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Jouini, Elyes
 SSRN Author Rank: 3,928 by Downloads
 

Universite de Paris 9 Dauphine - CEREMADE


 Place du Marechal de Lattre de Tassigny
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 France
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. Jouini, Elyes's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,209		 Total
Citations
196
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Malamud, Semyon
Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
10 Dec 09
Last Revised:
13 Mar 10
515
(24,551) 		10
2.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
10 Dec 06
390
(35,167) 		1
3.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
15 Jul 06
Last Revised:
07 Dec 09
313
(45,876) 		45
4.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Marin, Jean-Michel
I3M
Posted:
13 Jul 07
Last Revised:
11 Jun 09
261
(56,507) 		8
5.   Incl. Electronic Paper
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
16 Feb 09
Last Revised:
18 Mar 09
223
(66,931) 		1
6.   Incl. Electronic Paper
Mansour, Selima Ben
Université Paris-Dauphine
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
16 Jul 06
Last Revised:
29 Jan 07
195
(76,692) 		2
7.  
Heterogeneous Beliefs and Asset Pricing in Discrete Time: An Analysis of Pessimism and Doubt | Show Abstract | Download |
Journal of Economic Dynamics and Control, Vol. 30, pp. 1233-1260, 2006
Accepted Paper Series
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
16 Jul 06
189
(79,043) 		16
8.  
Mansour, Selima Ben
Université Paris-Dauphine
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Marin, Jean-Michel
I3M
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Robert, Christian P.
National Institute of Statistics and Economic Studies (INSEE) - Laboratory of Statistics
Posted:
13 Jul 07
188
(79,476) 		1
9.  
HéTéRogéNéIté Des Croyances, Prix Du Risque Et Volatilité Des MarchéS | Show Abstract | Download |
Revue d'Economie Finnacière, Vol. 74, pp. 125-138, 2004
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
16 Jul 06
187
(79,908) 		 
10.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Porte, Vincent
Calyon
Posted:
19 Jul 07
168
(88,402) 		11
11.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
15 Jul 06
166
(89,346) 		3
12.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Porte, Vincent
Calyon
Posted:
13 Jul 07
156
(94,569) 		 
13.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Schachermayer, Walter
Vienna University of Technology
Touzi, Nizar
Ecole Polytechnique, Paris
Posted:
23 Aug 07
146
(100,312) 		15
14.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
10 Dec 06
135
(107,255) 		 
15.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Schachermayer, Walter
Vienna University of Technology
Touzi, Nizar
Ecole Polytechnique, Paris
Posted:
19 Jul 07
134
(107,928) 		15
16.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Bizid, Abdelhamid
University of Paris 1 Pantheon-Sorbonne
Posted:
15 Aug 07
132
(109,279) 		3
17.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
15 Aug 07
131
(109,999) 		1
18.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
15 Aug 07
130
(110,670) 		3
19.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Meddeb, Moncef
University of Paris 1 Pantheon-Sorbonne - Modelisations et Methodes Mathematiques en Economie
Touzi, Nizar
Ecole Polytechnique, Paris
Posted:
15 Aug 07
117
(120,441) 		2
20.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
16 Feb 09
115
(122,131) 		2
21.  
Chazal, Marie
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
13 Jul 07
89
(146,302) 		 
22.   Incl. Electronic Paper
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
09 Dec 09
Last Revised:
15 Mar 10
78
(158,827) 		 
23.  
Chazal, Marie
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Tahraoui, Rabah
Université Paris-Dauphine - CEREMADE
Posted:
23 Aug 07
78
(158,827) 		 
24.   Incl. Electronic Paper
Bizid, Abdelhamid
University of Paris 1 Pantheon-Sorbonne
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Koehl, Pierre-Francois
CREST-ENSAE
Posted:
15 Aug 07
Last Revised:
09 Mar 09
73
(165,314) 		 
25.   Incl. Electronic Paper
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
16 Feb 09
Last Revised:
18 Mar 09
70
(169,414) 		1
26.  
Nocetti, Diego
Clarkson University
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
12 Jun 09
66
(174,931) 		3
27.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
15 Aug 07
63
(179,328) 		1
28.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
08 Dec 09
62
(180,781) 		3
29.   Incl. Electronic Paper
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Kallal, Hedi
Salomon Smith Barney, Inc.
Posted:
08 Mar 01
Last Revised:
16 Dec 08
58
(187,005) 		12
30.  
Arbitrage and State Price Deflators in a General Intertemporal Framework | Show Abstract | Download |
Journal of Mathematical Economics, Vol. 41, pp. 722-734, 2005
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Schachermayer, Walter
Vienna University of Technology
Posted:
15 Jul 06
Last Revised:
07 Dec 09
55
(191,929) 		1
31.  
Aggregation of Heterogeneous Beliefs | Show Abstract | Download |
Journal of Mathematical Economics, Vol. 42, No. 6, pp. 752-770, 2006
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
15 Jul 06
Last Revised:
07 Dec 09
52
(197,047) 		4
32.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
12 Jun 09
Last Revised:
06 Dec 09
48
(204,216) 		 
33.   Incl. Electronic Paper
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Kallal, Hedi
Salomon Smith Barney, Inc.
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
15 Jul 06
Last Revised:
08 Dec 09
45
(209,826) 		 
34.   Incl. Electronic Paper
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
15 Jul 06
Last Revised:
07 Nov 08
44
(211,811) 		3
35.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Viossat, Yannick
Université Paris-Dauphine - CEREMADE
Posted:
09 Feb 12
34
(233,294) 		 
36.   Incl. Electronic Paper
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
16 Jul 06
Last Revised:
11 Nov 08
32
(238,087) 		7
37.  
Arbitrage with Fixed Costs and Interest Rate Models | Show Abstract | Download |
Journal of Financial and Quantitative Analysis (JFQA), Vol. 41, No. 4, pp. 889-913
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
15 Jul 06
Last Revised:
07 Dec 09
32
(238,087) 		1
38.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
15 Aug 07
31
(240,683) 		1
39.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Nocetti, Diego
Clarkson University
Posted:
21 Oct 11
30
(243,365) 		 
40.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Viossat, Yannick
Université Paris-Dauphine - CEREMADE
Posted:
20 Oct 11
29
(246,109) 		 
41.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Campi, Luciano
affiliation not provided to SSRN
Porte, Vincent
Calyon
Posted:
13 Feb 12
26
(255,093) 		 
42.  
Convergence of Utility Functions and Convergence of Optimal Strategies | Show Abstract | Download |
Finance and Stochastics, Vol. 7, pp. 491-507, 2003
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
15 Jul 06
Last Revised:
06 Dec 09
24
(261,569) 		1
43.  
Continuous Time Equilibrium Pricing of Nonredundant Assets | Show Abstract | Download |
NYU Working Paper No. FIN-99-008
Working Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
07 Nov 08
23
(264,982) 		3
44.   Incl. Electronic Paper
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Koehl, Pierre-F.
affiliation not provided to SSRN
Touzi, Nizar
Université Paris-Dauphine - CEREMADE
Posted:
15 Aug 07
Last Revised:
15 Dec 08
19
(278,834) 		2
45.   Incl. Electronic Paper
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Kallal, Hédi
affiliation not provided to SSRN
Posted:
16 Aug 07
Last Revised:
14 Apr 09
17
(285,987) 		10
46.  
A Class of Models Satisfying a Dynamical Version of the CAPM | Show Abstract | Download |
Economics Lettersm Vol. 79, pp. 299-304, 2003
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
15 Jul 06
Last Revised:
06 Dec 09
17
(285,987) 		1
47.  
Comonotonic Processes | Show Abstract | Download |
Insurance: Mathematics and Economics, Vol. 32, pp. 255-265, 2003
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
15 Jul 06
Last Revised:
06 Dec 09
15
(293,048) 		 
48.  
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
19 Oct 11
8
(316,823) 		 
49.  
Existence of Equilibria in Nonconvex Economies without Free Disposal | Show Abstract |
Economics Letters, Vol. 38, pp. 37-42, 1992
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
30 Jul 10
 
