Julien Hugonnier
Names
| first: |
Julien |
| middle: |
Nicolas |
| last: |
Hugonnier |
Identifer
Contact
Affiliations
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École Polytechnique Fédérale de Lausanne (EPFL)
/ Collège du Management de la Technologie (weight: 47%)
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Swiss Finance Institute (weight: 47%)
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Centre for Economic Policy Research (CEPR) (weight: 6%)
Research profile
author of:
- Perpetual Futures Pricing
Papers, arXiv.org (2023)
by Damien Ackerer & Julien Hugonnier & Urban Jermann
(ReDIF-paper, arx:papers:2310.11771) - Optimal investment with random endowments in incomplete markets
Papers, arXiv.org (2004)
by Julien Hugonnier & Dmitry Kramkov
(ReDIF-paper, arx:papers:math/0405293) - On Utility‐Based Pricing Of Contingent Claims In Incomplete Markets
Mathematical Finance, Wiley Blackwell (2005)
by Julien Hugonnier & Dmitry Kramkov & Walter Schachermayer
(ReDIF-article, bla:mathfi:v:15:y:2005:i:2:p:203-212) - Optimal fund menus
Mathematical Finance, Wiley Blackwell (2022)
by Jakša Cvitanić & Julien Hugonnier
(ReDIF-article, bla:mathfi:v:32:y:2022:i:2:p:455-516) - Incomplete information, idiosyncratic volatility and stock returns
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2008)
by Tony BERRADA & Julien HUGONNIER
(ReDIF-paper, chf:rpseri:rp0823) - Mutual Fund Competition in the Presence of Dynamic Flows
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2008)
by Michèle Breton & Julien Hugonnier & Tarek Masmoudi
(ReDIF-paper, chf:rpseri:rp0826) - Bubbles and multiplicity of equilibria under portfolio constraints
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2008)
by Julien Hugonnier
(ReDIF-paper, chf:rpseri:rp0828) - Health and (other) Asset Holdings
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour
(ReDIF-paper, chf:rpseri:rp0918) - Endogenous completeness of diffusion driven equilibrium markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
by Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ
(ReDIF-paper, chf:rpseri:rp0941) - A structural analysis of the health expenditures and portfolio choices of retired agents
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2010)
by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour
(ReDIF-paper, chf:rpseri:rp1029) - Capital Supply Uncertainty, Cash Holdings, and Investment
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011)
by Julien HUGONNIER & Semyon MALAMUD & Erwan MORELLEC
(ReDIF-paper, chf:rpseri:rp1144) - Asset Pricing with Arbitrage Activity
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2013)
by Julien Hugonnier & Rodolfo Prieto
(ReDIF-paper, chf:rpseri:rp1357) - Heterogeneity in Decentralized Asset Markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2014)
by Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL
(ReDIF-paper, chf:rpseri:rp1467) - Bank Capital, Liquid Reserves, and Insolvency Risk
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2014)
by Julien Hugonnier & Erwan Morellec
(ReDIF-paper, chf:rpseri:rp1470) - Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017)
by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour
(ReDIF-paper, chf:rpseri:rp1711) - Valuing Life as an Asset, as a Statistic and at Gunpoint
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018)
by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour
(ReDIF-paper, chf:rpseri:rp1827) - Optimal Fund Menus
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018)
by Jaksa Cvitanic & Julien Hugonnier
(ReDIF-paper, chf:rpseri:rp1847) - Frictional Intermediation in Over-the-Counter Markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018)
by Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill
(ReDIF-paper, chf:rpseri:rp1852) - Frictional Intermediation in Over-the-Counter Markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018)
by Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill
(ReDIF-paper, chf:rpseri:rp1859) - Risk Premia and Lévy Jumps: Theory and Evidence
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2019)
by Hasan Fallahgoul & Julien Hugonnier & Loriano Mancini
