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Number of documents

23


Journal articles12 documents

  • Antonin Pottier, Adrien Nguyen-Huu. No-regret Pollution Abatement Options: A Correction of Bréchet and Jouvet (2009). Ecological Economics, Elsevier, 2020, 175, pp.106686. ⟨10.1016/j.ecolecon.2020.106686⟩. ⟨halshs-02615284v2⟩
  • Adrien Nguyen-Huu, Antonin Pottier. Hicksian Traverse Revisited: Conditions for the Energy Transition. Structural Change and Economic Dynamics, Elsevier, 2020, 54, pp.102-120. ⟨10.1016/j.strueco.2020.04.012⟩. ⟨hal-03026476⟩
  • Oumar Mbodji, Adrien Nguyen-Huu, T.A. Pirvu. Optimal sharing rule for a household with a portfolio management problem. Mathematical Social Sciences, Elsevier, 2019, 101, pp.88-98. ⟨10.1016/j.mathsocsci.2019.06.003⟩. ⟨halshs-02315712⟩
  • Yu-Jui Huang, Adrien Nguyen-Huu, Xun Yu Zhou. General stopping behaviors of naive and non-committed sophisticated agents, with application to probability distortion. Mathematical Finance, Wiley, In press, ⟨10.1111/mafi.12224⟩. ⟨halshs-02110872⟩
  • Yu-Jui Huang, Adrien Nguyen-Huu. Time-consistent stopping under decreasing impatience. Finance and Stochastics, Springer Verlag (Germany), 2018, 22 (1), pp.69--95. ⟨10.1007/s00780-017-0350-6⟩. ⟨hal-01950058⟩
  • Matheus R. Grasselli, Adrien Nguyen-Huu. Inventory growth cycles with debt-financed investment. Structural Change and Economic Dynamics, Elsevier, 2018, 44 (1), pp.1--13. ⟨10.1016/j.strueco.2018.01.003⟩. ⟨hal-01950059⟩
  • Matheus Grasselli, Adrien Nguyen Huu. Inflation and speculation in a dynamic macroeconomic model. Journal of Risk and Financial Management, MDPI, 2015, Selected Papers from the Fifth International Conference on Mathematics in Finance (MiF) 2014, Organized by North-West University, University of Cape Town and University of Johannesburg, South Africa) 8 (3), http://www.mdpi.com/1911-8074/8/3/285. ⟨hal-01097661⟩
  • Bernardo Costa-Lima, Adrien Nguyen Huu. Orbits in a stochastic Goodwin-Lotka-Volterra model. Journal of Mathematical Analysis and Applications, Elsevier, 2014, 419 (1), pp.48--67. ⟨10.1016/j.jmaa.2014.04.035⟩. ⟨hal-00851407v2⟩
  • Adrien Nguyen Huu. Investment under uncertainty, competition and regulation. Journal of Dynamics and Games, AIMS, 2014, 1 (4), pp.579 -- 598. ⟨hal-00831263v4⟩
  • Bruno Bouchard, Adrien Nguyen Huu. No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs. Mathematical Finance, Wiley, 2013, 23 (2), pp.366--386. ⟨10.1111/j.1467-9965.2011.00493.x⟩. ⟨hal-00487030v2⟩
  • Adrien Nguyen Huu. A note on super-hedging for investor-producers. Mathematics and Financial Economics, Springer Verlag, 2013, 7 (3), pp.341--357. ⟨10.1007/s11579-012-0080-7⟩. ⟨hal-00653982v3⟩
  • René Aïd, Luciano Campi, Adrien Nguyen Huu, Nizar Touzi. A structural risk-neutral model of electricity prices. International Journal of Theoretical and Applied Finance, World Scientific Publishing, 2009, 12 (7), pp.925-947. ⟨hal-00390690v2⟩

Book sections1 document

  • Adrien Nguyen Huu, Nadia Oudjane. Hedging Expected Losses on Derivatives in Electricity Futures Markets. Commodities, Energy and Environmental Finance, 74, Springer, 2015, Fields Institute Communications, 978-1-4939-2733-3. ⟨hal-00940327⟩

Preprints, Working Papers, ...9 documents

  • Sébastien Duchêne, Adrien Nguyen-Huu, Dimitri Dubois, Marc Willinger. Why finance professionals hold green and brown assets? A lab-in-the-field experiment. 2021. ⟨hal-03285376v2⟩
  • Adrien Nguyen-Huu, Antonin Pottier. Hicksian Traverse Revisited: Conditions for the Energy Transition. 2019. ⟨hal-01966173v2⟩
  • Oumar Mbodji, Adrien Nguyen Huu, Traian A. Pirvu. Optimal Sharing Rule for a Household with a Portfolio Management Problem. 2019. ⟨hal-00940233v4⟩
  • Yu-Jui Huang, Adrien Nguyen-Huu, Xun Yu Zhou. General stopping behaviors of naïve and non-committed sophisticated agents, with application to probability distortion. 2018. ⟨hal-01954926⟩
  • Yu-Jui Huang, Adrien Nguyen-Huu, Xun Yu Zhou. Stopping Behaviors of Naïve and Non-Committed Sophisticated Agents when They Distort Probability. 2017. ⟨hal-01586655⟩
  • Yu-Jui Huang, Adrien Nguyen-Huu. Time-consistent stopping under decreasing impatience. 2017. ⟨hal-01116414v4⟩
  • Adrien Nguyen Huu, Antonin Pottier. Credit and investment in the Goodwin-Keen model: a reappraisal.. 2016. ⟨hal-01448545⟩
  • Adrien Nguyen-Huu, Antonin Pottier. Debt and Investment in the Keen Model: a Reappraisal of Modeling Minsky. 2016. ⟨hal-01376552⟩
  • Matheus Grasselli, Adrien Nguyen-Huu. Inventory growth cycles with debt-financed investment. 2016. ⟨hal-01376201⟩

Theses1 document

  • Adrien Nguyen Huu. Valorisation financière sur les marchés d'électricité. Probabilités [math.PR]. Université Paris Dauphine - Paris IX, 2012. Français. ⟨tel-00715156⟩