samedi 6 mars 2021

Revues académiques

Foreword to the Special Issue Devoted to Professor Ivar Ekeland’s 70th Birthday.
Jouini, E. (2014). Mathematics and Financial Economics, 8, 321-325, 2014.

Gurus and Beliefs Manipulation.
Jouini, E. & Napp, C. (2015). Economic Modelling, 49, 11–18, 2015.

Optimal expectations and limited medical testing: Comment.
Jouini, E. & Napp, C. (2015). Economics Letters, 135, 39-41, 2015.

Live fast, Die young.
Jouini, E. & Napp, C. (2016). Economic Theory, 2016, 265-278.

The impact of Health-related emotions on beliefs formation and behavior.
Jouini, E. & Napp, C. (2017). Management Science.

Stereotypes, Underconfidence and Decision-Making with an Application to Gender and Math.
Jouini, E., Karehnke, P., & Napp, C. (2018). Journal of Economic Behavior and Organization. Volume 148, April 2018, Pages 34-45.

Societal inequalities amplify gender gaps in math.
Breda, T., Jouini, E. & Napp, C. (2019). SCIENCE, 16 Mar 2018, 359, 6381, 1219-1220.

Tarifer un risque dont l’intensité est diversement perçue.
Jouini, E. (2019). Revue d’Economie Financière, 133.

Live fast, die young : equilibrium and survival in large economies.
Jouini, E., & Beddock, A. (2020). Economic Theory.

Equilibrium pricing and market completion: A Counterexample.
Jouini, E. (2020). Economics Bulletin.

Gender stereotypes can explain the gender-equality paradox.
Breda, T., Jouini, E., Napp, C., & Thebault, G.  (2020). IZA Discussion Paper No. 13904. Université Paris-Dauphine Research Paper No. 3743128

On Portfolio Choice with Savoring and Disappointment.
Jouini, E., Karehnke, P., & Napp, C. (2014). Management Science.

Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes.
Nocetti, D., Jouini, E., & Napp, C (2014). Journal of Risk and Uncertainty

How to aggregate experts’ discount rates: an equilibrium approach.
Jouini, E., & Napp. C. (2014). Economic Modelling.

Evolutionary beliefs and financial markets.
Jouini, E., Napp, C. & Viossat, Y. (2013). Review of Finance, 17(2), 727-766.

On Multivariate Prudence.
Jouini, E., & Napp, C. (2013). Journal of Economic Theory, 148, 1255-1267.

Collective risk aversion.
Jouini, E., Napp, C., & Nocetti, D. (2013). Social Choice and Welfare, 40, 411-437.

Effcient trading strategies in fnancial markets with proportional transaction costs.
Campi, L., Jouini, E., & Porte, V. (2013). Mathematics and Financial Economics, 7, 281-304.

The marginal propensity to consume and multidimensional risk.
Jouini, E., Napp, C., & Nocetti, D. (2013). Economics Letters, 119, 124-127.

Financial Markets Equilibrium with Heterogeneous Agents.
Cvitanic, J., Jouini, E., Malamud, S., & Napp, C. (2012). Review of Finance, 16, 285-321.

Behavioral Biases and the Representative Agent.
Jouini, E.
, & Napp, C. (2012). Theory and Decision, 73, 97-123.

Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff.
Jouini, E.
, & Napp, C. (2011). Review of Finance, 15, 575-601.

Discounting and divergence of opinion.
Jouini, E., Marin, J-M., & Napp, C. (2010). Journal of Economic Theory, 145, 830-859.

Transaction Costs in Financial Models.
Bouchard, B., & Jouini, E (2010). Encyclopedia of quantitaive finance.

Optimal Risk Sharing for Law Invariant Monetary Utility Functions.
Jouini, E., Schachermayer, W., & Touzi, N. (2008). Mathematical Finance, 18, 269-292.

Are Risk-Averse Agents more Optimistic? A Bayesian Estimation Approach Journal.
Ben Mansour, S., Jouini, E., Marin, J-M., Robert, C-P., &Napp, C. (2008). Applied Econometrics, 23, 843-860.

Equilibrium Pricing Bound on Option Prices.
Chazal, M., & Jouini, E. (2008). Mathematics and Financial Economics, 1, 251-281.

Are More Risk-Averse Agents More Optimistic ? Insights from a Rational Expectations Model.
Jouini, E.
, & Napp, C. (2008). Economics Letters, 101, 73-76.

Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case.
Chazal, M., Jouini, E., & Tahraoui, R. (2008). Journal of Mathematical Economics, 44, 997-1023.

On Abel’s Concepts of Doubt and Pessimism.
Jouini, E., & Napp, C. (2008). Journal of Economic Dynamics and Control, 32, 3682-3694.

Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs.
Jouini, E.
, & Napp, C. (2007). Review of Economic Studies, 74, 1149-1174.

Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey.
Ben Mansour, S., Jouini, E., & Napp, C. (2006). Theory and Decision, 61, 345-362.

Arbitrage with Fixed Costs and Interest Rate Models.
Jouini, E.
, & Napp, C. (2006). Journal of Financial and Quantitative Analysis, 41, 889-913.

Heterogeneous Beliefs and Asset Pricing in Discrete Time: an Analysis of Pessimism and Doubt.
Jouini, E., & Napp, C. (2006). Journal of Economic Dynamics and Control, 30, 1233-1260.

Aggregation of Heterogeneous Beliefs.
Jouini, E., & Napp, C. (2006). Journal of Mathematical Economics, 42, 752-770.

Equilibrium Pricing in Incomplete Markets.
Bizid, A., & Jouini, E. (2005). Journal of Financial and Quantitative Analysis, 40, 833-848.

