The following pages link to Elyès Jouini (Q193732):
Displaying 50 items.
- Live fast, die young (Q324358) (← links)
- Pricing of non-redundant derivatives in a complete market (Q375374) (← links)
- Behavioral biases and the representative agent (Q453651) (← links)
- Live fast, die young: equilibrium and survival in large economies (Q825163) (← links)
- Aggregation of heterogeneous beliefs (Q855372) (← links)
- Production planning and inventories optimization: A backward approach in the convex storage cost case (Q932772) (← links)
- Equilibrium pricing bounds on option prices (Q941015) (← links)
- Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt (Q956553) (← links)
- Discounting and divergence of opinion (Q969130) (← links)
- (Q1113780) (redirect page) (← links)
- Existence of equilibria in nonconvex economies without free disposal (Q1193008) (← links)
- Structure of the equilibria set of a production economy (Q1196157) (← links)
- An index theorem for nonconvex production economies (Q1196666) (← links)
- The graph of the Walras correspondence. The production economies case (Q1207008) (← links)
- General equilibrium with producers and brokers. Existence and regularity (Q1311227) (← links)
- Production planning and inventories optimization with a general storage cost function. (Q1406783) (← links)
- Comonotonic processes (Q1413395) (← links)
- Convergence of the equilibrium prices in a family of financial models (Q1424722) (← links)
- Optimal investment with taxes: An existence result (Q1567186) (← links)
- Price functionals with bid-ask spreads: An axiomatic approach (Q1592527) (← links)
- Subjective expectations and medical testing (Q1663950) (← links)
- Conditional comonotonicity (Q1770205) (← links)
- Vector-valued coherent risk measures (Q1776019) (← links)
- Functions with constant generalized gradients (Q1813907) (← links)
- Convergence of utility functions and convergence of optimal strategies (Q1887267) (← links)
- Martingales and arbitage in securities markets with transaction costs (Q1897315) (← links)
- A class of models satisfying a dynamical version of the CAPM (Q1927311) (← links)
- Are more risk averse agents more optimistic? Insights from a rational expectations model (Q1934906) (← links)
- A discrete stochastic model for investment with an application to the transaction costs case (Q1975171) (← links)
- Equilibrium CEO contract with belief heterogeneity (Q2088614) (← links)
- Shareholder heterogeneity, asymmetric information, and the equilibrium manager (Q2143892) (← links)
- Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
- The marginal propensity to consume and multidimensional risk (Q2437186) (← links)
- On multivariate prudence (Q2447067) (← links)
- Collective risk aversion (Q2452259) (← links)
- Arbitrage and state price deflators in a general intertemporal framework (Q2571924) (← links)
- The impact of health-related emotions on belief formation and behavior (Q2636395) (← links)
- On Abel's concept of doubt and pessimism (Q2654420) (← links)
- Viability and Equilibrium in Securities Markets with Frictions (Q2757304) (← links)
- (Q2761423) (← links)
- (Q2771100) (← links)
- Financial Markets Equilibrium with Heterogeneous Agents* (Q2919957) (← links)
- ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS (Q3126234) (← links)
- INCOMPLETE MARKETS AND SHORT-SALES CONSTRAINTS: AN EQUILIBRIUM APPROACH (Q3523570) (← links)
- Law invariant risk measures have the Fatou property (Q3564005) (← links)
- Optimal investment with taxes: an optimal control problem with endogeneous delay (Q4254505) (← links)
- (Q4357647) (← links)
- Investment and Arbitrage Opportunities with Short Sales Constraints (Q4791735) (← links)
- Evolutionary Beliefs and Financial Markets* (Q4963397) (← links)
- Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off* (Q5198900) (← links)
