.
Napp, Clotilde's
Scholarly Papers
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Aggregate Statistics
Total 3,671
Total Citations 114
1.
Financial Markets Equilibrium with Heterogeneous Agents
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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
514(24,646)
10
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
258
10
Heterogeneous beliefs, heterogeneous preferences, heterogeneous time preference rates, contracyclical market price of risk, procyclical interest rate, term structure of interest rates, preferred habitat theory, long term risk
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
256
10
equilibrium, heterogeneous agents, volatility, optimal portfolios, survival, yield curve, long yield
2.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
390(35,098)
1
Beliefs, Strategic, Pessimism, Consensus, Risk-premium, Heterogeneous, Doubt, Overconfidence
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(45,804)
45
Risk premium, beliefs heterogeneity, optimism, pessimism, consensus consumer
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(56,409)
8
5.
Unbiased Disagreement and the Efficient Market Hypothesis
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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(66,822)
1
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
100
1
disagreement, efficient market hypothesis, momentum, mean-reversion, noisy beliefs, countercyclical risk premium, procyclical interest rates
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
123
1
Efficient Market Hypthesis, Disagreement, Irrational Investors, Noisy beliefs, Coutercyclical risk premia
6.
Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey
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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(76,583)
2
Mansour, Selima Ben Université Paris-Dauphine
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
0
Pessimism, judged probability, lottery
Mansour, Selima Ben Université Paris-Dauphine
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
195
2
Pessimism, judged probability, lottery
7.
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
189(78,925)
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
188(79,353)
1
Bayesian estimation, MCMC scheme, importance sampling, pessimism, risk tolerance, risk aversion, consensus belief
9.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
187(79,788)
10.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
166(89,221)
3
Pessimism, optimism, doubt, stochastic dominance, risk premium, market price of risk, riskiness, portfolio dominance, monotone likelihood ratio
11.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
135(107,112)
Optimism, risk-aversion, rational expectations, risk-premium, heterogenous beliefs
12.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
115(121,948)
2
behavioral agent, hyperbolic discounting, probability weighting function, representative agent, neurofinance
13.
Cognitive Biases and the Representative Agent
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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(158,601)
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
46
behavioral agent, hyperbolic discounting, probability weighting function, representative agent, neurofinance, ambiguity aversion
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
32
behavioral agent, hyperbolic discounting, probability weighting function, representative agent, neuronance, ambiguity aversion
14.
Optimal Strategic Beliefs
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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(169,179)
1
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
41
1
beliefs formation, strategic beliefs, optimal beliefs, distorded beliefs
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
29
1
beliefs formation, strategic beliefs, optimal beliefs, distorded beliefs, pessimism
15.
Nocetti, Diego Clarkson University
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
66(174,642)
3
social discount rate, hyperbolic discounting, cost-benefit analysis
16.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
63(179,098)
1
Arbitrage, equilibrium, optimality, incomplete markets, nonredudant assets, derivatives pricing
17.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
62(180,512)
3
18.
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(191,624)
1
19.
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(196,740)
4
20.
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(203,890)
consumption discount rate, equilibrium discount rate, experts discount rate, hyperbolic discounting, cost-benefit analysis, gamma discounting, divergence of opinion
21.
Arbitrage and Viability in Securities Markets with Fixed Trading Costs
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Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Kallal, Hédi affiliation not provided to SSRN
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
Posted:
15 Jul 06
Last Revised:
08 Dec 09
45(209,506)
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Kallal, Hedi Salomon Smith Barney, Inc.
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
19
arbitrage, fixed costs, absolutely continuous martingale measure, contingent claims pricing, viability
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Kallal, Hedi Salomon Smith Barney, Inc.
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
13
arbitrage - fixed costs, absolutely continuous martin, gale measure, contingent claims pricing, viability
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Kallal, Hédi affiliation not provided to SSRN
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
13
arbitrage, fixed costs, absolutely continuous martingale measure, contingent claims pricing, viability
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Kallal, Hedi Salomon Smith Barney, Inc.
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
0
Arbitrage, Fixed costs, Absolutely continuous Martingale measure, Contingent claims pricing
22.
Arbitrage and Investment Opportunities
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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(211,516)
3
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
44
3
arbitrage, investment opportunities, numeraire, market imperfections, transaction costs, Yan`s theorem
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
0
Arbitrage, investment opportunities, numéraire, market frictions
23.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
Viossat, Yannick Université Paris-Dauphine - CEREMADE
34(232,896)
heterogeneous beliefs, beliefs formation
24.
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(237,748)
1
Arbitrage, fixed costs, contingent claims pricing, interest rate models, long zero-coupon rates, Dybvig Ingersoll and Ross, Brennan and Schwartz, barrier models
25.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
Nocetti, Diego Clarkson University
30(243,009)
matrix-measure, multivariate prudence, comparative prudence, multivariate downside risk aversion, downside risk aversion, multivariate preferences
26.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
Viossat, Yannick Université Paris-Dauphine - CEREMADE
29(245,747)
belief formation, strategic beliefs, optimal beliefs, distorded beliefs, pessimism, risk premium
27.
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(261,178)
1
Equilibrium pricing, arbitrage pricing, convergence, incomplete markets
28.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
23(264,616)
3
equilibrium, optimality, incomplete markets, nonredundant assets, derivatives pricing
29.
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(285,554)
1
CAPM, CCAPM, market beta, equilibrium, financial markets
30.
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(292,605)
Comonotonicity, Comonotonic processes, Jump processes, Risk sharing schemes, Pareto optimal allocations
31.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
8(316,372)
standard agents, investors, gurus performances, equilibrium, beliefs heterogeneity, risk aversion, riskier assets
32.
Jouini, Elyes Universite de Paris 9 Dauphine - CEREMADE
Napp, Clotilde Université Paris-Dauphine - CNRS-DRM
