J. Hugonnier

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Heterogeneity in decentralized asset markets Theoretical Economics	2023-11-02	Paper
Optimal fund menus Mathematical Finance	2023-09-28	Paper
Frictional intermediation in over-the-counter markets Review of Economic Studies	2021-03-26	Paper
Health and (other) asset holdings Review of Economic Studies	2019-01-23	Paper
Credit market frictions and capital structure dynamics Journal of Economic Theory	2015-11-23	Paper
Event risk, contingent claims and the temporal resolution of uncertainty Mathematics and Financial Economics	2015-02-23	Paper
Endogenous completeness of diffusion driven equilibrium markets Econometrica	2013-11-06	Paper
Rational asset pricing bubbles and portfolio constraints Journal of Economic Theory	2012-12-13	Paper
Mutual fund competition in the presence of dynamic flows Automatica	2010-08-13	Paper
MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS Mathematical Finance	2010-04-22	Paper
Corporate control and real investment in incomplete markets Journal of Economic Dynamics and Control	2009-05-18	Paper
THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES International Journal of Theoretical and Applied Finance	2008-09-03	Paper
Pricing and hedging in the presence of extraneous risks Stochastic Processes and their Applications	2007-06-08	Paper
ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS Mathematical Finance	2006-02-08	Paper
Optimal investment with random endowments in incomplete markets. The Annals of Applied Probability	2004-09-15	Paper

Research outcomes over time

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