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Optimal investment with taxes: an existence result
Jouini, E.; Koehl, P.-F.; Touzi, N. - In: Journal of mathematical economics 33 (2000) 4, pp. 373-388
Persistent link: https://www.econbiz.de/10006046137
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A discrete stochastic model for investment with an application to the transaction costs case
Carassus, L.; Jouini, E. - In: Journal of mathematical economics 33 (2000) 1, pp. 57-80
Persistent link: https://www.econbiz.de/10006047371
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General equilibrium with producers and brokers: Existence and regularity
Jouini, E.; Kallal, H. - In: Economics letters 41 (1993) 3, pp. 257-264
Persistent link: https://www.econbiz.de/10006807023
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OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
Jouini, E.; Schachermayer, W.; Touzi, N. - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 269-292
Persistent link: https://www.econbiz.de/10008221221
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On Abel's concept of doubt and pessimism
Jouini, E.; Napp, C. - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3682-3694
Persistent link: https://www.econbiz.de/10008110422
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On Abel's concept of doubt and pessimism
Jouini, E.; Napp, C. - In: Journal of economic dynamics & control 32 (2008) 11, pp. 3682-3695
Persistent link: https://www.econbiz.de/10008879636
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Price Functionals with Bid-Ask Spreads: An Axiomatic Approach.
Jouini, E. - 1997
Under some minimal assumptions on the price functional, we prove that the prices of the contingent claim are necessarily in some minimal interval.
Persistent link: https://www.econbiz.de/10005035859
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Investment Opportunities, Short Sales Constraints and Arbitrage Opportunity.
Carassus, L.; Jouini, E. - 1995
Persistent link: https://www.econbiz.de/10005640992
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Incomplete markets, Transaction Costs and Liquidity Effects.
Jouini, E.; Koehl, P.F.; Touzi, N. - 1995
Persistent link: https://www.econbiz.de/10005641003
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Arbitrage and Investment Opportunities.
Jouini, E.; Napp, C. - 1998
We consider a model in which all investment opportunities are decribed in termes of cash flows. Our investment opportunities as assumed to be very general: they don't necessarily involve two dates and are not specifically related to a market model.
Persistent link: https://www.econbiz.de/10005641043