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Elyès Jouini
(Elyes Jouini)

Personal Details

First Name:Elyes
Middle Name:
Last Name:Jouini
Suffix:
RePEc Short-ID:pjo50
http://www.ceremade.dauphine.fr/~jouini/
Institut de Finance Université de Paris Dauphine Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex FRANCE
+33144054226
Terminal Degree:1989 (from RePEc Genealogy)

Affiliation

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

Paris, France
http://www.ceremade.dauphine.fr/
RePEc:edi:cerp9fr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  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. Thomas Breda & Elyes Jouini & Clotilde Napp, 2018. "Societal inequalities amplify gender gaps in math," PSE-Ecole d'économie de Paris (Postprint) hal-01745438, HAL.
  5. Elyes Jouini & Dhafer Saïdane, 2016. "La finance islamique : une finance libre d’intérêt au service de la croissance," Post-Print hal-01801721, HAL.
  6. 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.
  7. Elyes Jouini & Clotilde Napp, 2015. "Subjective expectations and medical testing," Post-Print halshs-01250242, HAL.
  8. Elyès Jouini, 2014. "Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday," Post-Print halshs-01250269, HAL.
  9. Elyès Jouini & Clotilde Napp, 2014. "How to aggregate experts' discount rates: an equilibrium approach," Post-Print halshs-00927269, HAL.
  10. Elyès Jouini & Paul Karehnke & Clotilde Napp, 2013. "On Portfolio Choice with Savoring and Disappointment," Post-Print halshs-00927267, HAL.
  11. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "On Multivariate Prudence," Post-Print halshs-00635558, HAL.
  12. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "The marginal propensity to consume and multidimensional risk," Post-Print halshs-00927262, HAL.
  13. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Collective risk aversion," Post-Print halshs-00559137, HAL.
  14. Elyès Jouini & Clotilde Napp & Yannick Viossat, 2013. "Evolutionary beliefs and financial markets," Post-Print halshs-00927265, HAL.
  15. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes," Post-Print halshs-00927270, HAL.
  16. Luciano Campi & Elyès Jouini & Vincent Porte, 2013. "Efficient portfolios in financial markets with proportional transaction costs," Post-Print halshs-00664074, HAL.
  17. Elyès Jouini & Clotilde Napp & Yannick Viossat, 2012. "Evolutionary strategic beliefs and financial markets," Post-Print halshs-00556490, HAL.
  18. Elyès Jouini, 2012. "Dans l'âme des investisseurs," Post-Print halshs-00702648, HAL.
  19. Elyès Jouini & Clotilde Napp, 2012. "Behavioral biases and representative agent," Post-Print halshs-00550229, HAL.
  20. Elyès Jouini & Clotilde Napp & Yannick Viossat, 2012. "Evolutionary Beliefs and Financial Markets," Post-Print halshs-00778537, HAL.
  21. Jaksa Cvitanic & Elyès Jouini & Semyon Malamud & Clotilde Napp, 2012. "Financial Markets Equilibrium with Heterogeneous Agents," Post-Print halshs-00488537, HAL.
  22. Kaouther Jouaber & Elyès Jouini, 2011. "La finance islamique est-elle une finance durable?," Post-Print halshs-00638814, HAL.
  23. Jose Scheinkman & René Carmona & Erhan Cinlare & Ivar Ekeland & Elyès Jouini & Nizar Touzi, 2010. "Paris-Princeton Lectures on Mathematical Finance," Post-Print halshs-00706281, HAL.
  24. Elyès Jouini & Clotilde Napp, 2010. "Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff," Post-Print halshs-00488481, HAL.
  25. Elyès Jouini & Jean-Michel Marin & Clotilde Napp, 2010. "Discounting and Divergence of Opinion," Post-Print halshs-00176636, HAL.
  26. Bruno Bouchard & Elyès Jouini, 2010. "Transaction Costs in Financial Models," Post-Print halshs-00703138, HAL.
  27. Elyès Jouini & Clotilde Napp, 2010. "Gurus and beliefs manipulation," Working Papers halshs-00555609, HAL.
