Access content directly

Elyès Jouini

121
Documents

Publications

Shareholder heterogeneity, asymmetric information, and the equilibrium manager

Milo Bianchi , Rose-Anne Dana , Elyès Jouini
Economic Theory, 2022, 73 (4), pp.1101-1134. ⟨10.1007/s00199-021-01349-6⟩
Journal articles halshs-03839938v1

Belief Dispersion and Convex Cost of Adjustment in the Stock Market and in the Real Economy

Elyès Jouini
Management Science, 2022, ⟨10.1287/mnsc.2022.4495⟩
Journal articles halshs-03839953v1

Equilibrium CEO contract with belief heterogeneity

Milo Bianchi , Rose-Anne Dana , Elyès Jouini
Economic Theory, 2022, 74 (2), pp.505-546. ⟨10.1007/s00199-022-01440-6⟩
Journal articles halshs-03839944v1

Gender stereotypes can explain the gender-equality paradox

Thomas Breda , Elyes Jouini , Clotilde Napp , Georgia Thebault
Proceedings of the National Academy of Sciences of the United States of America, 2020, 117 (49), pp.31063-31069. ⟨10.1073/pnas.2008704117⟩
Journal articles halshs-03029880v1
Image document

Equilibrium pricing and market completion: a counterexample

Elyes Jouini
Economics Bulletin, 2020, 40 (3), pp.1963-1969
Journal articles halshs-03048797v1

Live fast, die young: equilibrium and survival in large economies

Arthur Beddock , Elyès Jouini
Economic Theory, 2020, ⟨10.1007/s00199-020-01268-y⟩
Journal articles halshs-03048812v1

Tarifer un risque dont l'intensité est diversement perçue

Elyes Jouini
Revue d'économie financière, 2019, 2019/1 (133), ⟨10.3917/ecofi.133.0021⟩
Journal articles hal-02278305v1

Societal inequalities amplify gender gaps in math

Thomas Breda , Elyes Jouini , Clotilde Napp
Science, 2018, 359 (6381), ⟨10.1126/science.aar2307⟩
Journal articles hal-01745438v1
Image document

Stereotypes, underconfidence and decision-making with an application to gender and math

Elyes Jouini , Paul Karehnke , Clotilde Napp
Journal of Economic Behavior and Organization, 2018, 148, ⟨10.1016/j.jebo.2018.02.002⟩
Journal articles hal-01872429v1

The Impact of Health-Related Emotions on Belief Formation and Behavior

Elyes Jouini , Clotilde Napp
Theory and Decision, 2017, ⟨10.1007/s11238-017-9610-3⟩
Journal articles hal-01745504v1

Live fast, die young

Elyes Jouini , Clotilde Napp
Economic Theory, 2015, ⟨10.1007/s00199-015-0894-7⟩
Journal articles halshs-01250247v1

Subjective expectations and medical testing

Elyes Jouini , Clotilde Napp
Economics Letters, 2015, 135, ⟨10.1016/j.econlet.2015.07.017⟩
Journal articles halshs-01250242v1

Gurus and belief manipulation

Elyes Jouini , Clotilde Napp
Economic Modelling, 2015, 49, ⟨10.1016/j.econmod.2015.03.013⟩
Journal articles halshs-01250251v1
Image document

How to aggregate experts' discount rates: an equilibrium approach

Elyès Jouini , Clotilde Napp
Economic Modelling, 2014, 36, pp.235-243. ⟨10.1016/j.econmod.2013.09.052⟩
Journal articles halshs-00927269v1

La situation post-révolution en Tunisie : l'Etat, le financement de l'économie et le système bancaire

Elyes Jouini , Dhafer Saïdane
Techniques financières et développement, 2014, 2014/3 (116), ⟨10.3917/tfd.116.0017⟩
Journal articles hal-01745544v1

Foreword to the special issue devoted to Professor Ivar Ekeland’s 70th birthday

Elyès Jouini
Mathematics and Financial Economics, 2014, 8 (4), ⟨10.1007/s11579-014-0130-4⟩
Journal articles halshs-01250269v1
Image document