Arbitrage and state price deflators in a general intertemporal framework.
Jouini, E.
, & Napp, C. (2005). Journal of Mathematical Economics, 41, 722-734.

Vector-valued Coherent Risk Measures.
Jouini, E.
, Meddeb, M., & Touzi, N. (2004). Finance and Stochastics, 8, 531-552.

Conditional Comonotonicity.
Jouini, E.
, & Napp, C. (2004). Decisions in Economics and Finance, 27, 153-166.

Convergence of utility functions and convergence of optimal strategies.
Jouini, E.
, & Napp, C. (2004). Finance and Stochastics, 8, 133-144.

Hétérogénéité des croyances, prix du risque et volatilité des marchés.
Jouini, E., & Napp, C. (2004). Revue d’Economie financière

Incomplete markets and short-sales constraints: An equilibrium approach.
Bizid, A., & Jouini, E. (2001). International Journal of Theoretical and Applied Finance, 4, 211-243.

Convergence of the equilibrium prices in a family of financial models.
Jouini, E.
(2003). Finance and Stochastics, 7, 491-507.

Production planning and inventories optimization with a general storage cost function.
Chazal, M., Jouini, E., & Tharaoui, R. (2003). Nonlinear Analysis: Theory, Methods & Applications, 54, 1365-1395.

A Class of Models satisfying a Dynamical Version of the CAPM.
Jouini, E., & Napp, C. (2003). Economics Letters, 79, 299-304.

Comonotonic Processes.
Jouini, E.
, & Napp, C. (2003). Insurance Mathematics and Economics, 32, 255-265.

Arbitrage and investment opportunities.
Jouini, E., & Napp, C. (2001). Finance and Stochastics, 5, 305-325.

Incomplete markets and short-sales constraints: An equilibrium approach.
Bizid, A., & Jouini, E. (2001). International Journal of Theoretical and Applied Finance, 4, 211-243.

Efficient Trading Strategies in the Presence of Market Frictions.
Jouini, E., & Kallal, H. (2001). Review of Financial Studies, 14, 343-369.

Arbitrage and control problems in finance: A presentation.
Jouini, E. (2001). Journal of Mathematical Economics, 35, 167-183.

Arbitrage and viability in securities markets with fixed trading costs.
Jouini, E.
, Kallal, H., & Napp, C. (2001). Journal of Mathematical Economics, 35, 197-221.

A discrete stochastic model for investment with an application to the transaction costs case.
Carassus, L., & Jouini, E. (2000). Journal of Mathematical Economics, 33, 57-80.

Generalized Lipschitz functions.
Jouini, E. (2000). Nonlinear Analysis: Theory, Methods & Applications, 41, 371-382.

Price functionals with bid–ask spreads: an axiomatic approach.
Jouini, E. (2000). Journal of Mathematical Economics, 34, 547-558.

Optimal investment with taxes: an existence result.
Jouini, E., Koehl, P-F., & Touzi, N. (2000). Journal of Mathematical Economics, 33, 373-388.

Optimal investment with taxes: an optimal control problem with endogeneous delay.
Jouini, E., Koehl, P-F., & Touzi, N. (1999). Nonlinear Analysis: Theory, Methods & Applications, 37, 31-56.

Viability and equilibrium in securities markets with frictions.
Jouini, E.
, & Kallal, H. (1999). Mathematical Finance, 9.

Pricing of non-redundant derivatives in a complete market.
Bizid, A., Jouini, E., & Koehl, P-F. (1999). Review of Derivatives Research, 2, 287-314.

Investment and arbitrage opportunities with short sales constraints.
Carassus, L., & Jouini, E. (1998). Mathematical Finance, 8, 169-178.

Incomplete markets, transaction costs and liquidity effects.
Jouini, E.
, Koehl, P-F., & Touzi, N. (1997). European Journal of Finance, 3, 325-347.

Market Imperfections, Equilibrium and Arbitrage.
Jouini, E. (1997). Wolfgang Runggaldier (Ed.), Financial Mathematics

Produits dérivés, contrôle des risques et réglementation.
Jouini, E.
, (1996). Revue d’économie financière.

Martingales and arbitrage in securities markets with transaction costs.
Jouini, E.
, & Kallal, H. (1995). Journal of Economic Theory, 66, 178-197.

Arbitrage in securities markets with shortsale constraints.
Jouini, E., & Kallal, H. (1995). Mathematical Finance, 5, 197-232. Mathematical Finance, 5, 197-232.

The graph of the Walras correspondence: The production economies case.
Jouini, E.
(1993). Journal of Mathematical Economics, 22, 139-147.

General equilibrium with producers and brokers existence and regularity.
Jouini, E.
, & Kallal, H. (1993). Economics Letters, 41, 257-263.

Existence of Equilibria in Nonconvex Economies without Free Disposal.
Jouini, E.
(1992). Economics Letters, 38, 37-42.

An index theorem for nonconvex production economies.
Jouini, E. (1992). Journal of Economic Theory, 57, 176-196.

Functions with constant generalized gradients.
Jouini, E.
(1990). Journal of Mathematical Analysis and Applications, 148, 121-130.

Structure de l’ensemble des équilibres d’une économie productive.
Jouini, E. (1992). Annales de l’Institut Henri Poincaré (C) Analyse non linéaire, 321-336.

Arbitraje en mercados de valores con fricciones.
Jouini, E., & Kallal, H. , (1992). Cuadernos economicos de ICE.

Functions with constant generalized gradients.
Jouini, E.
(1990). Journal of Mathematical Analysis and Applications, 148, 121-130.

A remark on Clarke’s normal cone and the marginal cost pricing rule.
Jouini, E.
(1988). Journal of Mathematical Economics, 17, 309-315 and Journal of Mathematical Economics (1989), 18, 95-101

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