Number of documents

107

CV


Journal articles75 documents

  • Elyes Jouini, Clotilde Napp. Gurus and belief manipulation. Economic Modelling, Elsevier, 2015, 49, ⟨10.1016/j.econmod.2015.03.013⟩. ⟨halshs-01250251⟩
  • Elyes Jouini, Clotilde Napp. Live fast, die young. Economic Theory, Springer Verlag, 2015, ⟨10.1007/s00199-015-0894-7⟩. ⟨halshs-01250247⟩
  • Elyes Jouini, Clotilde Napp. Subjective expectations and medical testing. Economics Letters, Elsevier, 2015, 135, ⟨10.1016/j.econlet.2015.07.017⟩. ⟨halshs-01250242⟩
  • Elyès Jouini, Clotilde Napp. How to aggregate experts' discount rates: an equilibrium approach. Economic Modelling, Elsevier, 2014, 36, pp.235-243. ⟨10.1016/j.econmod.2013.09.052⟩. ⟨halshs-00927269⟩
  • Elyès Jouini. Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday. Mathematics and Financial Economics, Springer Verlag, 2014, 8 (4), ⟨10.1007/s11579-014-0130-4⟩. ⟨halshs-01250269⟩
  • Elyès Jouini, Clotilde Napp, Diego Nocetti. On Multivariate Prudence. Journal of Economic Theory, Elsevier, 2013, 148 (3), pp.1255-1267. ⟨10.1016/j.jet.2012.10.007⟩. ⟨halshs-00635558⟩
  • Elyès Jouini, Clotilde Napp, Diego Nocetti. The marginal propensity to consume and multidimensional risk. Economics Letters, Elsevier, 2013, 119 (2), pp.124-127. ⟨halshs-00927262⟩
  • Luciano Campi, Elyès Jouini, Vincent Porte. Efficient portfolios in financial markets with proportional transaction costs. Mathematics and Financial Economics, Springer Verlag, 2013, 7 (3), pp.281-304. ⟨10.1007/s11579-013-0099-4⟩. ⟨halshs-00664074⟩
  • Elyès Jouini, Clotilde Napp, Diego Nocetti. Collective risk aversion. Social Choice and Welfare, Springer Verlag, 2013, 40 (2), pp.411-437. ⟨halshs-00559137v2⟩
  • Elyès Jouini, Clotilde Napp, Diego Nocetti. Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes. Journal of Risk and Uncertainty, Springer Verlag, 2013, 47 (2), pp.199-224. ⟨10.1007/s11166-013-9176-6⟩. ⟨halshs-00927270⟩
  • Elyès Jouini, Clotilde Napp, Yannick Viossat. Evolutionary beliefs and financial markets. Review of Finance, Oxford University Press (OUP): Policy F - Oxford Open Option D, 2013, 17 (2), pp.727-766. ⟨10.1093/rof/rfs004⟩. ⟨halshs-00927265⟩
  • Elyès Jouini, Paul Karehnke, Clotilde Napp. On Portfolio Choice with Savoring and Disappointment. Management Science, INFORMS, 2013, pp.000-000. ⟨10.1287/mnsc.2013.1767⟩. ⟨halshs-00927267⟩
  • Elyès Jouini, Clotilde Napp, Yannick Viossat. Evolutionary strategic beliefs and financial markets. Review of Finance, Oxford University Press (OUP): Policy F - Oxford Open Option D, 2012, pp.1. ⟨halshs-00556490⟩
  • Elyès Jouini, Clotilde Napp, Yannick Viossat. Evolutionary Beliefs and Financial Markets. Review of Finance, Oxford University Press (OUP): Policy F - Oxford Open Option D, 2012, pp.en ligne. ⟨halshs-00778537⟩
  • Jaksa Cvitanic, Elyès Jouini, Semyon Malamud, Clotilde Napp. Financial Markets Equilibrium with Heterogeneous Agents. Review of Finance, Oxford University Press (OUP): Policy F - Oxford Open Option D, 2012, 16 (1), pp.285-321. ⟨10.1093/rof/rfr018⟩. ⟨halshs-00488537⟩
  • Elyès Jouini, Clotilde Napp. Behavioral biases and representative agent. Theory and Decision, Springer Verlag, 2012, 73 (1), pp.97-123. ⟨10.1007/s11238-011-9274-3⟩. ⟨halshs-00550229⟩
  • Elyès Jouini, Clotilde Napp. Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff. Review of Finance / European Finance Review, 2010, (to appear). ⟨halshs-00488481⟩
  • Elyès Jouini, Jean-Michel Marin, Clotilde Napp. Discounting and Divergence of Opinion. Journal of Economic Theory, Elsevier, 2010, 145, pp.830-859. ⟨halshs-00176636v3⟩
