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Hugonnier, Julien
5
Berrada, Tony
2
Hugonnier, J.
2
Collin-Dufresne, P.
1
Goldstein, R.
1
Kramkov, Dmitry
1
Malamud, S.
1
Morellec, Erwan
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Rindisbacher, Marcel
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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OLC EcoSci
ECONIS (ZBW)
79
RePEc
27
USB Cologne (business full texts)
11
EconStor
2
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2
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1
A General Formula for Valuing Defaultable Securities
Collin-Dufresne, P.
;
Goldstein, R.
;
Hugonnier, J.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
5
,
pp. 1377-1408
Persistent link: https://www.econbiz.de/10006755904
Saved in:
2
Endogenous Completeness of Diffusion Driven Equilibrium Markets
Hugonnier, J.
;
Malamud, S.
;
Trubowitz, E.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1249-1271
Persistent link: https://www.econbiz.de/10009977095
Saved in:
3
ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10008214496
Saved in:
4
Heterogeneous preferences and equilibrium trading volume
Berrada, Tony
;
Hugonnier, Julien
;
Rindisbacher, Marcel
- In:
Journal of financial economics
83
(
2007
)
3
,
pp. 719-750
Persistent link: https://www.econbiz.de/10007604733
Saved in:
5
Rational asset pricing bubbles and portfolio constraints
Hugonnier, Julien
- In:
Journal of economic theory
147
(
2012
)
6
,
pp. 2260-2302
Persistent link: https://www.econbiz.de/10010044572
Saved in:
6
Incomplete information, idiosyncratic volatility and stock returns
Berrada, Tony
;
Hugonnier, Julien
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 448-462
Persistent link: https://www.econbiz.de/10010053724
Saved in:
7
Corporate control and real investment in incomplete markets
Hugonnier, Julien
;
Morellec, Erwan
- In:
Journal of economic dynamics & control
31
(
2007
)
5
,
pp. 1781
Persistent link: https://www.econbiz.de/10007611566
Saved in:
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