×
Author ID: jouini.elyes Recent zbMATH articles by "Jouini, Elyès"
Published as: Jouini, Elyès; Jouini, Elyes; Jouini, E.; Jouini, Elyés
External Links: MGP · ORCID · Wikidata · Twitter · GND · IdRef · theses.fr

Publications by Year

Citations contained in zbMATH Open

57 Publications have been cited 866 times in 659 Documents Cited by Year
Martingales and arbitage in securities markets with transaction costs. Zbl 0830.90020
Jouini, Elyès; Kallal, Hédi
161
1995
Law invariant risk measures have the Fatou property. Zbl 1198.46028
Jouini, Elyès; Schachermayer, Walter; Touzi, Nizar
127
2006
Optimal risk sharing for law invariant monetary utility functions. Zbl 1133.91360
Jouini, E.; Schachermayer, W.; Touzi, N.
110
2008
Vector-valued coherent risk measures. Zbl 1063.91048
Jouini, Elyès; Meddeb, Moncef; Touzi, Nizar
90
2004
Arbitrage in securities markets with short-sales constraints. Zbl 0866.90032
Jouini, Elyès; Kallal, Hédi
62
1995
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. Zbl 1206.91043
Jouini, Elyès; Napp, Clotilde
32
2007
Price functionals with bid-ask spreads: An axiomatic approach. Zbl 0972.91050
Jouini, Elyès
25
2000
Financial markets equilibrium with heterogeneous agents. Zbl 1250.91106
Cvitanić, Jakša; Jouini, Elyès; Malamud, Semyon; Napp, Clotilde
20
2012
Conditional comonotonicity. Zbl 1063.60002
Jouini, Elyès; Napp, Clotilde
17
2004
Viability and equilibrium in securities markets with frictions. Zbl 0980.91022
Jouini, Elyès; Kallal, Hédi
16
1999
Convergence of utility functions and convergence of optimal strategies. Zbl 1052.91047
Jouini, Elyès; Napp, Clotilde
14
2004
Arbitrage and viability in securities markets with fixed trading costs. Zbl 1013.91038
Jouini, Elyès; Kallal, Hedi; Napp, Clotilde
13
2001
Arbitrage and investment opportunities. Zbl 0978.91035
Jouini, Elyès; Napp, Clotilde
12
2001
Option pricing, interest rates and risk management. Zbl 0967.91001
10
2001
Unbiased disagreement in financial markets, waves of pessimism and the risk-return trade-off. Zbl 1218.91048
Jouini, Elyès; Napp, Clotilde
10
2011
Arbitrage and state price deflators in a general intertemporal framework. Zbl 1136.91446
Jouini, Elyés; Napp, Clotilde; Schachermayer, Walter
9
2005
Optimal investment with taxes: An optimal control problem with endogeneous delay. Zbl 1126.91370
Jouini, Elyès; Koehl, Pierre-F.; Touzi, Nizar
9
1999
Optimal investment with taxes: An existence result. Zbl 0978.91043
Jouini, Elyès; Koehl, Pierre-F.; Touzi, Nizar
8
2000
Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt. Zbl 1200.91228
Jouini, Elyès; Napp, Clotilde
8
2006
Comonotonic processes. Zbl 1028.60089
Jouini, Elyès; Napp, Clotilde
8
2003
A remark on Clarke’s normal cone and the marginal cost pricing rule. Zbl 0661.90007
Jouini, Elyes
7
1988
On multivariate prudence. Zbl 1285.91043
Jouini, Elyès; Napp, Clotilde; Nocetti, Diego
6
2013
On Abel’s concept of doubt and pessimism. Zbl 1181.91099
Jouini, E.; Napp, C.
6
2008
Existence of equilibria in nonconvex economies without free disposal. Zbl 0763.90019
Jouini, Elyes
5
1992
Structure of the equilibria set of a production economy. (Structure de l’ensemble des équilibres d’une économie productive.) Zbl 0762.90009
Jouini, Elyes
5
1992
An index theorem for nonconvex production economies. Zbl 0763.90020
Jouini, Elyes
5
1992
The graph of the Walras correspondence. The production economies case. Zbl 0770.90008
Jouini, Elyes
5
1993
Investment and arbitage opportunities with short sales constraints. Zbl 1081.91524
Carassus, Laurence; Jouini, Elyès
5
1998
Discounting and divergence of opinion. Zbl 1238.91134
Jouini, Elyès; Marin, Jean-Michel; Napp, Clotilde
5
2010
Market imperfections, equilibrium and arbitrage. Zbl 0910.90010
Jouini, Elyès
4
1997
Aggregation of heterogeneous beliefs. Zbl 1142.91529
Jouini, E.; Napp, C.
4
2006
Paris-Princeton lectures on mathematical finance 2003. Zbl 1047.91002
3
2004
Functions with constant generalized gradients. Zbl 0738.49013
Jouini, Elyes
3
1990
Production planning and inventories optimization: A backward approach in the convex storage cost case. Zbl 1142.90302
Chazal, Marie; Jouini, Elyès; Tahraoui, Rabah
3
2008
Generalized Lipschitz functions. Zbl 0971.46013
Jouini, Elyès
3
2000
Live fast, die young. Zbl 1367.91109
Jouini, Elyès; Napp, Clotilde
3
2016
Collective risk aversion. Zbl 1287.91092
Jouini, Elyès; Napp, Clotilde; Nocetti, Diego
3
2013