  • Selima Ben Mansour, Elyès Jouini, Jean-Michel Marin, Clotilde Napp, Christian Robert. Are risk agents more optimistic? A Bayesian estimation approach. Journal of Applied Econometrics, Wiley, 2008, 23 (6), pp.843-860. ⟨10.1002/jae.1027⟩. ⟨hal-00359613⟩
  • Elyès Jouini, Selima Ben Mansour, Clotilde Napp, Jean-Michel Marin, Christian Robert. Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach. Journal of Applied Econometrics, Wiley, 2008, pp.843-860. ⟨halshs-00176629v2⟩
  • Elyès Jouini, Clotilde Napp. On Abel's Concept of Doubt and Pessimism. Journal of Economic Dynamics and Control, Elsevier, 2008, 32, pp.3682-3694. ⟨halshs-00176611v2⟩
  • Elyès Jouini, Clotilde Napp. Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model. Economics Letters, Elsevier, 2008, 101, pp.73-76. ⟨halshs-00176630v2⟩
  • Diego Nocetti, Elyès Jouini, Clotilde Napp. Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience. Management Science, INFORMS, 2008, Vol. 54 (No. 10), pp. 1822-1826. ⟨10.1287/mnsc.1080.0904⟩. ⟨halshs-00365980⟩
  • Elyès Jouini, Maximilien Nayaradou. Risques : prise de décision individuelle et collective. Risques : les cahiers de l'assurance, Société d'édition et de diffusion des documents informatifs et techniques de l'assurance, 2007, pp.137-138. ⟨halshs-00704639⟩
  • Elyès Jouini. La crise des subprimes ou l'irruption des particuliers dans la sphère financière. Risques : les cahiers de l'assurance, Société d'édition et de diffusion des documents informatifs et techniques de l'assurance, 2007, pp.139-140. ⟨halshs-00705303⟩
  • Clotilde Napp, Elyès Jouini. Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. Review of Economic Studies, Oxford University Press (OUP), 2007, 74, pp.1149-1174. ⟨halshs-00152348⟩
  • Elyès Jouini, Walter Schachermayer, Nizar Touzi. Law Invariant Risk Measures Have the Fatou Property. Advances in mathematical economics, 2006, pp.49-71. ⟨halshs-00176522⟩
  • Clotilde Napp, Elyès Jouini. Arbitrage with fixed costs and interest rate models. Journal of Financial and Quantitative Analysis, Cambridge University Press (CUP), 2006, 41 (4), pp.889-913. ⟨halshs-00151556⟩
  • Elyès Jouini, Clotilde Napp. Arbitrage with Fixed Costs and Interest Rate Models. Journal of Financial and Quantitative Analysis, Cambridge University Press (CUP), 2006, pp.889-913. ⟨halshs-00176496⟩
  • Clotilde Napp, Elyès Jouini. Heterogeneous Beliefs and Asset Pricing in Discrete Time. Journal of Economic Dynamics and Control, Elsevier, 2006, 30 (7), pp.1233-1260. ⟨halshs-00151536⟩
  • Clotilde Napp, Elyès Jouini. Aggregation of Heterogeneous Beliefs. Journal of Mathematical Economics, Elsevier, 2006, 42 (6), pp.752-770. ⟨halshs-00151562⟩
  • Elyès Jouini, Clotilde Napp. Aggregation of Heterogeneous Beliefs. Journal of Mathematical Economics, Elsevier, 2006, pp.752-770. ⟨halshs-00176505⟩
  • Clotilde Napp, Elyès Jouini, Selima Benmansour. Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey. Theory and Decision, Springer Verlag, 2006, 61 (4), pp.345-362. ⟨halshs-00151569⟩
  • Clotilde Napp, Elyès Jouini. Conditional Comonotonicity. Decisions in Economics and Finance, Springer-Verlag, 2005, 27 (2), pp.153-166. ⟨halshs-00151516⟩
  • Abdelhamid Bizid, Elyès Jouini. Equilibrium Pricing in Incomplete Markets. Journal of Financial and Quantitative Analysis, Cambridge University Press (CUP), 2005, 40 (4), pp.833-848. ⟨halshs-00176484⟩
  • Clotilde Napp, Elyès Jouini. Arbitrage and state price deflators in a general intertemporal framework. Journal of Mathematical Economics, Elsevier, 2005, 41 (6), pp.722-734. ⟨halshs-00151526⟩
  • Clotilde Napp, Elyès Jouini. Hétérogénéité des croyances, prix du risque et volatilité des marchés. Revue d'économie financière, Association d'économie financière 2004, pp.125-138. ⟨halshs-00151505⟩
  • Elyès Jouini, Clotilde Napp. Hétérogénéité des croyances, prix du risque et volatilité des marchés. Revue d'Economie Finnacière, 2004, pp.125-138. ⟨halshs-00176465⟩
  • Clotilde Napp, Elyès Jouini. Convergence of utility functions and convergence of optimal strategies. Finance and Stochastics, Springer Verlag (Germany), 2004, VIII (1), pp.133-144. ⟨halshs-00151579⟩
  • Elyès Jouini, Moncef Meddeb, Nizar Touzi. Vector-valued Coherent Risk Measures. Finance and Stochastics, Springer Verlag (Germany), 2004, 8, pp.531-552. ⟨halshs-00167154⟩
  • Clotilde Napp, Elyès Jouini. Comonotonic Processes. Insurance Mathematics and Economics, 2003, 32, pp.255-265. ⟨halshs-00151478⟩
  • Elyès Jouini. Convergence of the equilibrium prices in a family of financial models. Finance and Stochastics, Springer Verlag (Germany), 2003, pp.255-265. ⟨halshs-00167153⟩
  • Elyès Jouini, Clotilde Napp. Comonotonic Processes. Insurance: Mathematics and Economics, Elsevier, 2003, pp.255-265. ⟨halshs-00167158⟩
  • Elyès Jouini, Clotilde Napp. A class of models satisfying a dynamical version of the CAPM. Economic Letters, 2003, pp.299-304. ⟨halshs-00167159⟩
  • Elyès Jouini. Market imperfections , equilibrium and arbitrage. Lecture notes on Mathematical Finance, 2003, W., pp.247-307. ⟨halshs-00167131⟩
  • Elyès Jouini, Marie Chazal, Rabah Tharaoui. Production planning and inventories optimization with a general storage cost function. Nonlinear Analysis: Theory, Methods and Applications, Elsevier, 2003, pp.1365- 1395. ⟨halshs-00167148⟩
  • Elyès Jouini, Clotilde Napp. Arbitrage and investment opportunities. Finance and Stochastics, Springer Verlag (Germany), 2001, 5 (3), pp.305-325. ⟨halshs-00778381⟩
  • Clotilde Napp, Elyès Jouini. Arbitrage and Invetsment Opportunities. Finance and Stochastics, Springer Verlag (Germany), 2001, 5, pp.305-325. ⟨halshs-00151391⟩
  • Elyès Jouini, Hedi Kallal, Clotilde Napp. Arbitrage and viability in securities markets with fixed trading costs. Journal of Mathematical Economics, Elsevier, 2001, pp.197-221. ⟨halshs-00167157⟩
  • Elyès Jouini, Abdelhamid Bizid. Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach. International Journal of Theoretical and Applied Finance, World Scientific Publishing, 2001, 4 (2), pp.211-243. ⟨halshs-00167147⟩
  • Clotilde Napp, Elyès Jouini, Hedi Kallal. Arbitrage and viability in securities markets with fixed trading costs. Journal of Mathematical Economics, Elsevier, 2001, 35, pp.197-221. ⟨halshs-00151438⟩
  • Elyès Jouini. Arbitrage and Control Problems in Finance. Presentation.. Journal of Mathematical Economics, Elsevier, 2001, pp.167-183. ⟨halshs-00167152⟩
  • Elyès Jouini, Laurence Carassus. A discrete stochastic model for investment with
    an application to the transaction costs case. Journal of Mathematical Economics, Elsevier, 2000, pp.57-80. ⟨halshs-00167143⟩
  • Elyès Jouini. Price functionals with bid–ask spreads: an axiomatic approach. Journal of Mathematical Economics, Elsevier, 2000, 34, pp.547-558. ⟨halshs-00167144⟩
  • Elyès Jouini, Pierre-François Koehl, Nizar Touzi. Optimal investment with taxes: an existence result. Journal of Mathematical Economics, Elsevier, 2000, 33, pp.373-388. ⟨halshs-00167145⟩
