Hedi Kallal

Salomon Smith Barney, Inc.

New York, NY 10013

United States

SCHOLARLY PAPERS

7

DOWNLOADS

112

CITATIONS
Rank 1,942

SSRN RANKINGS

Top 1,942

in Total Papers Citations

287

Scholarly Papers (7)

1.
Downloads 66 (281,251)
Citation 287

Growth in Cities

NBER Working Paper No. w3787
Number of pages: 38 Posted: 03 Feb 2001
Harvard University - John F. Kennedy School of Government, Department of Economics, Salomon Smith Barney, Inc., Columbia University and Harvard University - Department of Economics
Downloads 66 (284,586)
Citation 287

Abstract:

Growth in Cities

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Posted: 17 Nov 2009
Harvard University - John F. Kennedy School of Government, Department of Economics, Salomon Smith Barney, Inc., Columbia University and Harvard University - Department of Economics

Abstract:

County Business Patterns, U.S. Bureau of Census, Specialization, Market competition, Knowledge spillovers, Urban development, Cities, Firm growth, Firm size, Knowledge transfer, Market diversification, Localization

Arbitrage and Viability in Securities Markets With Fixed Trading Costs

Number of pages: 33 Posted: 08 Dec 2009
Elyes Jouini, Hedi Kallal and Clotilde Napp
Univ. Paris Dauphine - CEREMADE, Salomon Smith Barney, Inc. and CNRS and Université Paris-Dauphine
Downloads 27 (414,287)

Abstract:

arbitrage, fixed costs, absolutely continuous martingale measure, contingent claims pricing, viability

Arbitrage and Viability in Securities Markets with Fixed Trading Costs

NYU Working Paper No. S-MF-99-06
Number of pages: 35 Posted: 12 Nov 2008
Elyes Jouini, Hedi Kallal and Clotilde Napp
Univ. Paris Dauphine - CEREMADE, Salomon Smith Barney, Inc. and CNRS and Université Paris-Dauphine
Downloads 19 (458,816)

Abstract:

arbitrage - fixed costs, absolutely continuous martin, gale measure, contingent claims pricing, viability

Arbitrage and Viability in Securities Markets with Fixed Trading Costs

Journal of Mathematical Economics, Vol. 35, pp. 197-221, 2001
Posted: 15 Jul 2006
Elyes Jouini, Hedi Kallal and Clotilde Napp
Univ. Paris Dauphine - CEREMADE, Salomon Smith Barney, Inc. and CNRS and Université Paris-Dauphine

Abstract:

Arbitrage, Fixed costs, Absolutely continuous Martingale measure, Contingent claims pricing

Efficient Trading Strategies in the Presence of Market Frictions

Review of Financial Studies, Vol. 14, Issue 2
Posted: 08 Mar 2001
Elyes Jouini and Hedi Kallal
Univ. Paris Dauphine - CEREMADE and Salomon Smith Barney, Inc.

Abstract:

Viability and Equilibrium in Securities Markets with Frictions

Mathematical Finance, Vol. 9, No. 3, pp. 275-292, July 1999
Posted: 16 Aug 2007
Elyes Jouini and Hedi Kallal
Univ. Paris Dauphine - CEREMADE and Salomon Smith Barney, Inc.

Abstract:

Viability equilibrium absence of arbitrage, free lunch

5.

Martingale and Arbitrage in Securities Markets with Transaction Cost

Journal of Economic Theory, Vol. 66, pp. 178-197, 1995
Posted: 16 Aug 2007
Elyes Jouini and Hedi Kallal
Univ. Paris Dauphine - CEREMADE and Salomon Smith Barney, Inc.

Abstract:

market , transaction costs

6.

General Equilibrium with Producers and Brokers Existence and Regularity

Economics Letters, Vol. 41, pp. 257-263, 1993
Posted: 15 Aug 2007
Elyes Jouini and Hedi Kallal
Univ. Paris Dauphine - CEREMADE and Salomon Smith Barney, Inc.

Abstract:

General equilibrium

7.
Downloads 0 (548,141)

Risk Premia and Variance Bounds

JOURNAL OF FINANCE, VOL. 52, NO. 4, December 1997
Posted: 12 Apr 1998
Pierluigi Balduzzi and Hedi Kallal
Boston College - Carroll School of Management and Salomon Smith Barney, Inc.

Abstract:

Risk Premia and Variance Bounds

Posted: 05 Sep 1996
Pierluigi Balduzzi and Hedi Kallal
Boston College - Carroll School of Management and Salomon Smith Barney, Inc.

Abstract: