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Financial markets in continuous time

Dana, Rose-Anne; Jeanblanc, Monique; Jeanblanc, Monique - 2003

Persistent link: https://www.econbiz.de/10001702715

Financial markets in continuous time

Dana, Rose-Anne; Jeanblanc, Monique - 2007 - Corr. 2. print.

Persistent link: https://www.econbiz.de/10003453129

Incomplete markets, transaction costs and liquidity effects

Jouini, Elyès; Koehl, Pierre-François; Touzi, Nizar - 1995

Persistent link: https://www.econbiz.de/10000924113

Investment opportunities, short sales constraints and arbitrage opportunity

Carassus, Laurence; Jouini, Elyès - 1995

Persistent link: https://www.econbiz.de/10000926245

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

Investment and arbitrage opportunities with short sales constraints

Carassus, Laurence - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 169-178

Persistent link: https://www.econbiz.de/10001245924

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

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

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