Julien Hugonnier

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Erwan MorellecProfessor of Finance, EPFLPatvirtintas el. paštas epfl.ch
Florian PelgrinProfesseur d'économie et économétrie, EDHEC Business SchoolPatvirtintas el. paštas edhec.edu
Benjamin R. LesterSenior Economic Advisor and Economist, Federal Reserve Bank of PhiladelphiaPatvirtintas el. paštas phil.frb.org
Pierre-Olivier WeillProfessor of Economics, UCLAPatvirtintas el. paštas econ.ucla.edu
Robert GoldsteinProfessor of finance, University of MinnesotaPatvirtintas el. paštas umn.edu
Ron KanielJay S. and Jeanne P. Benet Professor of Finance, University of RochesterPatvirtintas el. paštas simon.rochester.edu
Pascal St-AmourFaculty of Business and Economics (HEC), University of LausannePatvirtintas el. paštas unil.ch
Walter SchachermayerFakultät für Mathematik, Universität WienPatvirtintas el. paštas univie.ac.at
Marcel RindisbacherQuestrom School of Business, Boston UniversityPatvirtintas el. paštas bu.edu
Suresh SundaresanColumbia UniversityPatvirtintas el. paštas columbia.edu
Michèle BretonProfessor of Management Science, HEC MontréalPatvirtintas el. paštas hec.ca

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Julien Hugonnier

Professor, Swiss Finance Institute, EPFL

Patvirtintas el. paštas epfl.ch - Pagrindinis puslapis

Asset pricing – General equilibrium – Stochastic optimal control


Pavadinimas Rūšiuoti pagal šaltinius Rūšiuoti pagal metus Rūšiuoti pagal pavadinimą	Cituota Cituota	Metai
A general formula for valuing defaultable securities P Collin‐Dufresne, R Goldstein, J Hugonnier Econometrica 72 (5), 1377-1407, 2004	278	2004
Capital supply uncertainty, cash holdings, and investment. J Hugonnier, S Malamud, E Morellec Review of Financial Studies 28(2):391–445, 2015, 2015	240	2015
Bank capital, liquid reserves, and insolvency risk J Hugonnier, E Morellec Journal of Financial Economics 125 (2), 266-285, 2017	210	2017
Optimal investment with random endowments in incomplete markets J Hugonnier, D Kramkov	163	2004
Health and (other) asset holdings J Hugonnier, F Pelgrin, P St-Amour Review of Economic Studies 80 (2), 663-710, 2013	154	2013
On utility‐based pricing of contingent claims in incomplete markets J Hugonnier, D Kramkov, W Schachermayer Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005	140	2005
Heterogeneity in decentralized asset markets J Hugonnier, B Lester, PO Weill Theoretical Economics 17 (3), 1313-1356, 2022	128	2022
Corporate control and real investment in incomplete markets J Hugonnier, E Morellec Journal of Economic Dynamics and Control 31 (5), 1781-1800, 2007	112*	2007
Frictional intermediation in over-the-counter markets J Hugonnier, B Lester, PO Weill The Review of Economic Studies 87 (3), 1432-1469, 2020	106	2020
Rational asset pricing bubbles and portfolio constraints J Hugonnier Journal of Economic Theory 147 (6), 2260-2302, 2012	93*	2012
The Feynman–Kac formula and pricing occupation time derivatives JN Hugonnier International Journal of Theoretical and Applied Finance 2 (02), 153-178, 1999	90	1999
Endogenous completeness of diffusion driven equilibrium markets J Hugonnier, S Malamud, E Trubowitz Econometrica 80 (3), 1249-1270, 2012	84	2012
Mutual fund portfolio choice in the presence of dynamic flows J Hugonnier, R Kaniel Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010	84	2010
Real options and risk aversion J Hugonnier, E Morellec Real options, ambiguity, risk and insurance, 52-65, 2013	71	2013
Credit market frictions and capital structure dynamics J Hugonnier, S Malamud, E Morellec Journal of Economic Theory 157, 1130-1158, 2015	59	2015
Incomplete information, idiosyncratic volatility and stock returns T Berrada, J Hugonnier Journal of Banking & Finance 37 (2), 448-462, 2013	58	2013
Pricing and hedging in the presence of extraneous risks PC Dufresne, J Hugonnier Stochastic Processes and their Applications 117 (6), 742-765, 2007	55	2007
Heterogeneous preferences and equilibrium trading volume T Berrada, J Hugonnier, M Rindisbacher Journal of Financial Economics 83 (3), 719-750, 2007	43	2007
Closing down the shop: Optimal health and wealth dynamics near the end of life J Hugonnier, F Pelgrin, P St‐Amour Health Economics 29 (2), 138-153, 2020	22	2020
Irreversible investment in general equilibrium J Hugonnier, E Morellec, S Sundaresan Simon School of Business Working Paper No. FR, 05-10, 2005	22*	2005

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