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Evolutionary Beliefs and Financial Markets

Jouini, Elyès; Napp, Clotilde; Viossat, Yannick - In: Review of Finance 17 (2013) 2, pp. 727-766

Why do investors keep different opinions even though they learn from their own failures and successes? Why do investors keep different opinions even though they observe each other and learn from their relative failures and successes? We analyze beliefs dynamics when beliefs result from a very...

Persistent link: https://www.econbiz.de/10010636957

Pricing issues with investment flows Applications to market models with frictions

Napp, Clotilde - In: Journal of mathematical economics 35 (2001) 3, pp. 383-408

Persistent link: https://www.econbiz.de/10006040005

Arbitrage and viability in securities markets with fixed trading costs

Jouini, Elyès; Kallal, Hedi; Napp, Clotilde - In: Journal of mathematical economics 35 (2001) 2, pp. 197-222

Persistent link: https://www.econbiz.de/10006040116

Arbitrage and state price deflators in a general intertemporal framework

Jouini, Elyès; Napp, Clotilde; Schachermayer, Walter - In: Journal of mathematical economics 41 (2005) 6, pp. 722-734

Persistent link: https://www.econbiz.de/10006015331

Comonotonic processes

Jouini, Elyès; Napp, Clotilde - In: Insurance / Mathematics & economics 32 (2003) 2, pp. 255-266

Persistent link: https://www.econbiz.de/10006890092

Competitive experimentation with private information: The survivor's curse

Jouini, Elyès; Marin, Jean-Michel; Napp, Clotilde - In: Journal of economic theory 145 (2010) 2, pp. 639-661

Persistent link: https://www.econbiz.de/10008395663

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/10008215019

Collective risk aversion

Jouini, Elyès; Napp, Clotilde; Nocetti, Diego - In: Social choice and welfare 40 (2013) 2, pp. 411-437

Persistent link: https://www.econbiz.de/10010066239

The marginal propensity to consume and multidimensional risk

Jouini, Elyès; Napp, Clotilde; Nocetti, Diego - In: Economics letters 119 (2013) 2, pp. 124-127

Persistent link: https://www.econbiz.de/10010100380

On multivariate prudence

Jouini, Elyès; Napp, Clotilde; Nocetti, Diego - In: Journal of economic theory 148 (2013) 3, pp. 1255-1267

Persistent link: https://www.econbiz.de/10010110087