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Information about:
Elyès Jouini

Personal Details | Affiliation | Works
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Personal Details

First Name: Elyès
Middle Name:
Last Name: Jouini
Suffix:

RePEc Short-ID: pjo50

Email:
Homepage: http://www.ceremade.dauphine.fr/~jouini/
Postal Address: Institut de Finance Université de Paris Dauphine Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex FRANCE
Phone: +33144054226

Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Diego Nocetti & Elyès Jouini & Clotilde Napp, 2008. "Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience," Post-Print halshs-00365980_v1, HAL. [Downloadable!]

  2. Elyès Jouini & Jean-Michel Marin & Clotilde Napp, 2008. "Discounting and Divergence of Opinion," Working Papers halshs-00176636_v2, HAL. [Downloadable!]

  3. Elyès Jouini & Clotilde Napp, 2008. "How to aggregate experts discount rates: an equilibrium approach," Working Papers halshs-00394035_v1, HAL. [Downloadable!]

  4. Elyès Jouini & Walter Schachermayer & Nizar Touzi, 2007. "Optimal Risk Sharing for Law Invariant Monetary Utility Functions," Working Papers halshs-00176606_v1, HAL. [Downloadable!]
    Published as:

  5. Elyès Jouini & Marie Chazal, 2007. "Equilibrium Pricing Bounds on Option Prices," Working Papers halshs-00176642_v1, HAL. [Downloadable!]

  6. Elyès Jouini & Vincent Porte, 2007. "Efficient Trading Strategies with Transaction Costs," Working Papers halshs-00176619_v1, HAL. [Downloadable!]

  7. Elyès Jouini & Clotilde Napp, 2007. "Strategic Beliefs," Working Papers halshs-00176622_v1, HAL. [Downloadable!]

  8. Elyès Jouini & Clotilde Napp, 2007. "Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model," Working Papers halshs-00176630_v1, HAL. [Downloadable!]

  9. Elyès Jouini & Vincent Porte, 2007. "Efficient Trading Strategies," Working Papers halshs-00176616_v1, HAL. [Downloadable!]

  10. Selima Benmansour & Elyès Jouini & Clotilde Napp & Jean-Michel Marin & Christian Robert, 2007. "Are risk averse agents more optimistic? A Bayesian estimation approach," Working Papers halshs-00163678_v1, HAL. [Downloadable!]
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  11. Elyès Jouini & Clotilde Napp, 2006. "On Abel's Concept of Doubt and Pessimism," Working Papers halshs-00176611_v1, HAL. [Downloadable!]
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  12. Clotilde Napp & Elyès Jouini & Selima Benmansour, 2006. "Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey," Post-Print halshs-00151569_v1, HAL. [Downloadable!]
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  13. Elyès Jouini & Walter Schachermayer & Nizar Touzi, 2006. "Law Invariant Risk Measures Have the Fatou Property," Post-Print halshs-00176522_v1, HAL. [Downloadable!]

  14. Elyès Jouini & Clotilde Napp, 2006. "Aggregation of Heterogeneous Beliefs," Post-Print halshs-00176505_v1, HAL. [Downloadable!]
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  15. Clotilde Napp & Elyès Jouini, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time," Post-Print halshs-00151536_v1, HAL. [Downloadable!]

  16. Elyès Jouini & Clotilde Napp, 2006. "Heterogeneous Beliefs and Asset Pricing in Discrete Time: An Analysis of Pessimism and Doubt," Post-Print halshs-00176500_v1, HAL. [Downloadable!]
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  17. Clotilde Napp & Elyès Jouini, 2005. "Arbitrage and state price deflators in a general intertemporal framework," Post-Print halshs-00151526_v1, HAL. [Downloadable!]
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  18. Elyès Jouini & Clotilde Napp, 2004. "Hétérogénéité des croyances, prix du risque et volatilité des marchés," Post-Print halshs-00176465_v1, HAL. [Downloadable!]

