 2002, "Rate of convergence for parametric estimation in a stochastic volatility model," Stochastic Processes and their Applications, Elsevier, volume 97, issue 1, pages 147-170, January.

2001

  1. 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, volume 6, issue 2, pages 155-173.
  2. Forges, Francoise & Minelli, Enrico, 2001, "A Note on the Incentive Compatible Core," Journal of Economic Theory, Elsevier, volume 98, issue 1, pages 179-188, May.
  3. 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), volume 18, issue 2, pages 349-365.
  4. Jouini, Elyes & Kallal, Hedi, 2001, "Efficient Trading Strategies in the Presence of Market Frictions," The Review of Financial Studies, Society for Financial Studies, volume 14, issue 2, pages 343-369.
  5. Elyès Jouini, 2001, "Arbitrage and investment opportunities," Finance and Stochastics, Springer, volume 5, issue 3, pages 305-325.
  6. Jouini, Elyes & Kallal, Hedi & Napp, Clotilde, 2001, "Arbitrage and viability in securities markets with fixed trading costs," Journal of Mathematical Economics, Elsevier, volume 35, issue 2, pages 197-221, April.
  7. Jouini, Elyes, 2001, "Arbitrage and control problems in finance: A presentation," Journal of Mathematical Economics, Elsevier, volume 35, issue 2, pages 167-183, April.
  8. 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., volume 4, issue 02, pages 211-243, DOI: 10.1142/S0219024901000936.

2000

  1. Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000, "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, volume 34, issue 2, pages 191-214, October.
  2. Carassus, Laurence & Jouini, Elyes, 2000, "A discrete stochastic model for investment with an application to the transaction costs case," Journal of Mathematical Economics, Elsevier, volume 33, issue 1, pages 57-80, February.
  3. Jouini, Elyes, 2000, "Price functionals with bid-ask spreads: an axiomatic approach," Journal of Mathematical Economics, Elsevier, volume 34, issue 4, pages 547-558, December.
  4. Jouini, Elyes & Koehl, Pierre-F. & Touzi, Nizar, 2000, "Optimal investment with taxes: an existence result," Journal of Mathematical Economics, Elsevier, volume 33, issue 4, pages 373-388, May.

1999

  1. Dana, Rose-Anne & Le Van, Cuong & Magnien, Francois, 1999, "On the Different Notions of Arbitrage and Existence of Equilibrium," Journal of Economic Theory, Elsevier, volume 87, issue 1, pages 169-193, July.
  2. Dana, Rose-Anne, 1999, "Existence, uniqueness and determinacy of equilibrium in C.A.P.M. with a riskless asset," Journal of Mathematical Economics, Elsevier, volume 32, issue 2, pages 167-175, October.
  3. Hoffmann, Marc, 1999, "On nonparametric estimation in nonlinear AR(1)-models," Statistics & Probability Letters, Elsevier, volume 44, issue 1, pages 29-45, August.
  4. Hoffmann, Marc, 1999, "Adaptive estimation in diffusion processes," Stochastic Processes and their Applications, Elsevier, volume 79, issue 1, pages 135-163, January.
  5. Elyès Jouini & Hédi Kallal, 1999, "Viability and Equilibrium in Securities Markets with Frictions," Mathematical Finance, Wiley Blackwell, volume 9, issue 3, pages 275-292, July, DOI: 10.1111/1467-9965.00071.

1998

  1. Olivier De Wolf & Françoise Forges, 1998, "Rational Choice in Strategic Environments: Further Observations," Scandinavian Journal of Economics, Wiley Blackwell, volume 100, issue 2, pages 529-535, June, DOI: 10.1111/1467-9442.00118.
  2. Forges, Francoise & Minelli, Enrico, 1998, "Self-Fulfilling Mechanisms in Bayesian Games," Games and Economic Behavior, Elsevier, volume 25, issue 2, pages 292-310, November.
  3. Laurence Carassus & Elyès Jouini, 1998, "Investment and Arbitrage Opportunities with Short Sales Constraints," Mathematical Finance, Wiley Blackwell, volume 8, issue 3, pages 169-178, July, DOI: 10.1111/1467-9965.00051.

1997

  1. Forges, Francoise & Minelli, Enrico, 1997, "A Property of Nash Equilibria in Repeated Games with Incomplete Information," Games and Economic Behavior, Elsevier, volume 18, issue 2, pages 159-175, February.
  2. Forges, Francoise & Minelli, Enrico, 1997, "Self-Fulfilling Mechanisms and Rational Expectations," Journal of Economic Theory, Elsevier, volume 75, issue 2, pages 388-406, August.
  3. Hoffmann, Marc, 1997, "Minimax estimation of the diffusion coefficient through irregular samplings," Statistics & Probability Letters, Elsevier, volume 32, issue 1, pages 11-24, February.
  4. E. Jouini & P. -F. Koehl & N. Touzi, 1997, "Incomplete markets, transaction costs and liquidity effects," The European Journal of Finance, Taylor & Francis Journals, volume 3, issue 4, pages 325-347, DOI: 10.1080/135184797337408.

1996

  1. Dana, R. A. & Le Van, C., 1996, "Asset Equilibria in Lp spaces with complete markets: A duality approach," Journal of Mathematical Economics, Elsevier, volume 25, issue 3, pages 263-280.
  2. Elyès Jouini, 1996, "Produits dérivés, contrôle des risques et réglementation," Revue d'Économie Financière, Programme National Persée, volume 37, issue 2, pages 203-220, DOI: 10.3406/ecofi.1996.2274.
  3. 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.