On Portfolio Choice with Savoring and Disappointment

Elyès Jouini , Paul Karehnke , Clotilde Napp
Management Science, 2013, pp.000-000. ⟨10.1287/mnsc.2013.1767⟩
Journal articles halshs-00927267v1
Image document

Efficient portfolios in financial markets with proportional transaction costs

Luciano Campi , Elyès Jouini , Vincent Porte
Mathematics and Financial Economics, 2013, 7 (3), pp.281-304. ⟨10.1007/s11579-013-0099-4⟩
Journal articles halshs-00664074v1
Image document

On Multivariate Prudence

Elyès Jouini , Clotilde Napp , Diego Nocetti
Journal of Economic Theory, 2013, 148 (3), pp.1255-1267. ⟨10.1016/j.jet.2012.10.007⟩
Journal articles halshs-00635558v1
Image document

Collective risk aversion

Elyès Jouini , Clotilde Napp , Diego Nocetti
Social Choice and Welfare, 2013, 40 (2), pp.411-437
Journal articles halshs-00559137v2
Image document

Evolutionary beliefs and financial markets

Elyès Jouini , Clotilde Napp , Yannick Viossat
Review of Finance, 2013, 17 (2), pp.727-766. ⟨10.1093/rof/rfs004⟩
Journal articles halshs-00927265v1
Image document

The marginal propensity to consume and multidimensional risk

Elyès Jouini , Clotilde Napp , Diego Nocetti
Economics Letters, 2013, 119 (2), pp.124-127
Journal articles halshs-00927262v1
Image document

Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes

Elyès Jouini , Clotilde Napp , Diego Nocetti
Journal of Risk and Uncertainty, 2013, 47 (2), pp.199-224. ⟨10.1007/s11166-013-9176-6⟩
Journal articles halshs-00927270v1
Image document

Financial Markets Equilibrium with Heterogeneous Agents

Jaksa Cvitanic , Elyès Jouini , Semyon Malamud , Clotilde Napp
Review of Finance, 2012, 16 (1), pp.285-321. ⟨10.1093/rof/rfr018⟩
Journal articles halshs-00488537v1
Image document

Behavioral biases and representative agent

Elyès Jouini , Clotilde Napp
Theory and Decision, 2012, 73 (1), pp.97-123. ⟨10.1007/s11238-011-9274-3⟩
Journal articles halshs-00550229v1
Image document

Evolutionary strategic beliefs and financial markets

Elyès Jouini , Clotilde Napp , Yannick Viossat
Review of Finance, 2012, pp.1
Journal articles halshs-00556490v1
Image document

Evolutionary Beliefs and Financial Markets

Elyès Jouini , Clotilde Napp , Yannick Viossat
Review of Finance, 2012, pp.en ligne
Journal articles halshs-00778537v1
Image document

Discounting and Divergence of Opinion

Elyès Jouini , Jean-Michel Marin , Clotilde Napp
Journal of Economic Theory, 2010, 145, pp.830-859
Journal articles halshs-00176636v3
Image document

Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff

Elyès Jouini , Clotilde Napp
Review of Finance, 2010, (to appear)
Journal articles halshs-00488481v1

Are risk agents more optimistic? A Bayesian estimation approach

Selima Ben Mansour , Elyès Jouini , Jean-Michel Marin , Clotilde Napp , Christian Robert et al.
Journal of Applied Econometrics, 2008, 23 (6), pp.843-860. ⟨10.1002/jae.1027⟩
Journal articles hal-00359613v1
Image document

Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience

Diego Nocetti , Elyès Jouini , Clotilde Napp
Management Science, 2008, Vol. 54 (No. 10), pp. 1822-1826. ⟨10.1287/mnsc.1080.0904⟩
Journal articles halshs-00365980v1
Image document

Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach

Elyès Jouini , Selima Ben Mansour , Clotilde Napp , Jean-Michel Marin , Christian P. Robert et al.
Journal of Applied Econometrics, 2008, pp.843-860
Journal articles halshs-00176629v2
Image document

Are More Risk-Averse Agents More Optimistic? Insights from a Simple Rational Expectations Equilibrium Model