  28. Elyès Jouini & Olivier Pastré, 2009. "La Finance Islamique - Une solution à la crise ?," Post-Print halshs-00701937, HAL.
  29. Elyès Jouini & Clotilde Napp, 2009. "Cognitive biases and the representative agent," Working Papers halshs-00488570, HAL.
  30. Jaksa CVITANIC & Elyès JOUINI & Semyon MALAMUD & Clotilde NAPP, 2009. "Financial Markets Equilibrium with Heterogeneous Agents," Swiss Finance Institute Research Paper Series 09-45, Swiss Finance Institute.
  31. Elyès Jouini & Selima Ben Mansour & Clotilde Napp & Jean-Michel Marin & Christian Robert, 2008. "Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach," Post-Print halshs-00176629, HAL.
  32. Elyès Jouini & Clotilde Napp, 2008. "On Abel's Concept of Doubt and Pessimism," Post-Print halshs-00176611, HAL.
  33. 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.
  34. 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.
  35. 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.
  36. Elyès Jouini & Clotilde Napp, 2008. "Aggregation of Discount Rates: an Equilibrium Approach," Working Papers halshs-00394035, HAL.
  37. Elyès Jouini & Vincent Porte, 2007. "Efficient Trading Strategies," Working Papers halshs-00176616, HAL.
  38. Elyès Jouini & Vincent Porte, 2007. "Efficient Trading Strategies with Transaction Costs," Working Papers halshs-00176619, HAL.
  39. Elyès Jouini & Clotilde Napp, 2007. "Financial Markets with Heterogeneous Beliefs," Post-Print halshs-00163475, HAL.
  40. Elyès Jouini & Marie Chazal, 2007. "Equilibrium Pricing Bounds on Option Prices," Working Papers halshs-00176642, HAL.
  41. Elyès Jouini & Clotilde Napp, 2007. "Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs," Post-Print halshs-00163606, HAL.
  42. Elyès Jouini & Walter Schachermayer & Nizar Touzi, 2007. "Optimal Risk Sharing for Law Invariant Monetary Utility Functions," Working Papers halshs-00176606, HAL.
  43. Elyès Jouini & Clotilde Napp, 2007. "Attentes Stratégiques," Post-Print halshs-00163469, HAL.
  44. Selima Benmansour & Elyès Jouini & Clotilde Napp & Jean-Michel Marin & Christian Robert, 2007. "Are risk averse agents more optimistic? A Bayesian estimation approach," Working Papers halshs-00163678, HAL.
  45. Clotilde Napp & Elyès Jouini, 2007. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Post-Print halshs-00152348, HAL.
  46. Elyès Jouini, 2007. "La crise des subprimes ou l'irruption des particuliers dans la sphère financière," Post-Print halshs-00705303, HAL.
  47. Elyès Jouini & Maximilien Nayaradou, 2007. "Risques : prise de décision individuelle et collective," Post-Print halshs-00704639, HAL.
  48. Elyès Jouini & Clotilde Napp, 2007. "Strategic Beliefs," Working Papers halshs-00176622, HAL.
  49. Elyès Jouini & Walter Schachermayer & Nizar Touzi, 2006. "Law Invariant Risk Measures Have the Fatou Property," Post-Print halshs-00176522, HAL.
  50. 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.
  51. Elyès Jouini & Clotilde Napp, 2006. "Arbitrage with Fixed Costs and Interest Rate Models," Post-Print halshs-00176496, HAL.
  52. Selima Benmansour & Elyès Jouini & Clotilde Napp, 2006. "Is there a pessimistic bias in individual beliefs ? Evidence from survey dat," Post-Print halshs-00163694, HAL.
  53. Clotilde Napp & Elyès Jouini, 2006. "Aggregation of Heterogeneous Beliefs," Post-Print halshs-00151562, HAL.
  54. 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.
  55. Clotilde Napp & Elyès Jouini, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time," Post-Print halshs-00151536, HAL.
  56. Selima Benmansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2006. "Are risk averse agents more optimistic ?," Post-Print halshs-00163619, HAL.