  19. Elyès Jouini & Clotilde Napp, 2004. "Conditional Comonotonicity," Post-Print halshs-00176456_v1, HAL. [Downloadable!]
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  20. Clotilde Napp & Elyès Jouini, 2004. "Convergence of utility functions and convergence of optimal strategies," Post-Print halshs-00151579_v1, HAL. [Downloadable!]
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  21. Elyès Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued Coherent Risk Measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00167154_v1, HAL. [Downloadable!]
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  22. Elyès Jouini, 2003. "Market imperfections, equilibrium and arbitrage," Finance 0312005, EconWPA. [Downloadable!]
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  23. Elyès Jouini, 2003. "Convergence of the equilibrium prices in a family of financial models," Post-Print halshs-00167153_v1, HAL. [Downloadable!]

  24. Elyès Jouini & Clotilde Napp, 2003. "A class of models satisfying a dynamical version of the CAPM," Post-Print halshs-00167159_v1, HAL. [Downloadable!]
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  25. Elyès Jouini & Clotilde Napp, 2003. "Comonotonic Processes," Post-Print halshs-00167158_v1, HAL. [Downloadable!]
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  26. Elyès Jouini & Clotilde Napp & Walter Schachermayer, 2003. "No-arbitrage and state price deflators in a general continuous time framework," Finance 0312003, EconWPA. [Downloadable!]

  27. Elyès Jouini & Hedi Kallal & Clotilde Napp, 2003. "Arbitrage with fixed costs and interest rate models," Finance 0312002, EconWPA. [Downloadable!]
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  28. Elyès Jouini & Clotilde Napp, 2003. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Finance 0312001, EconWPA. [Downloadable!]
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  29. Elyès Jouini & Abdelhamid Bizid, 2003. "Equilibrium Pricing in Incomplete Markets," Finance 0312004, EconWPA. [Downloadable!]
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  30. Marie Chazal & Elyès Jouini & Rabah Tahraoui, 2003. "Production Planning and Inventories Optimization : A Backward Approach in the Convex Storage Cost Case," GE, Growth, Math methods 0312002, EconWPA. [Downloadable!]
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  31. Elyès Jouini & Clotilde Napp, 2002. "Arbitrage pricing and equilibrium pricing : compatibility conditions," Post-Print halshs-00176423_v1, HAL. [Downloadable!]

  32. Elyès Jouini, 2001. "Arbitrage and Control Problems in Finance. Presentation," Post-Print halshs-00167152_v1, HAL. [Downloadable!]
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  33. Bernis, G. & Jouini, E., 2000. "Characterizing the Premium at the Equilinrium of a Reinsurance Market with Short Sale Constraints," Papiers d'Economie Mathématique et Applications 2000.46, Université Panthéon-Sorbonne (Paris 1).

  34. Elyès Jouini & Hédi Kallal, 1999. "Efficient Trading Strategies in the Presence of Market Frictions," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-035, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  35. Elyes Jouini & Clotilde Napp, 1999. "Continuous Time Equilibrium Pricing of Nonredundant Assets," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-008, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  36. Elyès Jouini & Hédi Kallal & Clotilde Napp, 1999. "Arbitrage and Viability in Securities Markets with Fixed Trading Costs," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-033, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  37. Elyès Jouini & Pierre-Francois Koehl & Nizar Touzi, 1999. "Optimal Investment with Taxes: An Existence Result," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-037, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  38. Elyès Jouini, 1999. "Price Functionals with Bid-Ask Spreads: An Axiomatic Approach," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-038, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  39. Elyès Jouini & Hédi Kallal, 1999. "Viability and Equilibrium in Securities Markets with Frictions," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-036, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  40. Elyès Jouini & Clotilde Napp, 1999. "Arbitrage and Investment Opportunities," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-034, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  41. Carassus, L. & Jouini, E., 1998. "Un modele discret et stochastique d'investissement avec une application aux couts de transaction," Papiers d'Economie Mathématique et Applications 98.16, Université Panthéon-Sorbonne (Paris 1).
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  42. Carassus, L. & Jouini, E., 1997. "Couts de transaction, contraintes de vente a decouvert et taxes: une approche unifiee," Papiers d'Economie Mathématique et Applications 97.82, Université Panthéon-Sorbonne (Paris 1).
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  43. RePEc:hal:journl:halshs-00167154_v1 is not listed on IDEAS

  44. Elyès Jouini ; Hédi Kallal ; Clotilde Napp, . "Arbitrage Pricing of Derivatives with Bounds on the Underlying Securities," Working Papers 98-28, Centre de Recherche en Economie et Statistique. [Downloadable!]

