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A class of models satisfying a dynamical version of the CAPM

Jouini, Elyes; Napp, Clotilde - In: Economics Letters 79 (2003) 3, pp. 299-304

Persistent link: https://www.econbiz.de/10005296341

Arbitrage and viability in securities markets with fixed trading costs

Jouini, Elyes; Kallal, Hedi; Napp, Clotilde - In: Journal of Mathematical Economics 35 (2001) 2, pp. 197-221

Persistent link: https://www.econbiz.de/10005374198

Comonotonic processes

Jouini, Elyes; Napp, Clotilde - In: Insurance: Mathematics and Economics 32 (2003) 2, pp. 255-265

Persistent link: https://www.econbiz.de/10005374554

Heterogeneous beliefs and asset pricing in discrete time: An analysis of pessimism and doubt

Jouini, Elyes; Napp, Clotilde - In: Journal of Economic Dynamics and Control 30 (2006) 7, pp. 1233-1260

Persistent link: https://www.econbiz.de/10005161010

Arbitrage and state price deflators in a general intertemporal framework

Jouini, Elyes; Napp, Clotilde; Schachermayer, Walter - In: Journal of Mathematical Economics 41 (2005) 6, pp. 722-734

Persistent link: https://www.econbiz.de/10005388334

Hétérogénéité des croyances, prix du risque et volatilité des marchés

Napp, Clotilde; Jouini, Elyes - In: Revue d'Économie Financière 74 (2004) 1, pp. 125-137

[eng] Beliefs' heterogeneity, risk premium and volatility . This article analyses introducing of subjective and heterogeneous beliefs in traditional equilibrium model. The authors assume heterogeneous beliefs and answer the questions : 1 - is there a consensual belief which implies same...

Persistent link: https://www.econbiz.de/10010980341