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Hugonnier, Julien N.'s
Scholarly Papers
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4,488 |
Total
Citations
116 |
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1.
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Morellec, Erwan
Ecole Polytechnique Fédérale de Lausanne
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17 Jul 03
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Last Revised:
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28 Sep 08
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1,019
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5
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Risk aversion, Real options, Investment timing
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2.
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Morellec, Erwan
Ecole Polytechnique Fédérale de Lausanne
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819
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13
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Real options, incomplete markets, corporate control, risk aversion
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3.
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Malamud, Semyon
Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Morellec, Erwan
Ecole Polytechnique Fédérale de Lausanne
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15 Aug 10
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Last Revised:
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22 May 13
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681
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7
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Capital supply uncertainty, cash management, lumpy investment, inventory models
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4.
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Goldstein, Robert S.
University of Minnesota - Twin Cities - Carlson School of Management Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
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402
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37
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reduced-form models of default, Cox Processes
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5.
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Mutual Fund Portfolio Choice in the Presence of Dynamic Flows
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Versions (2)
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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18 Nov 02
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Last Revised:
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29 Mar 10
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344
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15
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Kaniel, Ron
University of Rochester - Simon Graduate School of Business
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Kaniel, Ron
University of Rochester - Simon Graduate School of Business Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
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18 Nov 02
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Last Revised:
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28 Sep 08
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342
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15
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6.
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Incomplete Information, Idiosyncratic Volatility and Stock Returns
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Berrada, Tony
University of Geneva Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
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07 Sep 08
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Last Revised:
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05 Jul 12
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297
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2
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Berrada, Tony
University of Geneva
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17 Mar 09
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17 Aug 10
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69
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Incomplete information, idiosyncratic volatility, q theory of investment
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Berrada, Tony
University of Geneva
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0
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idiosyncratic volatility, incomplete information, cross-section of returns, q-theory of investment
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Berrada, Tony
University of Geneva Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
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07 Sep 08
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Last Revised:
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05 Jul 12
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228
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Idiosyncratic volatility, incomplete information, cross-section of stock returns.
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7.
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
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23 Oct 08
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Last Revised:
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19 Apr 10
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201
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2
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rational bubbles, portfolio constraints, general equilibrium, limited participation, real indeterminacy
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8.
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Berrada, Tony
University of Geneva Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Rindisbacher, Marcel
Boston University School of Management - Finance and Economics Department
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19 Apr 05
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Last Revised:
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28 Oct 08
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197
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11
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General equilibrium, trading volume, heterogenous agents, multiple goods, incomplete markets, no-trade theorem
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9.
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne St-Amour, Pascal
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) Pelgrin, Florian
HEC Lausanne
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12 Jun 09
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Last Revised:
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26 Apr 12
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194
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8
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portfolio, health investment, mortality risk
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10.
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Malamud, Semyon
Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Morellec, Erwan
Ecole Polytechnique Fédérale de Lausanne
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16 Mar 12
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Last Revised:
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17 Oct 12
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140
(105,699)
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Credit supply uncertainty, dynamic capital structure, default risk, search
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11.
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Pelgrin, Florian
HEC Lausanne St-Amour, Pascal
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
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94
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1
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Asset allocation, Expected lifetime, Health production function, Mortality risk, Recursive utility, Value of health, Value of life
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12.
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Malamud, Semyon
Ecole Polytechnique Federale de Lausanne and Swiss Finance Institute Trubowitz, Eugene
Swiss Federal Institute of Technology Zurich
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83
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4
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continuous-time finance, dynamic market completeness, general equilibrium theory
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13.
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Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Kramkov, Dmitry
Carnegie Mellon University - Department of Mathematical Sciences Schachermayer, Walter
Vienna University of Technology
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17
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11
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14.
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Breton, Michèle
HEC Montreal - Department of Management Sciences Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne Masmoudi, Tarek
Caisse de dépôt et Placement du Québec
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10 Sep 08
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Last Revised:
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29 Feb 12
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portfolio management, asset-based management fees, mutual funds, dynamic flows, stochastic differential game
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15.
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Collin-Dufresne, Pierre
Columbia Business School - Finance and Economics Hugonnier, Julien N.
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne
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09 Oct 01
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Last Revised:
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01 Jul 11
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Non market risks, incomplete markets, pricing, hedging, utility maximization, utility based pricing, certainty equivalent, temporal resolution of uncertainty, credit risk.
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