  45. RePEc:hal:wpaper:halshs-00176636_v1 is not listed on IDEAS

  46. A, Bizid ; Elyès Jouini ; P, F, Koehl, . "Pricing in Incomplete Markets : An Equilibrium Approach," Working Papers 97-41, Centre de Recherche en Economie et Statistique. [Downloadable!]

  47. L, Carassus ; H, Pham ; E, Jouini, . "Arbitrage and Super-Replication Cost with Convex Constraints," Working Papers 97-57, Centre de Recherche en Economie et Statistique. [Downloadable!]

  48. Elyes Jouini & Pierre-Francois Koehl, . "Pricing of Non-redundant Derivatives in a Complete Market," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-009, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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  49. RePEc:hal:journl:halshs-00176484_v1 is not listed on IDEAS

  50. Elyès Jouini ; P, F, Koehl ; Nizar Touzi, . "Optimal Investment with Taxes : An Optimal Control Problem with Endogenous Delay," Working Papers 97-44, Centre de Recherche en Economie et Statistique. [Downloadable!]

  51. RePEc:hal:journl:halshs-00167151_v1 is not listed on IDEAS

Articles

  1. Jouini, Elyès & Napp, Clotilde, 2008. "Are more risk averse agents more optimistic? Insights from a rational expectations model," Economics Letters, Elsevier, vol. 101(1), pages 73-76, October. [Downloadable!] (restricted)

  2. E. Jouini & W. Schachermayer & N. Touzi, 2008. "Optimal Risk Sharing For Law Invariant Monetary Utility Functions," Mathematical Finance, Blackwell Publishing, vol. 18(2), pages 269-292. [Downloadable!] (restricted)
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  3. Jouini, E. & Napp, C., 2008. "On Abel's concept of doubt and pessimism," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3682-3694, November. [Downloadable!] (restricted)
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  4. Chazal, Marie & Jouini, Elyès & Tahraoui, Rabah, 2008. "Production planning and inventories optimization: A backward approach in the convex storage cost case," Journal of Mathematical Economics, Elsevier, vol. 44(9-10), pages 997-1023, September. [Downloadable!] (restricted)
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  5. Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008. "Are risk-averse agents more optimistic? A Bayesian estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 843-860. [Downloadable!]
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  6. Elyes Jouini & Clotilde Napp, 2007. "Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs," Review of Economic Studies, Blackwell Publishing, vol. 74(4), pages 1149-1174, October. [Downloadable!] (restricted)
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  7. Selima Mansour & Elyès Jouini & Clotilde Napp, 2006. "Is There a “Pessimisticâ€\x9D Bias in Individual Beliefs? Evidence from a Simple Survey," Theory and Decision, Springer, vol. 61(4), pages 345-362, December. [Downloadable!] (restricted)