  • Elyès Jouini. Generalized Lipschitz functions. Nonlinear Analysis: Theory, Methods and Applications, Elsevier, 2000, 41, pp.371-382. ⟨halshs-00167146⟩
  • Elyès Jouini, Hedi Kallal. Viability and equilibrium in securities markets with frictions. Mathematical Finance, Wiley, 1999, 9 (3), pp.275-292. ⟨halshs-00176397⟩
  • Elyès Jouini, Pierre-François Koehl, Nizar Touzi. Optimal investment with taxes: an optimal control problem with endogeneous delay. Nonlinear Analysis: Theory, Methods and Applications, Elsevier, 1999, pp.31-56. ⟨halshs-00167141⟩
  • Elyès Jouini, Laurence Carassus. Investment and arbitrage opportunities with short sales constraints. Mathematical Finance, Wiley, 1998, 8, pp.169-178. ⟨halshs-00167140⟩
  • Elyès Jouini, Koehl Pierre-François, Abdelhamid Bizid. Pricing of Non-redundant Derivatives in a Complete Market. Review of Derivatives Research, Springer Verlag, 1998, 2 (4), pp.287-314. ⟨10.1007/BF01574150⟩. ⟨halshs-00167151⟩
  • Elyès Jouini, Pierre-François Koehl, Nizar Touzi. Incomplete markets, transaction costs and liquidity effects. European Journal of Finance, Taylor & Francis (Routledge), 1997, pp.325-347. ⟨halshs-00167139⟩
  • Elyès Jouini. unicité et stabilité de l'équilibre dans une économie de production avec règle de tarfication marginale : les cas convexe et non-convexe. Annales d'Economie et de Statistique, INSEE-GENES, 1996, pp.203-220. ⟨halshs-00175893⟩
  • Elyès Jouini. Produits dérivés, contrôle des risques et réglementation. Revue d'économie financière, Association d'économie financière 1996, pp.203-220. ⟨halshs-00175896⟩
  • Elyès Jouini, Hedi Kallal. Arbitrage in securities markets with shortsale constraints. Mathematical Finance, Wiley, 1995, pp.197-232. ⟨halshs-00175889⟩
  • Elyès Jouini, Hedi Kallal. Martingale and Arbitrage in securities markets with transaction cost. Journal of economic Theory 66, , 1995, pp.178-197. ⟨halshs-00167138⟩
  • Elyès Jouini. General equilibrium with producers and brokers Existence and regularity. Economics Letters, Elsevier, 1993, 41, pp.257-263. ⟨halshs-00167137⟩
  • Elyès Jouini. The graph of the Walras correspondence, The production economies case. Journal of Mathematical Economics, Elsevier, 1993, 22, pp.139-147. ⟨halshs-00167136⟩
  • Elyès Jouini. Structure de l'ensemble des équilibres d'une économie productive. Annales de l'Institut Henri Poincaré (C) Non Linear Analysis, Elsevier, 1992, pp.321-336. ⟨halshs-00175864⟩
  • Elyès Jouini. An Index Theorem for Nonconvex Production Economies. JOURNAL OF ECONOM1C THEORY ,, 1992, 57, pp.176-196. ⟨halshs-00167134⟩
  • Elyes Jouini, Hedi Kallal. Arbitraje en mercados de valores con fricciones. Cuadernos economicos de ICE, 1992, pp.91-114. ⟨halshs-00175774⟩
  • Elyès Jouini. An Index Theorem for Nonconvex Production Economies. Journal of Economic Theory, Elsevier, 1992, pp.176-196. ⟨halshs-00175857⟩
  • Elyès Jouini. Existence of equilibria in nonconvex economies without free disposal. Economics Letters, Elsevier, 1992, 38, pp.37-42. ⟨halshs-00167135⟩
  • Elyès Jouini. Functions with constant generalized gradient. Journal of Mathematical Analysis and Applications, Elsevier, 1990, pp.121-130. ⟨halshs-00175848⟩
  • Elyès Jouini. A REMARK ON CLARKE'S NORMAL CONE AND THE MARGINAL COST PRICING RULE. Journal of Mathematical Economics, Elsevier, 1989, 18, pp.95-101. ⟨halshs-00167132⟩
  • Elyès Jouini, Hedi Kallal. Efficient Trading Strategies in the Presence of Market Frictions. Review of Financial Studies, Oxford University Press (OUP), 1914, pp.343-369. ⟨halshs-00167150⟩