  57. 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.
  58. Clotilde Napp & Elyès Jouini, 2006. "Arbitrage with fixed costs and interest rate models," Post-Print halshs-00151556, HAL.
  59. Elyès Jouini & Clotilde Napp, 2006. "Aggregation of Heterogeneous Beliefs," Post-Print halshs-00176505, HAL.
  60. Selima Benmansour & Elyès Jouini & Clotilde Napp, 2006. "Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey," Post-Print halshs-00163625, HAL.
  61. 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.
  62. Clotilde Napp & Elyès Jouini, 2005. "Conditional Comonotonicity," Post-Print halshs-00151516, HAL.
  63. Abdelhamid Bizid & Elyès Jouini, 2005. "Equilibrium Pricing in Incomplete Markets," Post-Print halshs-00176484, HAL.
  64. Clotilde Napp & Elyès Jouini, 2005. "Arbitrage and state price deflators in a general intertemporal framework," Post-Print halshs-00151526, HAL.
  65. Elyès Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print halshs-00176465, HAL.
  66. Elyès Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued Coherent Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00167154, HAL.
  67. Elyès Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued Coherent Risk Measures," Post-Print halshs-00167154, HAL.
  68. Clotilde Napp & Elyès Jouini, 2004. "Convergence of utility functions and convergence of optimal strategies," Post-Print halshs-00151579, HAL.
  69. 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.
  70. Elyès Jouini, 2003. "Market imperfections, equilibrium and arbitrage," Finance 0312005, University Library of Munich, Germany.
  71. Elyès Jouini, 2003. "Convergence of the equilibrium prices in a family of financial models," Post-Print halshs-00167153, HAL.
  72. Elyès Jouini & Clotilde Napp, 2003. "A class of models satisfying a dynamical version of the CAPM," Post-Print halshs-00167159, HAL.
  73. Elyès Jouini & Abdelhamid Bizid, 2003. "Equilibrium Pricing in Incomplete Markets," Finance 0312004, University Library of Munich, Germany.
  74. 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.
  75. Elyès Jouini, 2003. "Market imperfections , equilibrium and arbitrage," Post-Print halshs-00167131, HAL.
  76. Elyès Jouini & Clotilde Napp, 2003. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Finance 0312001, University Library of Munich, Germany.
  77. Elyès Jouini & Clotilde Napp, 2003. "Comonotonic Processes," Post-Print halshs-00167158, HAL.
  78. Elyès Jouini & Hedi Kallal & Clotilde Napp, 2003. "Arbitrage with fixed costs and interest rate models," Finance 0312002, University Library of Munich, Germany.
  79. Elyès Jouini & Marie Chazal & Rabah Tharaoui, 2003. "Production planning and inventories optimization with a general storage cost function," Post-Print halshs-00167148, HAL.
  80. Elyès Jouini & Clotilde Napp, 2002. "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print halshs-00176423, HAL.
  81. Elyès Jouini & Clotilde Napp, 2001. "Market models with frictions : arbitrage and pricing issues," Post-Print halshs-00176417, HAL.
  82. Elyès Jouini, 2001. "Arbitrage and Control Problems in Finance. Presentation," Post-Print halshs-00167152, HAL.
  83. Elyès Jouini & Clotilde Napp, 2001. "Arbitrage and investment opportunities," Post-Print halshs-00778381, HAL.
  84. Elyès Jouini & Guillaume Bernis, 2001. "Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints," Post-Print halshs-00176407, HAL.
  85. Elyès Jouini & Abdelhamid Bizid, 2001. "Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach," Post-Print halshs-00167147, HAL.
  86. Elyès Jouini & Hedi Kallal, 2001. "Efficient Trading Strategies in the Presence of Market Frictions," Post-Print halshs-00167150, HAL.
  87. Elyès Jouini & Hedi Kallal & Clotilde Napp, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Post-Print halshs-00167157, HAL.