50.  
Martingale and Arbitrage in Securities Markets with Transaction Cost | Show Abstract |
Journal of Economic Theory, Vol. 66, pp. 178-197, 1995
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Kallal, Hedi
Salomon Smith Barney, Inc.
Posted:
16 Aug 07
 
51.  
Optimal Investment with Taxes: An Optimal Control Problem with Endogeneous Delay | Show Abstract |
Nonlinear Analysis, Vol. 37, pp. 31-56, 1999
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Koehl, Pierre-françois
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
Touzi, Nizar
Ecole Polytechnique, Paris
Posted:
16 Aug 07
 
52.  
Generalized Lipschitz Functions | Show Abstract |
Nonlinear Analysis, Vol. 41, pp. 371-382, 2000
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
16 Aug 07
 
53.  
Carassus, Laurence
University of Paris 7 Denis Diderot
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
16 Aug 07
 
54.  
A Remark on Clarke'S Normal Cone and the Marginal Cost Pricing Rule | Show Abstract |
Journal of Mathematical Economics, Vol. 18, pp. 95-101, 1989
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
15 Aug 07
 
55.  
An Index Theorem for Nonconvex Production Economies | Show Abstract |
Journal of Economic Theory, Vol. 57, pp. 176-196, 1992
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
15 Aug 07
 
56.  
The Graph of the Walras Correspondence, the Production Economies Case | Show Abstract |
Journal of Mathematical Economics, Vol. 22, pp. 139-147, 1993
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
15 Aug 07
 
57.  
General Equilibrium with Producers and Brokers Existence and Regularity | Show Abstract |
Economics Letters, Vol. 41, pp. 257-263, 1993
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Kallal, Hedi
Salomon Smith Barney, Inc.
Posted:
15 Aug 07
 
58.  
Incomplete Markets, Transaction Costs and Liquidity Effects | Show Abstract |
The European Journal of Finance, Vol. 3, pp. 325-347, 1997
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Koehl, Pierre-françois
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
Touzi, Nizar
Ecole Polytechnique, Paris
Posted:
15 Aug 07
 
59.  
Investment and Arbitrage Opportunities with Short Sales Constraints | Show Abstract |
Mathematical Finance, Vol. 8, No. 3, pp. 169-178, 2007
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Carassus, Laurence
University of Paris 7 Denis Diderot
Posted:
15 Aug 07
 
60.  
Production Planning and Inventories Optimization with a General Storage Cost Function | Show Abstract |
Nonlinear Analysis, Vol. 54, pp. 1365-1395, 2003
Accepted Paper Series
Chazal, Marie
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Tahraoui, Rabah
Université Paris-Dauphine - CEREMADE
Posted:
15 Aug 07
 
61.  
Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 4, No. 2, pp. 211-243, 2001
Accepted Paper Series
Bizid, Abdelhamid
University of Paris 1 Pantheon-Sorbonne
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Posted:
15 Aug 07
 
62.  
Conditional Comonotonicity | Show Abstract |
Decisions in Economics and Finance, Vol. 27, No. 2, pp. 153-166, 2005
Accepted Paper Series
Jouini, Elyes
Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde
Université Paris-Dauphine - CNRS-DRM
Posted:
15 Jul 06
 

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