Conference papers9 documents

  • Elyès Jouini, Clotilde Napp. Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs. Colloque AMAMEF, 2007, Toulouse, France. ⟨halshs-00163606⟩
  • Elyès Jouini, Clotilde Napp. Financial Markets with Heterogeneous Beliefs. Séminaire de l'Equipe de Probabilités et Statistiques, Paris 13, 2007, Paris, France. ⟨halshs-00163475⟩
  • Elyès Jouini, Clotilde Napp. Attentes Stratégiques. Séminaire SPO, IHP, 2007, Paris, France. ⟨halshs-00163469⟩
  • Selima Benmansour, Elyès Jouini, Clotilde Napp. Is there a pessimistic bias in individual beliefs ? Evidence from survey dat. European Financial Management Symposium, 2006, Durham, United Kingdom. ⟨halshs-00163694⟩
  • Elyès Jouini, Selima Benmansour, Clotilde Napp. Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion. Séminaire D'Economie, Finance, et Ingénierie Financière, HEC Montréal, 2006, Montréal, Canada. ⟨halshs-00163595⟩
  • Selima Benmansour, Elyès Jouini, Jean-Michel Marin, Clotilde Napp, Christian Robert. Are risk averse agents more optimistic ?. EGRIE, 2006, Barcelone, Spain. ⟨halshs-00163619⟩
  • Selima Benmansour, Elyès Jouini, Clotilde Napp. Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey. LABSI IV, Workshop on Behavioral Finance, 2006, Siena, Italy. ⟨halshs-00163625⟩
  • Selima Benmansour, Elyès Jouini, Clotilde Napp. Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence. Séminaire Bachelier, IHP, 2006, Paris, France. ⟨halshs-00163462⟩
  • Elyès Jouini, Clotilde Napp. Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles. Séminaire Bachelier, IHP, 2006, Paris, France. ⟨halshs-00163481⟩

Books2 documents

  • Elyès Jouini, Olivier Pastré. La Finance Islamique - Une solution à la crise ?. Economica, pp.122, 2009. ⟨halshs-00701937⟩
  • Olivier Pastré, Elyès Jouini. La Finance Islamique. Une solution à la crise ?. Economica, pp.163, 2009. ⟨hal-00989027⟩