Pricing of non-redundant derivatives in a complete market. Zbl 1274.91400
Bizid, Abdelhamid; Jouini, Elyès; Koehl, Pierre-François
3
1998
General equilibrium with producers and brokers. Existence and regularity. Zbl 0783.90017
Jouini, Elyès; Kallal, Hédi
2
1993
Evolutionary beliefs and financial markets. Zbl 1417.91164
Jouini, Elyès; Napp, Clotilde; Viossat, Yannick
2
2013
A discrete stochastic model for investment with an application to the transaction costs case. Zbl 0960.91038
Carassus, Laurence; Jouini, Elyès
2
2000
Production planning and inventories optimization with a general storage cost function. Zbl 1064.90013
Chazal, Marie; Jouini, Elyès; Tahraoui, Rabah
2
2003
Special issue: Arbitrage and control problems in finance. Zbl 0969.00040
2
2001
Efficient portfolios in financial markets with proportional transaction costs. Zbl 1386.91122
Campi, Luciano; Jouini, Elyès; Porte, Vincent
2
2013
A remark on Clarke’s normal cone and the marginal cost pricing rule. Zbl 0719.90011
Jouini, Elyes
2
1989
Shareholder heterogeneity, asymmetric information, and the equilibrium manager. Zbl 1492.91411
Bianchi, Milo; Dana, Rose-Anne; Jouini, Elyès
2
2022
Equilibrium CEO contract with belief heterogeneity. Zbl 1500.91085
Bianchi, Milo; Dana, Rose-Anne; Jouini, Elyès
1
2022
Incomplete markets and short-sales constraints: an equilibrium approach. Zbl 1154.91543
Bizid, A.; Jouini, E.
1
2001
Financial mathematics. Lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (CIME), held in Bressanone, Italy, July 8–13, 1996. Zbl 0861.00028
1
1997
Convergence of the equilibrium prices in a family of financial models. Zbl 1040.91051
Jouini, Elyès
1
2003
Arbitrage and control problems in finance. A presentation. Zbl 0976.91036
Jouini, Elyès
1
2001
Behavioral biases and the representative agent. Zbl 1260.91077
Jouini, Elyès; Napp, Clotilde
1
2012
A class of models satisfying a dynamical version of the CAPM. Zbl 1254.91712
Jouini, Elyès; Napp, Clotilde
1
2003
Are more risk averse agents more optimistic? Insights from a rational expectations model. Zbl 1255.91306
Jouini, Elyès; Napp, Clotilde
1
2008
Paris-Princeton lectures on mathematical finance 2004. Zbl 1121.91003
1
2007
Paris-Princeton lectures on mathematical finance 2010. Zbl 1198.91010
1
2011
Live fast, die young: equilibrium and survival in large economies. Zbl 1484.91444
Beddock, Arthur; Jouini, Elyès
1
2021
Shareholder heterogeneity, asymmetric information, and the equilibrium manager. Zbl 1492.91411
Bianchi, Milo; Dana, Rose-Anne; Jouini, Elyès
2
2022
Equilibrium CEO contract with belief heterogeneity. Zbl 1500.91085
Bianchi, Milo; Dana, Rose-Anne; Jouini, Elyès
1
2022
Live fast, die young: equilibrium and survival in large economies. Zbl 1484.91444
Beddock, Arthur; Jouini, Elyès
1
2021
Live fast, die young. Zbl 1367.91109
Jouini, Elyès; Napp, Clotilde
3
2016
On multivariate prudence. Zbl 1285.91043
Jouini, Elyès; Napp, Clotilde; Nocetti, Diego
6
2013
Collective risk aversion. Zbl 1287.91092
Jouini, Elyès; Napp, Clotilde; Nocetti, Diego
3
2013
Evolutionary beliefs and financial markets. Zbl 1417.91164
Jouini, Elyès; Napp, Clotilde; Viossat, Yannick
2
2013
Efficient portfolios in financial markets with proportional transaction costs. Zbl 1386.91122
Campi, Luciano; Jouini, Elyès; Porte, Vincent
2
2013
Financial markets equilibrium with heterogeneous agents. Zbl 1250.91106
Cvitanić, Jakša; Jouini, Elyès; Malamud, Semyon; Napp, Clotilde
20
2012
Behavioral biases and the representative agent. Zbl 1260.91077
Jouini, Elyès; Napp, Clotilde
1
2012
Unbiased disagreement in financial markets, waves of pessimism and the risk-return trade-off. Zbl 1218.91048
Jouini, Elyès; Napp, Clotilde
10
2011
Paris-Princeton lectures on mathematical finance 2010. Zbl 1198.91010
1
2011
Discounting and divergence of opinion. Zbl 1238.91134
Jouini, Elyès; Marin, Jean-Michel; Napp, Clotilde
5
2010
Optimal risk sharing for law invariant monetary utility functions. Zbl 1133.91360
Jouini, E.; Schachermayer, W.; Touzi, N.
110
2008
On Abel’s concept of doubt and pessimism. Zbl 1181.91099
Jouini, E.; Napp, C.
6
2008
Production planning and inventories optimization: A backward approach in the convex storage cost case. Zbl 1142.90302
Chazal, Marie; Jouini, Elyès; Tahraoui, Rabah
3
2008
Are more risk averse agents more optimistic? Insights from a rational expectations model. Zbl 1255.91306
Jouini, Elyès; Napp, Clotilde
1
2008
