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CAPM
Theorie
108
Theory
108
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37
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33
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24
Portfolio selection
23
Portfolio-Management
23
Optionspreistheorie
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Derivat
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Heterogeneous beliefs
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viscosity solutions
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Arbitrage pricing
8
Equilibrium
8
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8
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Jouini, Elyès
16
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11
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4
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3
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2
Carassus, Laurence
2
Beddock, Arthur
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ECONIS (ZBW)
17
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3
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Belief dispersion and convex cost of adjustment in the stock market and in the real economy
Jouini, Elyès
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4190-4209
Persistent link: https://www.econbiz.de/10014338339
Saved in:
2
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
3
The fundamental theorem of asset pricing with cone constraints
Pham, Huyên
;
Touzi, Nizar
- In:
Journal of mathematical economics
31
(
1999
)
2
,
pp. 265-279
Persistent link: https://www.econbiz.de/10001415905
Saved in:
4
No arbitrage in discrete time under portfolio constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
Saved in:
5
Option hedging for small investors under liquidity costs
Çetin, Umut
;
Soner, Halil Mete
;
Touzi, Nizar
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
Saved in:
6
Heterogeneous beliefs and asset pricing in discrete time : an analysis of pessimism and doubt
Jouini, Elyès
;
Napp, Clotilde
- In:
Journal of economic dynamics & control
30
(
2006
)
7
,
pp. 1233-1260
Persistent link: https://www.econbiz.de/10003336480
Saved in:
7
Aggregation of heterogeneous beliefs
Jouini, Elyès
;
Napp, Clotilde
- In:
Journal of mathematical economics
42
(
2006
)
6
,
pp. 752-770
Persistent link: https://www.econbiz.de/10003376556
Saved in:
8
Consensus consumer and intertemporal asset pricing with heterogeneous beliefs
Jouini, Elyès
;
Napp, Clotilde
- In:
The review of economic studies
74
(
2007
)
4
,
pp. 1149-1174
Persistent link: https://www.econbiz.de/10003537515
Saved in:
9
Gurus and belief manipulationh
Jouini, Elyès
;
Napp, Clotilde
- In:
Economic modelling
49
(
2015
),
pp. 11-18
Persistent link: https://www.econbiz.de/10011439463
Saved in:
10
Equilibrium pricing incomplete markets
Bizid, Abdelhamid
;
Jouini, Elyès
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
4
,
pp. 833-848
Persistent link: https://www.econbiz.de/10003242816
Saved in:
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