Elyès Jouini , Clotilde Napp
Economics Letters, 2008, 101, pp.73-76
Journal articles halshs-00176630v2
Image document

On Abel's Concept of Doubt and Pessimism

Elyès Jouini , Clotilde Napp
Journal of Economic Dynamics and Control, 2008, 32, pp.3682-3694
Journal articles halshs-00176611v2
Image document

Risques : prise de décision individuelle et collective

Elyès Jouini , Maximilien Nayaradou
Risques : les cahiers de l'assurance, 2007, pp.137-138
Journal articles halshs-00704639v1
Image document

Consensus consumer and intertemporal asset pricing with heterogeneous beliefs

Clotilde Napp , Elyès Jouini
Review of Economic Studies, 2007, 74, pp.1149-1174
Journal articles halshs-00152348v1
Image document

La crise des subprimes ou l'irruption des particuliers dans la sphère financière

Elyès Jouini
Risques : les cahiers de l'assurance, 2007, pp.139-140
Journal articles halshs-00705303v1
Image document

Arbitrage with fixed costs and interest rate models

Clotilde Napp , Elyès Jouini
Journal of Financial and Quantitative Analysis, 2006, 41 (4), pp.889-913
Journal articles halshs-00151556v1
Image document

Aggregation of Heterogeneous Beliefs

Clotilde Napp , Elyès Jouini
Journal of Mathematical Economics, 2006, 42 (6), pp.752-770
Journal articles halshs-00151562v1
Image document

Aggregation of Heterogeneous Beliefs

Elyès Jouini , Clotilde Napp
Journal of Mathematical Economics, 2006, pp.752-770
Journal articles halshs-00176505v1
Image document

Is there a "pessimistic" bias in individual beliefs ? Evidence from a simple survey

Clotilde Napp , Elyès Jouini , Selima Benmansour
Theory and Decision, 2006, 61 (4), pp.345-362
Journal articles halshs-00151569v1
Image document

Law Invariant Risk Measures Have the Fatou Property

Elyès Jouini , Walter Schachermayer , Nizar Touzi
Advances in mathematical economics, 2006, pp.49-71
Journal articles halshs-00176522v1
Image document

Arbitrage with Fixed Costs and Interest Rate Models

Elyès Jouini , Clotilde Napp
Journal of Financial and Quantitative Analysis, 2006, pp.889-913
Journal articles halshs-00176496v1
Image document

Heterogeneous Beliefs and Asset Pricing in Discrete Time

Clotilde Napp , Elyès Jouini
Journal of Economic Dynamics and Control, 2006, 30 (7), pp.1233-1260
Journal articles halshs-00151536v1
Image document

Equilibrium Pricing in Incomplete Markets

Abdelhamid Bizid , Elyès Jouini
Journal of Financial and Quantitative Analysis, 2005, 40 (4), pp.833-848
Journal articles halshs-00176484v1
Image document

Conditional Comonotonicity

Clotilde Napp , Elyès Jouini
Decisions in Economics and Finance, 2005, 27 (2), pp.153-166
Journal articles halshs-00151516v1
Image document

Arbitrage and state price deflators in a general intertemporal framework

Clotilde Napp , Elyès Jouini
Journal of Mathematical Economics, 2005, 41 (6), pp.722-734
Journal articles halshs-00151526v1
Image document

Vector-valued Coherent Risk Measures

Elyès Jouini , Moncef Meddeb , Nizar Touzi
Finance and Stochastics, 2004, 8, pp.531-552
Journal articles halshs-00167154v1
Image document

Hétérogénéité des croyances, prix du risque et volatilité des marchés

Elyès Jouini , Clotilde Napp
Revue d'économie financière, 2004, 74, pp.125-138
Journal articles halshs-00176465v1
Image document

Convergence of utility functions and convergence of optimal strategies

Clotilde Napp , Elyès Jouini
Finance and Stochastics, 2004, VIII (1), pp.133-144
Journal articles halshs-00151579v1
Image document

Comonotonic Processes

Elyès Jouini , Clotilde Napp
Insurance: Mathematics and Economics, 2003, 32, pp.255-265
Journal articles halshs-00167158v1