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. Zbl 1206.91043
Jouini, Elyès; Napp, Clotilde
32
2007
Paris-Princeton lectures on mathematical finance 2004. Zbl 1121.91003
1
2007
Law invariant risk measures have the Fatou property. Zbl 1198.46028
Jouini, Elyès; Schachermayer, Walter; Touzi, Nizar
127
2006
Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt. Zbl 1200.91228
Jouini, Elyès; Napp, Clotilde
8
2006
Aggregation of heterogeneous beliefs. Zbl 1142.91529
Jouini, E.; Napp, C.
4
2006
Arbitrage and state price deflators in a general intertemporal framework. Zbl 1136.91446
Jouini, Elyés; Napp, Clotilde; Schachermayer, Walter
9
2005
Vector-valued coherent risk measures. Zbl 1063.91048
Jouini, Elyès; Meddeb, Moncef; Touzi, Nizar
90
2004
Conditional comonotonicity. Zbl 1063.60002
Jouini, Elyès; Napp, Clotilde
17
2004
Convergence of utility functions and convergence of optimal strategies. Zbl 1052.91047
Jouini, Elyès; Napp, Clotilde
14
2004
Paris-Princeton lectures on mathematical finance 2003. Zbl 1047.91002
3
2004
Comonotonic processes. Zbl 1028.60089
Jouini, Elyès; Napp, Clotilde
8
2003
Production planning and inventories optimization with a general storage cost function. Zbl 1064.90013
Chazal, Marie; Jouini, Elyès; Tahraoui, Rabah
2
2003
Convergence of the equilibrium prices in a family of financial models. Zbl 1040.91051
Jouini, Elyès
1
2003
A class of models satisfying a dynamical version of the CAPM. Zbl 1254.91712
Jouini, Elyès; Napp, Clotilde
1
2003
Arbitrage and viability in securities markets with fixed trading costs. Zbl 1013.91038
Jouini, Elyès; Kallal, Hedi; Napp, Clotilde
13
2001
Arbitrage and investment opportunities. Zbl 0978.91035
Jouini, Elyès; Napp, Clotilde
12
2001
Option pricing, interest rates and risk management. Zbl 0967.91001
10
2001
Special issue: Arbitrage and control problems in finance. Zbl 0969.00040
2
2001
Incomplete markets and short-sales constraints: an equilibrium approach. Zbl 1154.91543
Bizid, A.; Jouini, E.
1
2001
Arbitrage and control problems in finance. A presentation. Zbl 0976.91036
Jouini, Elyès
1
2001
Price functionals with bid-ask spreads: An axiomatic approach. Zbl 0972.91050
Jouini, Elyès
25
2000
Optimal investment with taxes: An existence result. Zbl 0978.91043
Jouini, Elyès; Koehl, Pierre-F.; Touzi, Nizar
8
2000
Generalized Lipschitz functions. Zbl 0971.46013
Jouini, Elyès
3
2000
A discrete stochastic model for investment with an application to the transaction costs case. Zbl 0960.91038
Carassus, Laurence; Jouini, Elyès
2
2000
Viability and equilibrium in securities markets with frictions. Zbl 0980.91022
Jouini, Elyès; Kallal, Hédi
16
1999
Optimal investment with taxes: An optimal control problem with endogeneous delay. Zbl 1126.91370
Jouini, Elyès; Koehl, Pierre-F.; Touzi, Nizar
9
1999
Investment and arbitage opportunities with short sales constraints. Zbl 1081.91524
Carassus, Laurence; Jouini, Elyès
5
1998
Pricing of non-redundant derivatives in a complete market. Zbl 1274.91400
Bizid, Abdelhamid; Jouini, Elyès; Koehl, Pierre-François
3
1998
Market imperfections, equilibrium and arbitrage. Zbl 0910.90010
Jouini, Elyès
4
1997
Financial mathematics. Lectures given at the 3rd session of the Centro Internazionale Matematico Estivo (CIME), held in Bressanone, Italy, July 8–13, 1996. Zbl 0861.00028
1
1997
Martingales and arbitage in securities markets with transaction costs. Zbl 0830.90020
Jouini, Elyès; Kallal, Hédi
161
1995
Arbitrage in securities markets with short-sales constraints. Zbl 0866.90032
Jouini, Elyès; Kallal, Hédi
62
1995
The graph of the Walras correspondence. The production economies case. Zbl 0770.90008
Jouini, Elyes
5
1993
General equilibrium with producers and brokers. Existence and regularity. Zbl 0783.90017
Jouini, Elyès; Kallal, Hédi
2
1993
Existence of equilibria in nonconvex economies without free disposal. Zbl 0763.90019
Jouini, Elyes
5
1992
Structure of the equilibria set of a production economy. (Structure de l’ensemble des équilibres d’une économie productive.) Zbl 0762.90009
Jouini, Elyes
5
1992
An index theorem for nonconvex production economies. Zbl 0763.90020
Jouini, Elyes
5
1992
Functions with constant generalized gradients. Zbl 0738.49013
Jouini, Elyes
3
1990
A remark on Clarke’s normal cone and the marginal cost pricing rule. Zbl 0719.90011
Jouini, Elyes
2
1989
A remark on Clarke’s normal cone and the marginal cost pricing rule. Zbl 0661.90007
Jouini, Elyes
7
1988
all top 5

