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Efficient trading strategies in the presence of market frictions

Jouini, Elyès; Kallal, Hédi D. - In: The review of financial studies 14 (2001) 2, pp. 343-369

Persistent link: https://www.econbiz.de/10001570565

Are risk-averse agents more optimistic? : a Bayesian estimation approach

Ben Mansour, Selima; Jouini, Elyès; Marin, Jean-Michel; … - In: Journal of applied econometrics 23 (2008) 6, pp. 843-860

Persistent link: https://www.econbiz.de/10003766812

Financial markets equilibrium with heterogeneous agents

Cvitanić, Jakša; Jouini, Elyès; Malamud, Semyon; … - 2009

This paper presents an equilibrium model in a pure exchange economy when investors have three possible sources of heterogeneity. Investors may differ in their beliefs, in their level of risk aversion and in their time preference rate. We study the impact of investors heterogeneity on the...

Persistent link: https://www.econbiz.de/10003971310

Efficient portfolios in financial markets with proportional transaction costs

Campi, Luciano; Jouini, Elyès; Porte, Vincent - In: Mathematics and financial economics 7 (2013) 3, pp. 281-304

Persistent link: https://www.econbiz.de/10009754853

On portfolio choice with savoring and disappointment

Jouini, Elyès; Karehnke, Paul; Napp, Clotilde - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 796-804

Persistent link: https://www.econbiz.de/10010347864

Financial markets equilibrium with heterogeneous agents

Cvitanić, Jakša; Jouini, Elyès; Malamud, Semyon; … - In: Review of finance : journal of the European Finance … 16 (2012) 1, pp. 285-321

Persistent link: https://www.econbiz.de/10009520598

Equilibrium pricing bounds on option prices

Chazal, Marie; Jouini, Elyès - In: Mathematics and financial economics 1 (2008) 3/4, pp. 251-281

Persistent link: https://www.econbiz.de/10003722530

Conditional comonotonicity

Jouini, Elyès; Napp, Clotilde - In: Decisions in economics and finance : DEF ; a journal of … 27 (2004) 2, pp. 153-166

Persistent link: https://www.econbiz.de/10003095209

Convergence of utility functions and convergence of optimal strategies

Jouini, Elyès; Napp, Clotilde - In: Finance and stochastics 8 (2004) 1, pp. 133-144

Persistent link: https://www.econbiz.de/10001910824

Incomplete markets, transaction costs and liquidity effects

Jouini, Elyès - In: The European journal of finance 3 (1997) 4, pp. 325-347

Persistent link: https://www.econbiz.de/10001236107