Production planning and inventories optimization with a general storage cost function

Elyès Jouini , Marie Chazal , Rabah Tharaoui
Nonlinear Analysis: Theory, Methods and Applications, 2003, pp.1365- 1395
Journal articles halshs-00167148v1
Image document

Market imperfections , equilibrium and arbitrage

Elyès Jouini
Lecture notes on Mathematical Finance, 2003, W., pp.247-307
Journal articles halshs-00167131v1
Image document

Convergence of the equilibrium prices in a family of financial models

Elyès Jouini
Finance and Stochastics, 2003, pp.255-265
Journal articles halshs-00167153v1
Image document

A class of models satisfying a dynamical version of the CAPM

Elyès Jouini , Clotilde Napp
Economic Letters, 2003, pp.299-304
Journal articles halshs-00167159v1

Efficient Trading Strategies in the Presence of Market Frictions

Elyès Jouini , Hedi Kallal
Review of Financial Studies, 2001, 14 (2), pp.343-369
Journal articles halshs-00167150v1
Image document

Arbitrage and viability in securities markets with fixed trading costs

Elyès Jouini , Hedi Kallal , Clotilde Napp
Journal of Mathematical Economics, 2001, pp.197-221
Journal articles halshs-00167157v1
Image document

Arbitrage and Control Problems in Finance. Presentation.

Elyès Jouini
Journal of Mathematical Economics, 2001, 35, pp.167-183
Journal articles halshs-00167152v1

Incomplete Markets and Short-Sales Constraints: An Equilibrium Approach

Elyès Jouini , Abdelhamid Bizid
International Journal of Theoretical and Applied Finance, 2001, 4 (2), pp.211-243
Journal articles halshs-00167147v1
Image document

Arbitrage and investment opportunities

Elyès Jouini , Clotilde Napp
Finance and Stochastics, 2001, 5 (3), pp.305-325
Journal articles halshs-00778381v1

A discrete stochastic model for investment with
an application to the transaction costs case

Elyès Jouini , Laurence Carassus
Journal of Mathematical Economics, 2000, pp.57-80
Journal articles halshs-00167143v1

Optimal investment with taxes: an existence result

Elyès Jouini , Pierre-François Koehl , Nizar Touzi
Journal of Mathematical Economics, 2000, 33, pp.373-388
Journal articles halshs-00167145v1

Generalized Lipschitz functions

Elyès Jouini
Nonlinear Analysis: Theory, Methods and Applications, 2000, 41, pp.371-382
Journal articles halshs-00167146v1

Price functionals with bid–ask spreads: an axiomatic approach

Elyès Jouini
Journal of Mathematical Economics, 2000, 34, pp.547-558
Journal articles halshs-00167144v1

Optimal investment with taxes: an optimal control problem with endogeneous delay

Elyès Jouini , Pierre-François Koehl , Nizar Touzi
Nonlinear Analysis: Theory, Methods and Applications, 1999, pp.31-56
Journal articles halshs-00167141v1

Viability and equilibrium in securities markets with frictions

Elyès Jouini , Hedi Kallal
Mathematical Finance, 1999, 9 (3), pp.275-292
Journal articles halshs-00176397v1
Image document

Pricing of Non-redundant Derivatives in a Complete Market

Elyès Jouini , Koehl Pierre-François , Abdelhamid Bizid
Review of Derivatives Research, 1998, 2 (4), pp.287-314. ⟨10.1007/BF01574150⟩
Journal articles halshs-00167151v1

Investment and arbitrage opportunities with short sales constraints

Elyès Jouini , Laurence Carassus
Mathematical Finance, 1998, 8, pp.169-178
Journal articles halshs-00167140v1

Incomplete markets, transaction costs and liquidity effects

Elyès Jouini , Pierre-François Koehl , Nizar Touzi
European Journal of Finance, 1997, pp.325-347
Journal articles halshs-00167139v1

Produits dérivés, contrôle des risques et réglementation

Elyès Jouini
Revue d'économie financière, 1996, pp.203-220
Journal articles halshs-00175896v1

unicité et stabilité de l'équilibre dans une économie de production avec règle de tarfication marginale : les cas convexe et non-convexe