Cited by 741 Authors

31 Jouini, Elyès
17 Wang, Ruodu
14 Hu, Yijun
14 Rudloff, Birgit
14 Schachermayer, Walter
13 Svindland, Gregor
12 Napp, Clotilde
11 Balbás, Alejandro
10 Chen, Yanhong
10 Feinstein, Zachary
10 Hamel, Andreas H.
10 Lépinette, Emmanuel
10 Munari, Cosimo
10 Rüschendorf, Ludger
9 Delbaen, Freddy
9 Grechuk, Bogdan
9 Touzi, Nizar
8 Boonen, Tim J.
8 Dana, Rose-Anne
8 Kupper, Michael
8 Madan, Dilip B.
8 Muhle-Karbe, Johannes
8 Orihuela, José
7 Balbás, Raquel
7 Cheung, Ka Chun
7 Pennanen, Teemu
7 Pichler, Alois
7 Zabarankin, Michael
6 Bonnisseau, Jean-Marc
6 Chateauneuf, Alain
6 Guasoni, Paolo
6 Liebrich, Felix-Benedikt
6 Liu, Haiyan
6 Mao, Tiantian
6 Rosazza Gianin, Emanuela
6 Zastawniak, Tomasz
5 Anthropelos, Michail
5 Carlier, Guillaume
5 Frittelli, Marco
5 Gao, Niushan
5 Kabanov, Yuriĭ Mikhaĭlovich
5 Kallsen, Jan
5 Löhne, Andreas
5 Molchanov, Ilya S.
5 Rásonyi, Miklós
5 Riedel, Frank
5 Righi, Marcelo Brutti
5 Roux, Alet
5 Sun, Fei
5 Tahraoui, Rabah
5 Tangpi, Ludovic
5 Žitković, Gordan
4 Acciaio, Beatrice
4 Araujo, Aloisio P.
4 Balbás, Beatriz
4 Bank, Peter
4 Bellini, Fabio
4 Bottazzi, Giulio
4 Coculescu, Delia
4 Cornet, Bernard
4 Di Bernardino, Elena
4 Dindo, Pietro
4 Dolinsky, Yan
4 Drapeau, Samuel
4 Ekeland, Ivar
4 El Karoui, Nicole
4 Evstigneev, Igor V.
4 Filipović, Damir
4 Ghossoub, Mario
4 Giachini, Daniele
4 Hu, Taizhong
4 Koch Medina, Pablo
4 Koehl, Pierre-François
4 Mailhot, Mélina
4 Massari, Filippo
4 Moresco, Marlon Ruoso
4 Pflug, Georg
4 Pham, Huyên
4 Schumacher, Johannes M.
4 Weber, Stefan
4 Wei, Linxiao
4 Xanthos, Foivos
4 Zhitlukhin, Mikhail V.
4 Ziegel, Johanna F.
3 Arduca, Maria
3 Assa, Hirbod
3 Babaei, Esmaeil
3 Bayraktar, Erhan
3 Bouchard, Bruno
3 Campi, Luciano
3 Cassese, Gianluca
3 Chazal, Marie
3 Cheridito, Patrick
3 Cvitanić, Jakša
3 Dokuchaev, Nikolai G.
3 Doldi, Alessandro
3 Faro, José Heleno
3 Horst, Ulrich
3 Ji, Shaolin
3 Kallal, Hédi
...and 641 more Authors
all top 5

