Bruno Bouchard

Université Paris Dauphine - CEREMADE

Place du Marechal de Lattre de Tassigny

Paris Cedex 16, 75775

France

SCHOLARLY PAPERS

5

DOWNLOADS

262

SSRN CITATIONS
Rank 28,116

SSRN RANKINGS

Top 28,116

in Total Papers Citations

0

CROSSREF CITATIONS

24

Scholarly Papers (5)

1.

Equilibrium Returns with Transaction Costs

Number of pages: 27 Posted: 29 Jul 2017 Last Revised: 13 Mar 2018
Université Paris Dauphine - CEREMADE, Osaka University, University of Warwick - Department of Statistics and Imperial College London - Department of Mathematics
Downloads 173 (176,954)

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equilibrium, transaction costs, liquidity premium

2.

Hedging Under an Expected Loss Constraint with Small Transaction Costs

Swiss Finance Institute Research Paper No. 14-60
Number of pages: 42 Posted: 21 Oct 2014 Last Revised: 09 Dec 2016
Bruno Bouchard, Ludovic Moreau and Halil Mete Soner
Université Paris Dauphine - CEREMADE, ETH Zurich - Department of Mathematics and ETH Zürich
Downloads 62 (358,507)
Citation 4

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Expected loss constraint, hedging, transaction cost, asymptotic expansion

3.

Robust No-Free Lunch with Vanishing Risk, a Continuum of Assets and Proportional Transaction Costs

Number of pages: 41 Posted: 30 Mar 2013 Last Revised: 24 Jun 2015
Emmanuel Lepinette, Bruno Bouchard and Erik Taflin
Université Paris-Dauphine - CEREMADE, CNRS, Université Paris Dauphine - CEREMADE and EISTI
Downloads 26 (498,511)

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4.

No Marginal Arbitrage of the Second Kind for High Production Regimes in Discrete Time Production–Investment Models with Proportional Transaction Costs

Mathematical Finance, Vol. 23, Issue 2, pp. 366-386, 2013
Number of pages: 21 Posted: 06 Mar 2013
Bruno Bouchard and Adrien Nguyen Huu
Université Paris Dauphine - CEREMADE and Université Paris Dauphine
Downloads 1 (664,060)
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financial markets with transaction costs, nonlinear returns, no‐arbitrage of the second kind, consistent price systems

5.

Robust Fundamental Theorem for Continuous Processes

Mathematical Finance, Vol. 27, Issue 4, pp. 963-987, 2017
Number of pages: 25 Posted: 19 Sep 2017
Sara Biagini, Bruno Bouchard and Marcel Nutz
University of Pisa, Université Paris Dauphine - CEREMADE and Columbia University
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fundamental theorem of asset pricing, arbitrage of the first kind, superhedging duality, nondominated model