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Optimal investment with taxes: an existence result

Jouini, Elyes; Koehl, Pierre-F.; Touzi, Nizar - In: Journal of Mathematical Economics 33 (2000) 4, pp. 373-388

Persistent link: https://www.econbiz.de/10005521041

The graph of the Walras correspondence : The production economies case

Jouini, Elyes - In: Journal of Mathematical Economics 22 (1993) 2, pp. 139-147

Persistent link: https://www.econbiz.de/10005527088

Arbitrage and control problems in finance: A presentation

Jouini, Elyes - In: Journal of Mathematical Economics 35 (2001) 2, pp. 167-183

Persistent link: https://www.econbiz.de/10005374062

Arbitrage and viability in securities markets with fixed trading costs

Jouini, Elyes; Kallal, Hedi; Napp, Clotilde - In: Journal of Mathematical Economics 35 (2001) 2, pp. 197-221

Persistent link: https://www.econbiz.de/10005374198

A remark on Clarke's normal cone and the marginal cost pricing rule

Jouini, Elyes - In: Journal of Mathematical Economics 17 (1988) 2-3, pp. 309-315

Persistent link: https://www.econbiz.de/10005374355

A remark on Clarke's normal cone and the marginal cost pricing rule

Jouini, Elyes - In: Journal of Mathematical Economics 18 (1989) 1, pp. 95-101

Persistent link: https://www.econbiz.de/10005374369

Comonotonic processes

Jouini, Elyes; Napp, Clotilde - In: Insurance: Mathematics and Economics 32 (2003) 2, pp. 255-265

Persistent link: https://www.econbiz.de/10005374554

A discrete stochastic model for investment with an application to the transaction costs case

Carassus, Laurence; Jouini, Elyes - In: Journal of Mathematical Economics 33 (2000) 1, pp. 57-80

Persistent link: https://www.econbiz.de/10005388247

Arbitrage and state price deflators in a general intertemporal framework

Jouini, Elyes; Napp, Clotilde; Schachermayer, Walter - In: Journal of Mathematical Economics 41 (2005) 6, pp. 722-734

Persistent link: https://www.econbiz.de/10005388334

Hétérogénéité des croyances, prix du risque et volatilité des marchés

Napp, Clotilde; Jouini, Elyes - In: Revue d'Économie Financière 74 (2004) 1, pp. 125-137

[eng] Beliefs' heterogeneity, risk premium and volatility . This article analyses introducing of subjective and heterogeneous beliefs in traditional equilibrium model. The authors assume heterogeneous beliefs and answer the questions : 1 - is there a consensual belief which implies same...

Persistent link: https://www.econbiz.de/10010980341