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