  88. Elyès Jouini, 2000. "Generalized Lipschitz functions," Post-Print halshs-00167146, HAL.
  89. Elyès Jouini & Laurence Carassus, 2000. "A discrete stochastic model for investment withan application to the transaction costs case," Post-Print halshs-00167143, HAL.
  90. 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).
  91. Elyès Jouini, 2000. "Price functionals with bid–ask spreads: an axiomatic approach," Post-Print halshs-00167144, HAL.
  92. Elyès Jouini & Pierre-François Koehl & Nizar Touzi, 2000. "Optimal investment with taxes: an existence result," Post-Print halshs-00167145, HAL.
  93. 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-.
  94. Elyès Jouini & Pierre-François Koehl & Nizar Touzi, 1999. "Optimal investment with taxes: an optimal control problem with endogeneous delay," Post-Print halshs-00167141, HAL.
  95. 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-.
  96. 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-.
  97. 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-.
  98. Elyès Jouini & Hedi Kallal, 1999. "Viability and equilibrium in securities markets with frictions," Post-Print halshs-00176397, HAL.
  99. 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-.
  100. 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-.
  101. 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-.
  102. 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).
  103. Elyès Jouini & Koehl Pierre-François & Abdelhamid Bizid, 1998. "Pricing of Non-redundant Derivatives in a Complete Market," Post-Print halshs-00167151, HAL.
  104. 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.
  105. Elyès Jouini & Laurence Carassus, 1998. "Investment and arbitrage opportunities with short sales constraints," Post-Print halshs-00167140, HAL.
  106. Elyès Jouini, 1997. "Arbitrage et imperfections de marché," Post-Print halshs-00175916, HAL.
  107. 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.
  108. 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.
  109. Elyès Jouini & Pierre-François Koehl & Nizar Touzi, 1997. "Incomplete markets, transaction costs and liquidity effects," Post-Print halshs-00167139, HAL.
  110. 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.
  111. 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).
  112. Elyès Jouini, 1996. "Produits dérivés, contrôle des risques et réglementation," Post-Print halshs-00175896, HAL.
  113. 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.
  114. Elyès Jouini & Hedi Kallal, 1995. "Martingale and Arbitrage in securities markets with transaction cost," Post-Print halshs-00167138, HAL.
  115. Elyès Jouini & Hedi Kallal, 1995. "Arbitrage in securities markets with shortsale constraints," Post-Print halshs-00175889, HAL.
  116. Elyès Jouini, 1993. "The graph of the Walras correspondence, The production economies case," Post-Print halshs-00167136, HAL.
  117. Elyès Jouini, 1993. "General equilibrium with producers and brokers Existence and regularity," Post-Print halshs-00167137, HAL.
  118. Elyès Jouini, 1992. "Structure de l'ensemble des équilibres d'une économie productive," Post-Print halshs-00175864, HAL.
  119. Elyès Jouini, 1992. "An Index Theorem for Nonconvex Production Economies," Post-Print halshs-00175857, HAL.
  120. Elyès Jouini, 1992. "Existence of equilibria in nonconvex economies without free disposal," Post-Print halshs-00167135, HAL.
  121. Elyès Jouini, 1990. "Functions with constant generalized gradient," Post-Print halshs-00175848, HAL.
  122. Elyès Jouini, 1989. "A Remark On Clarke'S Normal Cone And The Marginal Cost Pricing Rule," Post-Print halshs-00167132, HAL.
  123. 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-.