  8. Jouini, E. & Napp, C., 2006. "Aggregation of heterogeneous beliefs," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 752-770, September. [Downloadable!] (restricted)
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  9. Jouini, Elyes & Napp, Clotilde, 2006. "Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt," Journal of Economic Dynamics and Control, Elsevier, vol. 30(7), pages 1233-1260, July. [Downloadable!] (restricted)
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  10. Jouini, Ely?s & Napp, Clotilde, 2006. "Arbitrage with Fixed Costs and Interest Rate Models," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 41(04), pages 889-913, December. [Downloadable!]
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  11. Bizid, Abdelhamid & Jouini, Ely?s, 2005. "Equilibrium Pricing in Incomplete Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(04), pages 833-848, December. [Downloadable!]
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  12. Jouini, Elyes & Napp, Clotilde & Schachermayer, Walter, 2005. "Arbitrage and state price deflators in a general intertemporal framework," Journal of Mathematical Economics, Elsevier, vol. 41(6), pages 722-734, September. [Downloadable!] (restricted)
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  13. Elyés Jouini & Moncef Meddeb & Nizar Touzi, 2004. "Vector-valued coherent risk measures," Finance and Stochastics, Springer, vol. 8(4), pages 531-552, November. [Downloadable!] (restricted)
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  14. Elyès Jouini & Clotilde Napp, 2004. "Conditional comonotonicity," Decisions in Economics and Finance, Springer, vol. 27(2), pages 153-166, December. [Downloadable!] (restricted)
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  15. Elyès Jouini & Clotilde Napp, 2004. "Convergence of utility functions and convergence of optimal strategies," Finance and Stochastics, Springer, vol. 8(1), pages 133-144, January. [Downloadable!] (restricted)
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  16. Jouini, Elyes & Napp, Clotilde, 2003. "Comonotonic processes," Insurance: Mathematics and Economics, Elsevier, vol. 32(2), pages 255-265, April. [Downloadable!] (restricted)
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  17. Jouini, Elyes & Napp, Clotilde, 2003. "A class of models satisfying a dynamical version of the CAPM," Economics Letters, Elsevier, vol. 79(3), pages 299-304, June. [Downloadable!] (restricted)
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  18. Jouini, Elyes, 2001. "Arbitrage and control problems in finance: A presentation," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 167-183, April. [Downloadable!] (restricted)
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  19. Jouini, Elyes & Kallal, Hedi, 2001. "Efficient Trading Strategies in the Presence of Market Frictions," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 14(2), pages 343-69.
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  20. Elyès Jouini, 2001. "Arbitrage and investment opportunities," Finance and Stochastics, Springer, vol. 5(3), pages 305-325. [Downloadable!] (restricted)
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  21. Jouini, Elyes & Kallal, Hedi & Napp, Clotilde, 2001. "Arbitrage and viability in securities markets with fixed trading costs," Journal of Mathematical Economics, Elsevier, vol. 35(2), pages 197-221, April. [Downloadable!] (restricted)
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  22. Jouini, Elyes & Koehl, Pierre-F. & Touzi, Nizar, 2000. "Optimal investment with taxes: an existence result," Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 373-388, May. [Downloadable!] (restricted)
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  23. Jouini, Elyes, 2000. "Price functionals with bid-ask spreads: an axiomatic approach," Journal of Mathematical Economics, Elsevier, vol. 34(4), pages 547-558, December. [Downloadable!] (restricted)
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  24. Carassus, Laurence & Jouini, Elyes, 2000. "A discrete stochastic model for investment with an application to the transaction costs case," Journal of Mathematical Economics, Elsevier, vol. 33(1), pages 57-80, February. [Downloadable!] (restricted)

  25. E. Jouini, P.-F. Koehl, N. Touzi, 1997. "Incomplete markets, transaction costs and liquidity effects," European Journal of Finance, Taylor and Francis Journals, vol. 3(4), pages 325-347, December. [Downloadable!] (restricted)

  26. Elyès Jouini, 1996. "Unicité et stabilité de l'équilibre dans une économie de production avec règle de tarification marginale: les cas convexe et non-convexe," Annales d'Economie et de Statistique, ADRES, issue 44, pages 07, Octobre-D. [Downloadable!]

  27. Jouini Elyes & Kallal Hedi, 1995. "Martingales and Arbitrage in Securities Markets with Transaction Costs," Journal of Economic Theory, Elsevier, vol. 66(1), pages 178-197, June. [Downloadable!] (restricted)

  28. Jouini, Elyes, 1993. "The graph of the Walras correspondence : The production economies case," Journal of Mathematical Economics, Elsevier, vol. 22(2), pages 139-147. [Downloadable!] (restricted)

  29. Jouini, Elyes & Kallal, Hedi, 1993. "General equilibrium with producers and brokers : Existence and regularity," Economics Letters, Elsevier, vol. 41(3), pages 257-263. [Downloadable!] (restricted)

  30. Jouini, Elyes, 1992. "Existence of equilibria in nonconvex economies without free disposal," Economics Letters, Elsevier, vol. 38(1), pages 37-42, January. [Downloadable!] (restricted)

  31. Jouini, Elyes, 1989. "A remark on Clarke's normal cone and the marginal cost pricing rule," Journal of Mathematical Economics, Elsevier, vol. 18(1), pages 95-101, February. [Downloadable!] (restricted)
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NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (4) 2003-12-07 2003-12-07 2003-12-14 2003-12-14 Author is listed
  2. NEP-FIN: Finance (5) 2003-12-07 2003-12-07 2003-12-07 2003-12-14 2003-12-14 Author is listed
  3. NEP-MIC: Microeconomics (1) 2003-12-14
Did you know? RePEc stands for Research Papers in Economics.

This page was last updated on 2009-10-30.

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