Book sections9 documents

  • Elyes Jouini, Dhafer Saïdane. La finance islamique : une finance libre d’intérêt au service de la croissance . Christian de BOISSIEU (éd.); Dominique CHESNEAU (éd.). Financer l’économie réelle, Editions Eyrolles, 2016. ⟨hal-01801721⟩
  • Elyès Jouini. Dans l'âme des investisseurs. Repenser l'Economie, Regards croisés sur l'économie, pp.111-120, 2012. ⟨halshs-00702648⟩
  • Kaouther Jouaber, Elyès Jouini. La finance islamique est-elle une finance durable?. La finance durable : une nouvelle finance pour le XXIe siècle ?, RB édition (Paris), pp.188, 2011. ⟨halshs-00638814⟩
  • Bruno Bouchard, Elyes Jouini. Transaction costs. Rama Cont. Encyclopedia of Quantitative Finance, John Wiley & Sons, pp.1-5, 2010, ⟨10.1002/9780470061602.eqf14012⟩. ⟨hal-00700823⟩
  • Bruno Bouchard, Elyès Jouini. Transaction Costs in Financial Models. Encyclopedia of Quantitative Finance, wiley, pp.7, 2010. ⟨halshs-00703138⟩
  • Elyès Jouini, Clotilde Napp. Arbitrage pricing and equilibrium pricing : compatibility conditions. Collected Papers of the New York University Mathematical Finance Seminar, New York University, pp.131-159, 2002. ⟨halshs-00176423⟩
  • Elyès Jouini, Guillaume Bernis. Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints. Approximation, Optimization and Mathematical Economics, Physica-Verlag, pp.47-59, 2001. ⟨halshs-00176407⟩
  • Elyès Jouini, Clotilde Napp. Market models with frictions : arbitrage and pricing issues. Handbooks of Mathematical Finance, Option Pricing, Interest Rates and Risk Management, Cambridge University Press, pp.43-66, 2001. ⟨halshs-00176417⟩
  • Elyès Jouini. Arbitrage et imperfections de marché. Encyclopédie des Marchés Financiers, Economica, pp.112-126, 1997. ⟨halshs-00175916⟩

Directions of work or proceedings1 document

  • Jose Scheinkman, René Carmona, Erhan Cinlare, Ivar Ekeland, Elyès Jouini, et al.. Paris-Princeton Lectures on Mathematical Finance. Springer-Verlag, pp.376, 2010. ⟨halshs-00706281⟩

Preprints, Working Papers, ...11 documents

  • Luciano Campi, Elyès Jouini, Vincent Porte. Efficient trading strategies in financial markets with proportional transaction costs. 2011. ⟨hal-00635183⟩
  • Elyès Jouini, Clotilde Napp. Gurus and beliefs manipulation. 2010. ⟨halshs-00555609⟩
  • Elyès Jouini, Clotilde Napp. Cognitive biases and the representative agent. 2009. ⟨halshs-00488570⟩
  • Elyès Jouini, Clotilde Napp. Aggregation of Discount Rates: an Equilibrium Approach. 2008. ⟨halshs-00394035v2⟩
  • Selima Benmansour, Elyès Jouini, Clotilde Napp, Jean-Michel Marin, Christian Robert. Are risk averse agents more optimistic? A Bayesian estimation approach. 2007. ⟨halshs-00163678⟩
  • Elyès Jouini, Marie Chazal. Equilibrium Pricing Bounds on Option Prices. 2007. ⟨halshs-00176642⟩
  • Elyès Jouini, Walter Schachermayer, Nizar Touzi. Optimal Risk Sharing for Law Invariant Monetary Utility Functions. 2007. ⟨halshs-00176606⟩
  • Elyès Jouini, Vincent Porte. Efficient Trading Strategies. 2007. ⟨halshs-00176616⟩
  • Elyès Jouini, Clotilde Napp. Strategic Beliefs. 2007. ⟨halshs-00176622⟩
  • Elyès Jouini, Vincent Porte. Efficient Trading Strategies with Transaction Costs. 2007. ⟨halshs-00176619⟩
  • Elyès Jouini, Marie Chazal, Rabah Tahraoui. Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case. 2007. ⟨halshs-00167156⟩