Cited in 131 Serials

55 Insurance Mathematics & Economics
50 Finance and Stochastics
47 Journal of Mathematical Economics
47 Mathematical Finance
42 Mathematics and Financial Economics
21 International Journal of Theoretical and Applied Finance
19 Annals of Operations Research
18 Economic Theory
17 SIAM Journal on Financial Mathematics
14 Annals of Finance
13 The Annals of Applied Probability
12 Journal of Economic Theory
12 Journal of Economic Dynamics & Control
10 European Journal of Operational Research
9 Scandinavian Actuarial Journal
9 Quantitative Finance
9 ASTIN Bulletin
9 Stochastics
8 Mathematical Programming. Series A. Series B
8 Mathematical Methods of Operations Research
7 Applied Mathematical Finance
6 Mathematics of Operations Research
6 Statistics & Probability Letters
6 Positivity
6 European Actuarial Journal
6 Statistics & Risk Modeling
5 Journal of Mathematical Analysis and Applications
5 Journal of Optimization Theory and Applications
5 Stochastic Analysis and Applications
5 Economics Letters
5 Stochastic Processes and their Applications
5 Probability, Uncertainty and Quantitative Risk
4 Journal of Multivariate Analysis
4 Decisions in Economics and Finance
4 Dependence Modeling
3 Journal of Applied Probability
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Operations Research
3 Proceedings of the American Mathematical Society
3 Journal of Global Optimization
3 Mathematical Problems in Engineering
3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
3 Discrete Dynamics in Nature and Society
3 Methodology and Computing in Applied Probability
3 Frontiers of Mathematical Finance
2 Computers & Mathematics with Applications
2 The Annals of Statistics
2 Applied Mathematics and Computation
2 Applied Mathematics and Optimization
2 Econometrica
2 Fuzzy Sets and Systems
2 Journal of Econometrics
2 Journal of Functional Analysis
2 Theory and Decision
2 Acta Applicandae Mathematicae
2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
2 Acta Mathematicae Applicatae Sinica. English Series
2 Optimization
2 Probability Theory and Related Fields
2 Journal of Convex Analysis
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Stochastic Models
2 Journal of Applied Mathematics and Computing
2 Mediterranean Journal of Mathematics
2 Journal of Industrial and Management Optimization
2 Set-Valued and Variational Analysis
2 Theoretical Economics
2 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
1 Advances in Applied Probability
1 Computer Methods in Applied Mechanics and Engineering
1 Metrika
1 Physica A
1 Rocky Mountain Journal of Mathematics
1 Theory of Probability and its Applications
1 Archiv der Mathematik
1 BIT
1 INFOR
1 Journal of the American Statistical Association
1 Journal of Computational and Applied Mathematics
1 Kybernetika
1 Theoretical Computer Science
1 Systems & Control Letters
1 Mathematical Social Sciences
1 Operations Research Letters
1 Social Choice and Welfare
1 Computers & Operations Research
1 International Journal of Approximate Reasoning
1 Mathematical and Computer Modelling
1 Asymptotic Analysis
1 Science in China. Series A
1 Journal of Applied Mathematics and Stochastic Analysis
1 Japan Journal of Industrial and Applied Mathematics
1 International Journal of Adaptive Control and Signal Processing
1 Journal of Risk and Uncertainty
1 Computational Statistics
1 Communications in Statistics. Theory and Methods
1 SIAM Journal on Optimization
1 Computational Economics
1 Applied Mathematics. Series B (English Edition)
1 Filomat
...and 31 more Serials

Citations by Year

The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.