1995

  1. Dana, Rose-Anne, 1995, "An extension of Milleron, Mitjushin and Polterovich's result," Journal of Mathematical Economics, Elsevier, volume 24, issue 3, pages 259-269.
  2. Forges, Francoise & Peck, James, 1995, "Correlated Equilibrium and Sunspot Equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 5, issue 1, pages 33-50, January.
  3. Jouini Elyes & Kallal Hedi, 1995, "Martingales and Arbitrage in Securities Markets with Transaction Costs," Journal of Economic Theory, Elsevier, volume 66, issue 1, pages 178-197, June.
  4. Elyégs Jouini & Hédi Kallal, 1995, "Arbitrage In Securities Markets With Short‐Sales Constraints," Mathematical Finance, Wiley Blackwell, volume 5, issue 3, pages 197-232, July, DOI: 10.1111/j.1467-9965.1995.tb00065.x.

1994

  1. Forges, Francoise, 1994, "A note on Pareto optimality in differential information economies," Economics Letters, Elsevier, volume 46, issue 1, pages 27-31, September.
  2. Forges Francoise, 1994, "Posterior Efficiency," Games and Economic Behavior, Elsevier, volume 6, issue 2, pages 238-261, March.

1993

  1. Dana, Rose-Anne, 1993, "Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models," Journal of Mathematical Economics, Elsevier, volume 22, issue 6, pages 563-579.
  2. Dana, Rose Anne, 1993, "Existence and Uniqueness of Equilibria When Preferences Are Additively Separable," Econometrica, Econometric Society, volume 61, issue 4, pages 953-957, July.
  3. Jouini, Elyes & Kallal, Hedi, 1993, "General equilibrium with producers and brokers : Existence and regularity," Economics Letters, Elsevier, volume 41, issue 3, pages 257-263.
  4. Jouini, Elyes, 1993, "The graph of the Walras correspondence : The production economies case," Journal of Mathematical Economics, Elsevier, volume 22, issue 2, pages 139-147.

1992

  1. Jouini, Elyes, 1992, "Existence of equilibria in nonconvex economies without free disposal," Economics Letters, Elsevier, volume 38, issue 1, pages 37-42, January.
  2. Jouini, Elyes, 1992, "An index theorem for nonconvex production economies," Journal of Economic Theory, Elsevier, volume 57, issue 1, pages 176-196, DOI: 10.1016/S0022-0531(05)80047-X.

1991

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

1990

  1. Forges, Francoise, 1990, "Correlated Equilibrium in Two-Person Zero-Sum Games," Econometrica, Econometric Society, volume 58, issue 2, pages 515-515, March.
  2. Forges, Francoise, 1990, "Universal Mechanisms," Econometrica, Econometric Society, volume 58, issue 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, volume 105, issue 2, pages 375-398.

1989

  1. 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, volume 18, issue 3, pages 263-280, June.
  2. Dana, Rose-Anne & Florenzano, Monique & Levan, Cuong & Levy, Dominique, 1989, "Asymptotic properties of a Leontief economy," Journal of Economic Dynamics and Control, Elsevier, volume 13, issue 4, pages 553-568, October.
  3. Jouini, Elyes, 1989, "A remark on Clarke's normal cone and the marginal cost pricing rule," Journal of Mathematical Economics, Elsevier, volume 18, issue 1, pages 95-101, February.

1988

  1. Forges, Francoise, 1988, "Can sunspots replace a mediator?," Journal of Mathematical Economics, Elsevier, volume 17, issue 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, volume 8, issue 3, pages 497-511, September.

1986

  1. Dana, Rose-Anne & Montrucchio, Luigi, 1986, "Dynamic complexity in duopoly games," Journal of Economic Theory, Elsevier, volume 40, issue 1, pages 40-56, October.
  2. Forges, Francoise M, 1986, "An Approach to Communication Equilibria," Econometrica, Econometric Society, volume 54, issue 6, pages 1375-1385, November.
  3. Forges, F. & Mertens, J. F. & Neyman, A., 1986, "A counterexample to the folk theorem with discounting," Economics Letters, Elsevier, volume 20, issue 1, pages 7-7.

Books

2014

  1. Jouini, Elyès (ed.), 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.
  2. Jouini, Elyès & Roon, Frans Adrianus de (ed.), 2014, "Portfolio choice and asset pricing with endogenous beliefs and skewness preference," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14624.

2012

  1. Jouini, Elyès (ed.), 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.

2011

  1. Forges, Françoise (ed.), 2011, "Mécanismes d'échange en présence d'externalités," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/7238.

2009

  1. Jouini, Elyès (ed.), 2009, "Hétérogénéité des croyances et équilibre des marchés financiers," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/1161.

2001

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

Chapters

2005

  1. Françoise Forges & Aviad Heifetz & Enrico Minelli, 2005, "Incentive compatible core and competitive equilibria in differential information economies," Studies in Economic Theory, Springer, in: Dionysius Glycopantis & Nicholas C. Yannelis, "Differential Information Economies", DOI: 10.1007/3-540-26979-7_11.
  2. Alessandra Iacobucci, 2005, "Spectral Analysis for Economic Time Series," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 12, in: Jacek Leskow & Lionello F. Punzo & Martín Puchet Anyul, "New Tools of Economic Dynamics", DOI: 10.1007/3-540-28444-3_12.

2002

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

1994

  1. Françoise Forges, 1994, "Non-Zero Sum Repeated Games and Information Transmission," Springer Books, Springer, chapter 0, in: Nimrod Megiddo, "Essays in Game Theory", DOI: 10.1007/978-1-4612-2648-2_6.

1992

  1. Forges, Francoise, 1992, "Repeated games of incomplete information: Non-zero-sum," Handbook of Game Theory with Economic Applications, Elsevier, chapter 6, in: R.J. Aumann & S. Hart, "Handbook of Game Theory with Economic Applications".

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