Elyès Jouini
Annales d'Economie et de Statistique, 1996, pp.203-220
Journal articles halshs-00175893v1

Mathematical Finance - Special issue on market imperfections

Elyes Jouini
Mathematical Finance, 1996, 6 (2)
Journal articles hal-01768393v1

Arbitrage in securities markets with shortsale constraints

Elyès Jouini , Hedi Kallal
Mathematical Finance, 1995, pp.197-232
Journal articles halshs-00175889v1

Martingale and Arbitrage in securities markets with transaction cost

Elyès Jouini , Hedi Kallal
Journal of economic Theory 66, , 1995, pp.178-197
Journal articles halshs-00167138v1

The graph of the Walras correspondence, The production economies case

Elyès Jouini
Journal of Mathematical Economics, 1993, 22, pp.139-147
Journal articles halshs-00167136v1

General equilibrium with producers and brokers Existence and regularity

Elyès Jouini
Economics Letters, 1993, 41, pp.257-263
Journal articles halshs-00167137v1

Arbitraje en mercados de valores con fricciones

Elyes Jouini , Hedi Kallal
Cuadernos economicos de ICE, 1992, pp.91-114
Journal articles halshs-00175774v1

An Index Theorem for Nonconvex Production Economies

Elyès Jouini
Journal of Economic Theory, 1992, pp.176-196
Journal articles halshs-00175857v1

Structure de l'ensemble des équilibres d'une économie productive

Elyès Jouini
Annales de l'Institut Henri Poincaré (C) Non Linear Analysis, 1992, pp.321-336
Journal articles halshs-00175864v1

Existence of equilibria in nonconvex economies without free disposal

Elyès Jouini
Economics Letters, 1992, 38, pp.37-42
Journal articles halshs-00167135v1

Functions with constant generalized gradient

Elyès Jouini
Journal of Mathematical Analysis and Applications, 1990, pp.121-130
Journal articles halshs-00175848v1

A REMARK ON CLARKE'S NORMAL CONE AND THE MARGINAL COST PRICING RULE

Elyès Jouini
Journal of Mathematical Economics, 1989, 18, pp.95-101
Journal articles halshs-00167132v1

Financial Markets with Heterogeneous Beliefs

Elyès Jouini , Clotilde Napp
Séminaire de l'Equipe de Probabilités et Statistiques, Paris 13, 2007, Paris, France
Conference papers halshs-00163475v1

Attentes Stratégiques

Elyès Jouini , Clotilde Napp
Séminaire SPO, IHP, 2007, Paris, France
Conference papers halshs-00163469v1

Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs

Elyès Jouini , Clotilde Napp
Colloque AMAMEF, 2007, Toulouse, France
Conference papers halshs-00163606v1

Is there a pesimistic bias in individual and collective beliefs ? Theory and Evidence

Selima Benmansour , Elyès Jouini , Clotilde Napp
Séminaire Bachelier, IHP, 2006, Paris, France
Conference papers halshs-00163462v1

Is there a pessimistic bias in individual beliefs ? Evidence from survey dat

Selima Benmansour , Elyès Jouini , Clotilde Napp
European Financial Management Symposium, 2006, Durham, United Kingdom
Conference papers halshs-00163694v1

Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion

Elyès Jouini , Selima Benmansour , Clotilde Napp
Séminaire D'Economie, Finance, et Ingénierie Financière, HEC Montréal, 2006, Montréal, Canada
Conference papers halshs-00163595v1

Are risk averse agents more optimistic ?

Selima Benmansour , Elyès Jouini , Jean-Michel Marin , Clotilde Napp , Christian P. Robert et al.
EGRIE, 2006, Barcelone, Spain
Conference papers halshs-00163619v1

Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey

Selima Benmansour , Elyès Jouini , Clotilde Napp
LABSI IV, Workshop on Behavioral Finance, 2006, Siena, Italy
Conference papers halshs-00163625v1

Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles

Elyès Jouini , Clotilde Napp
Séminaire Bachelier, IHP, 2006, Paris, France
Conference papers halshs-00163481v1

La finance islamique : une finance libre d’intérêt au service de la croissance

Elyes Jouini , Dhafer Saïdane
Christian de BOISSIEU (éd.); Dominique CHESNEAU (éd.). Financer l’économie réelle, Editions Eyrolles, 2016
Book sections hal-01801721v1

Dans l'âme des investisseurs

Elyès Jouini
Repenser l'Economie, Regards croisés sur l'économie, pp.111-120, 2012
Book sections halshs-00702648v1

La finance islamique est-elle une finance durable?

