Elyès Jouini

Available identifiers

zbMath Open jouini.elyesWikidataQ3051889 ScholiaQ3051889MaRDI QIDQ193732

List of research outcomes

Publication	Date of Publication	Type
Equilibrium CEO contract with belief heterogeneity	2022-10-06	Paper
Shareholder heterogeneity, asymmetric information, and the equilibrium manager	2022-05-31	Paper
Live fast, die young: equilibrium and survival in large economies	2021-12-17	Paper
Evolutionary Beliefs and Financial Markets*	2018-11-02	Paper
Subjective expectations and medical testing	2018-08-24	Paper
The impact of health-related emotions on belief formation and behavior	2018-06-05	Paper
Live fast, die young	2016-10-11	Paper
Collective risk aversion	2014-06-02	Paper
On multivariate prudence	2014-04-23	Paper
The marginal propensity to consume and multidimensional risk	2014-03-03	Paper
Pricing of non-redundant derivatives in a complete market	2013-10-30	Paper
Efficient portfolios in financial markets with proportional transaction costs	2013-08-06	Paper
Are more risk averse agents more optimistic? Insights from a rational expectations model	2013-01-29	Paper
A class of models satisfying a dynamical version of the CAPM	2013-01-01	Paper
Financial Markets Equilibrium with Heterogeneous Agents*	2012-10-23	Paper
Behavioral biases and the representative agent	2012-09-27	Paper
Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off*	2011-08-09	Paper
Law invariant risk measures have the Fatou property	2010-06-02	Paper
Discounting and divergence of opinion	2010-05-11	Paper
On Abel's concept of doubt and pessimism	2010-01-19	Paper
Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt	2008-11-25	Paper
Equilibrium pricing bounds on option prices	2008-09-04	Paper
INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH	2008-09-03	Paper
Production planning and inventories optimization: A backward approach in the convex storage cost case	2008-07-11	Paper
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS	2008-04-30	Paper
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs	2007-11-21	Paper
Aggregation of heterogeneous beliefs	2006-12-07	Paper
Arbitrage and state price deflators in a general intertemporal framework	2005-11-14	Paper
Vector-valued coherent risk measures	2005-05-20	Paper
Conditional comonotonicity	2005-04-11	Paper
Convergence of utility functions and convergence of optimal strategies	2004-11-24	Paper
Convergence of the equilibrium prices in a family of financial models	2004-03-16	Paper
Comonotonic processes	2003-11-16	Paper
Production planning and inventories optimization with a general storage cost function.	2003-09-07	Paper
https://portal.mardi4nfdi.de/entity/Q2761423	2003-06-02	Paper
Investment and Arbitrage Opportunities with Short Sales Constraints	2003-02-02	Paper
https://portal.mardi4nfdi.de/entity/Q2771100	2002-02-14	Paper
Arbitrage and investment opportunities	2001-12-12	Paper
Viability and Equilibrium in Securities Markets with Frictions	2001-11-26	Paper
Generalized Lipschitz functions	2001-10-21	Paper
Arbitrage and viability in securities markets with fixed trading costs	2001-09-03	Paper
Arbitrage and control problems in finance. A presentation	2001-07-29	Paper
Price functionals with bid-ask spreads: An axiomatic approach	2001-01-25	Paper
Optimal investment with taxes: An existence result	2000-11-20	Paper
A discrete stochastic model for investment with an application to the transaction costs case	2000-04-09	Paper
Optimal investment with taxes: an optimal control problem with endogeneous delay	1999-10-05	Paper
https://portal.mardi4nfdi.de/entity/Q4357647	1997-09-25	Paper
ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS	1997-03-23	Paper
Martingales and arbitage in securities markets with transaction costs	1995-08-27	Paper
General equilibrium with producers and brokers. Existence and regularity	1994-01-13	Paper
The graph of the Walras correspondence. The production economies case	1993-05-04	Paper
An index theorem for nonconvex production economies	1993-01-16	Paper
Structure of the equilibria set of a production economy	1992-12-17	Paper
Existence of equilibria in nonconvex economies without free disposal	1992-09-27	Paper
Functions with constant generalized gradients	1992-06-25	Paper
A remark on Clarke's normal cone and the marginal cost pricing rule	1989-01-01	Paper
A remark on Clarke's normal cone and the marginal cost pricing rule	1988-01-01	Paper

Research outcomes over time

Doctoral students

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