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CAPM
Theorie
66
Theory
66
Arbitrage
36
Transaction costs
21
Transaktionskosten
17
pessimism
14
Portfolio selection
13
Portfolio-Management
13
equilibrium
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Finanzmarkt
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Incomplete market
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Unvollkommener Markt
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Gleichgewichtstheorie
10
Heterogeneous beliefs
9
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Erwartungsbildung
8
Expectation formation
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arbitrage
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Arbitrage Pricing
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Optionspreistheorie
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Risk
7
Risk aversion
7
heterogeneous beliefs
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incomplete markets
7
Arbitrage pricing
6
Consumption discount rate
6
Derivat
6
Derivative
6
Option pricing theory
6
Rational expectations
6
Risiko
6
Risikoaversion
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hyperbolic discounting
6
judged probability
6
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Jouini, Elyès
16
Napp, Clotilde
11
Bizid, Abdelhamid
2
Beddock, Arthur
1
Kallal, Hédi D.
1
Koehl, Pierre-François
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Economic modelling
1
Economic theory
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1
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1
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ECONIS (ZBW)
13
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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
Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980452
Saved in:
3
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993493
Saved in:
4
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:
5
A class of models satisfying a dynamical version of the CAPM
Jouini, Elyès
;
Napp, Clotilde
- In:
Economics letters
79
(
2003
)
3
,
pp. 299-304
Persistent link: https://www.econbiz.de/10001755273
Saved in:
6
Viability and equilibrium in securites markets with frictions
Jouini, Elyès
;
Kallal, Hédi D.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001444172
Saved in:
7
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
Saved in:
8
Hétérogénéité des croyances, prix du risque et volatilité des marchés
Jouini, Elyès
;
Napp, Clotilde
- In:
Revue d'économie financière : revue trimestrielle de …
(
2004
)
74
,
pp. 125-137
Persistent link: https://www.econbiz.de/10002514700
Saved in:
9
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:
10
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:
1
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