Kaouther Jouaber , Elyès Jouini
La finance durable : une nouvelle finance pour le XXIe siècle ?, RB édition (Paris), pp.188, 2011
Book sections halshs-00638814v1

Transaction costs

Bruno Bouchard , Elyes Jouini
Rama Cont. Encyclopedia of Quantitative Finance, John Wiley & Sons, pp.1-5, 2010, ⟨10.1002/9780470061602.eqf14012⟩
Book sections hal-00700823v1
Image document

Transaction Costs in Financial Models

Bruno Bouchard , Elyès Jouini
Encyclopedia of Quantitative Finance, wiley, pp.7, 2010
Book sections halshs-00703138v1
Image document

Arbitrage pricing and equilibrium pricing : compatibility conditions

Elyès Jouini , Clotilde Napp
Collected Papers of the New York University Mathematical Finance Seminar, New York University, pp.131-159, 2002
Book sections halshs-00176423v1

Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints

Elyès Jouini , Guillaume Bernis
Approximation, Optimization and Mathematical Economics, Physica-Verlag, pp.47-59, 2001
Book sections halshs-00176407v1

Market models with frictions : arbitrage and pricing issues

Elyès Jouini , Clotilde Napp
Handbooks of Mathematical Finance, Option Pricing, Interest Rates and Risk Management, Cambridge University Press, pp.43-66, 2001
Book sections halshs-00176417v1

Arbitrage et imperfections de marché

Elyès Jouini
Encyclopédie des Marchés Financiers, Economica, pp.112-126, 1997
Book sections halshs-00175916v1
Image document

Efficient trading strategies in financial markets with proportional transaction costs

Luciano Campi , Elyès Jouini , Vincent Porte
2011
Preprints, Working Papers, ... hal-00635183v1
Image document

Gurus and beliefs manipulation

Elyès Jouini , Clotilde Napp
2010
Preprints, Working Papers, ... halshs-00555609v1
Image document

Cognitive biases and the representative agent

Elyès Jouini , Clotilde Napp
2009
Preprints, Working Papers, ... halshs-00488570v1
Image document

Aggregation of Discount Rates: an Equilibrium Approach

Elyès Jouini , Clotilde Napp
2008
Preprints, Working Papers, ... halshs-00394035v2
Image document

Strategic Beliefs

Elyès Jouini , Clotilde Napp
2007
Preprints, Working Papers, ... halshs-00176622v1
Image document

Efficient Trading Strategies with Transaction Costs

Elyès Jouini , Vincent Porte
2007
Preprints, Working Papers, ... halshs-00176619v1
Image document

Efficient Trading Strategies

Elyès Jouini , Vincent Porte
2007
Preprints, Working Papers, ... halshs-00176616v1
Image document

Are risk averse agents more optimistic? A Bayesian estimation approach

Selima Benmansour , Elyès Jouini , Clotilde Napp , Jean-Michel Marin , Christian P. Robert et al.
2007
Preprints, Working Papers, ... halshs-00163678v1
Image document

Equilibrium Pricing Bounds on Option Prices

Elyès Jouini , Marie Chazal
2007
Preprints, Working Papers, ... halshs-00176642v1
Image document

Production Planning and Inventories Optimization: A Backward Approach in the Convex Storage Cost Case

Elyès Jouini , Marie Chazal , Rabah Tahraoui
2007
Preprints, Working Papers, ... halshs-00167156v1
Image document

Optimal Risk Sharing for Law Invariant Monetary Utility Functions

Elyès Jouini , Walter Schachermayer , Nizar Touzi
2007
Preprints, Working Papers, ... halshs-00176606v1