Articles

  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. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Jouini, Elyès & Napp, Clotilde, 2015. "Gurus and belief manipulation," Economic Modelling, Elsevier, vol. 49(C), pages 11-18.
  8. Jouini, Elyès & Napp, Clotilde, 2015. "Subjective expectations and medical testing," Economics Letters, Elsevier, vol. 135(C), pages 39-41.
  9. Jouini, Elyès & Napp, Clotilde, 2014. "How to aggregate experts' discount rates: An equilibrium approach," Economic Modelling, Elsevier, vol. 36(C), pages 235-243.
  10. Elyès Jouini & Paul Karehnke & Clotilde Napp, 2014. "On Portfolio Choice with Savoring and Disappointment," Management Science, INFORMS, vol. 60(3), pages 796-804, March.
  11. Elyès Jouini & Clotilde Napp & Yannick Viossat, 2013. "Evolutionary Beliefs and Financial Markets," Review of Finance, European Finance Association, vol. 17(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, vol. 47(2), pages 199-224, October.
  13. 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.
  14. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013. "On multivariate prudence," Journal of Economic Theory, Elsevier, vol. 148(3), pages 1255-1267.
  15. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013. "The marginal propensity to consume and multidimensional risk," Economics Letters, Elsevier, vol. 119(2), pages 124-127.
  16. Elyès Jouini & Clotilde Napp, 2012. "Behavioral biases and the representative agent," Theory and Decision, Springer, vol. 73(1), pages 97-123, July.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. Elyès Jouini & Clotilde Napp, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," Review of Economic Studies, Oxford University Press, vol. 74(4), pages 1149-1174.
  27. Jouini, E. & Napp, C., 2006. "Aggregation of heterogeneous beliefs," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 752-770, September.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. Elyes Jouini & Jean-Paul Pollin, 2004. "Éditorial," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 9-16.
  35. Elyès Jouini & Clotilde Napp, 2004. "Conditional comonotonicity," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 27(2), pages 153-166, December.
  36. 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.
  37. Elyés Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued coherent risk measures," Finance and Stochastics, Springer, vol. 8(4), pages 531-552, November.
  38. 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.
  39. Jouini, Elyes & Napp, Clotilde, 2003. "Comonotonic processes," Insurance: Mathematics and Economics, Elsevier, vol. 32(2), pages 255-265, April.
  40. Elyès Jouini, 2001. "Arbitrage and investment opportunities," Finance and Stochastics, Springer, vol. 5(3), pages 305-325.
  41. 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.
  42. Jouini, Elyes, 2001. "Arbitrage and control problems in finance: A presentation," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 167-183, April.
  43. Jouini, Elyes & Kallal, Hedi, 2001. "Efficient Trading Strategies in the Presence of Market Frictions," Review of Financial Studies, Society for Financial Studies, vol. 14(2), pages 343-369.
  44. 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.
  45. 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.
  46. Jouini, Elyes, 2000. "Price functionals with bid-ask spreads: an axiomatic approach," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 547-558, December.
  47. 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.
  48. Elyès Jouini & Hédi Kallal, 1999. "Viability and Equilibrium in Securities Markets with Frictions," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 275-292, July.
  49. Laurence Carassus & Elyès Jouini, 1998. "Investment and Arbitrage Opportunities with Short Sales Constraints," Mathematical Finance, Wiley Blackwell, vol. 8(3), pages 169-178, July.
  50. 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.
  51. Elyès Jouini, 1996. "Produits dérivés, contrôle des risques et réglementation," Revue d'Économie Financière, Programme National Persée, vol. 37(2), pages 203-220.
  52. 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.
  53. 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.
  54. Elyégs Jouini & Hédi Kallal, 1995. "Arbitrage In Securities Markets With Short‐Sales Constraints," Mathematical Finance, Wiley Blackwell, vol. 5(3), pages 197-232, July.
  55. Jouini, Elyes, 1993. "The graph of the Walras correspondence : The production economies case," Journal of Mathematical Economics, Elsevier, vol. 22(2), pages 139-147.
  56. Jouini, Elyes & Kallal, Hedi, 1993. "General equilibrium with producers and brokers : Existence and regularity," Economics Letters, Elsevier, vol. 41(3), pages 257-263.
  57. Jouini, Elyes, 1992. "Existence of equilibria in nonconvex economies without free disposal," Economics Letters, Elsevier, vol. 38(1), pages 37-42, January.
  58. Jouini, Elyes, 1992. "An index theorem for nonconvex production economies," Journal of Economic Theory, Elsevier, vol. 57(1), pages 176-196.
  59. 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.

Chapters

  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..

Books

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

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MIC: Microeconomics (6) 2003-12-14 2011-11-07 2011-11-07 2014-01-24 2014-01-24 2014-01-24. Author is listed
  2. NEP-UPT: Utility Models & Prospect Theory (5) 2011-11-07 2011-11-07 2014-01-24 2014-01-24 2021-02-15. Author is listed
  3. NEP-CFN: Corporate Finance (4) 2003-12-07 2003-12-07 2003-12-14 2003-12-14
  4. NEP-EVO: Evolutionary Economics (4) 2011-11-07 2012-02-01 2014-02-02 2020-12-21
  5. NEP-GEN: Gender (2) 2019-07-22 2020-12-21
  6. NEP-GTH: Game Theory (2) 2011-11-07 2012-02-01
  7. NEP-EUR: Microeconomic European Issues (1) 2019-07-22
  8. NEP-HPE: History & Philosophy of Economics (1) 2014-02-02

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