(ReDIF-paper, chf:rpseri:rp1949) - Asset pricing with costly short sales
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022)
by Theodoros Evgeniou & Julien Hugonnier & Rodolfo Prieto
(ReDIF-paper, chf:rpseri:rp2221) - Admissible Surplus Dynamics and the Government Debt Puzzle
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2023)
by Pierre Collin-Dufresne & Julien Hugonnier & Elena Perazzi
(ReDIF-paper, chf:rpseri:rp2345) - Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk
GSIA Working Papers, Carnegie Mellon University, Tepper School of Business ()
by Pierre Collin-Dufresne & Julien Hugonnier
(ReDIF-paper, cmu:gsiawp:413) - Bank Capital, Liquid Reserves, and Insolvency Risk
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Morellec, Erwan & Hugonnier, Julien
(ReDIF-paper, cpr:ceprdp:10378) - Frictional intermediation in over-the-counter markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Hugonnier, Julien & Weill, Pierre-Olivier & Lester, Benjamin
(ReDIF-paper, cpr:ceprdp:13126) - Optimal fund menus
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
by Hugonnier, Julien & Cvitanic, Jaksa
(ReDIF-paper, cpr:ceprdp:13127) - Heterogeneity in Decentralized Asset Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
by Hugonnier, Julien & Lester, Ben & Weill, Pierre-Olivier
(ReDIF-paper, cpr:ceprdp:14014) - Heterogeneity in Decentralized Asset Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Weill, Pierre-Olivier & Hugonnier, Julien & Lester, Benjamin
(ReDIF-paper, cpr:ceprdp:14274) - Asset pricing with costly short sales
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
by Evgeniou, Theodoros & Hugonnier, Julien & Prieto, Rodolfo
(ReDIF-paper, cpr:ceprdp:17099) - A General Formula for Valuing Defaultable Securities
Econometrica, Econometric Society (2004)
by P. Collin-Dufresne & R. Goldstein & J. Hugonnier
(ReDIF-article, ecm:emetrp:v:72:y:2004:i:5:p:1377-1407) - Endogenous Completeness of Diffusion Driven Equilibrium Markets
Econometrica, Econometric Society (2012)
by J. Hugonnier & S. Malamud & E. Trubowitz
(ReDIF-article, ecm:emetrp:v:80:y:2012:i:3:p:1249-1270) - Corporate control and real investment in incomplete markets
Journal of Economic Dynamics and Control, Elsevier (2007)
by Hugonnier, Julien & Morellec, Erwan
(ReDIF-article, eee:dyncon:v:31:y:2007:i:5:p:1781-1800) - Incomplete information, idiosyncratic volatility and stock returns
Journal of Banking & Finance, Elsevier (2013)
by Berrada, Tony & Hugonnier, Julien
(ReDIF-article, eee:jbfina:v:37:y:2013:i:2:p:448-462) - Rational asset pricing bubbles and portfolio constraints
Journal of Economic Theory, Elsevier (2012)
by Hugonnier, Julien
(ReDIF-article, eee:jetheo:v:147:y:2012:i:6:p:2260-2302) - Credit market frictions and capital structure dynamics
Journal of Economic Theory, Elsevier (2015)
by Hugonnier, Julien & Malamud, Semyon & Morellec, Erwan
(ReDIF-article, eee:jetheo:v:157:y:2015:i:c:p:1130-1158) - Asset pricing with arbitrage activity
Journal of Financial Economics, Elsevier (2015)
by Hugonnier, Julien & Prieto, Rodolfo
(ReDIF-article, eee:jfinec:v:115:y:2015:i:2:p:411-428) - Bank capital, liquid reserves, and insolvency risk
Journal of Financial Economics, Elsevier (2017)
by Hugonnier, Julien & Morellec, Erwan
(ReDIF-article, eee:jfinec:v:125:y:2017:i:2:p:266-285) - Heterogeneous preferences and equilibrium trading volume
Journal of Financial Economics, Elsevier (2007)
by Berrada, Tony & Hugonnier, Julien & Rindisbacher, Marcel
(ReDIF-article, eee:jfinec:v:83:y:2007:i:3:p:719-750) - Pricing and hedging in the presence of extraneous risks
Stochastic Processes and their Applications, Elsevier (2007)
by Dufresne, Pierre Collin & Hugonnier, Julien
(ReDIF-article, eee:spapps:v:117:y:2007:i:6:p:742-765) - Investment under Uncertainty and Incomplete Markets
FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2004)
by Julien Hugonnier & Erwan Morellec
(ReDIF-paper, fam:rpseri:rp122) - Growth Options in General Equilibrium: Some Asset Pricing Implications
FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2005)
by Julien Hugonnier & Erwan Morellec & Suresh Sundaresan
(ReDIF-paper, fam:rpseri:rp138) - Trading Volumes in Dynamically Efficient Markets
FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2005)
by Tony Berrada & Julien Hugonnier & Marcel Rindisbacher
(ReDIF-paper, fam:rpseri:rp139) - Optimal Debt Dynamics, Issuance Costs, and Commitment
Working Paper Series, Federal Reserve Bank of Chicago (2020)
by Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Julien Hugonnier & Chao Ying
(ReDIF-paper, fip:fedhwp:92694) - Heterogeneity in decentralized asset markets
Working Papers, Federal Reserve Bank of Philadelphia (2015)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill
(ReDIF-paper, fip:fedpwp:15-22) - Frictional Intermediation in Over-the-Counter Markets
Working Papers, Federal Reserve Bank of Philadelphia (2019)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill
(ReDIF-paper, fip:fedpwp:19-10) - Heterogeneity in Decentralized Asset Markets
Working Papers, Federal Reserve Bank of Philadelphia (2019)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill
(ReDIF-paper, fip:fedpwp:19-44) - Heterogeneity in Decentralized Asset Markets
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill
(ReDIF-paper, nbr:nberwo:20746) - Frictional Intermediation in Over-the-counter Markets
NBER Working Papers, National Bureau of Economic Research, Inc (2018)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill
(ReDIF-paper, nbr:nberwo:24956) - Perpetual Futures Pricing
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Damien Ackerer & Julien Hugonnier & Urban Jermann
(ReDIF-paper, nbr:nberwo:32936) - Valuing Life as an Asset, as a Statistic and at Gunpoint
The Economic Journal, Royal Economic Society (2022)
by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour
(ReDIF-article, oup:econjl:v:132:y:2022:i:643:p:1095-1122.) - Risk Premia and Lévy Jumps: Theory and Evidence
Journal of Financial Econometrics, Oxford University Press (2023)
by Hasan Fallahgoul & Julien Hugonnier & Loriano Mancini
(ReDIF-article, oup:jfinec:v:21:y:2023:i:3:p:810-851.) - Health and (Other) Asset Holdings
The Review of Economic Studies, Review of Economic Studies Ltd (2013)
by Julien Hugonnier & Florian Pelgrin
(ReDIF-article, oup:restud:v:80:y:2013:i:2:p:663-710) - Frictional Intermediation in Over-the-Counter Markets
The Review of Economic Studies, Review of Economic Studies Ltd (2020)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill
(ReDIF-article, oup:restud:v:87:y:2020:i:3:p:1432-1469.) - Capital Supply Uncertainty, Cash Holdings, and Investment
The Review of Financial Studies, Society for Financial Studies (2015)
by Julien Hugonnier & Semyon Malamud & Erwan Morellec
(ReDIF-article, oup:rfinst:v:28:y:2015:i:2:p:391-445.) - Technology adoption under uncertainty in general equilibrium
2006 Meeting Papers, Society for Economic Dynamics (2006)
by Julien Hugonnier & Erwan Morellec & Aude Pommeret
(ReDIF-paper, red:sed006:692) - Decentralized Asset Markets with a Continuum of Types
2014 Meeting Papers, Society for Economic Dynamics (2014)
by Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier
(ReDIF-paper, red:sed014:427) - Heterogeneity in decentralized asset markets
2016 Meeting Papers, Society for Economic Dynamics (2016)
by Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier
(ReDIF-paper, red:sed016:1014) - Frictional Intermediation in Over-the-Counter Markets
2019 Meeting Papers, Society for Economic Dynamics (2019)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill
(ReDIF-paper, red:sed019:327) - Heterogeneity in decentralized asset markets
Theoretical Economics, Econometric Society (2022)
by Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien
(ReDIF-article, the:publsh:4796) - Closing down the shop: Optimal health and wealth dynamics near the end of life
Health Economics, John Wiley & Sons, Ltd. (2020)
by Julien Hugonnier & Florian Pelgrin & Pascal St‐Amour
(ReDIF-article, wly:hlthec:v:29:y:2020:i:2:p:138-153) - The Feynman–Kac Formula And Pricing Occupation Time Derivatives
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd. (1999)
by Julien-N. Hugonnier
(ReDIF-article, wsi:ijtafx:v:02:y:1999:i:02:n:s021902499900011x) - Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life
Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York (2016)
by Hugonnier, J. & Pelgrin, F. & St-Amour, P.
(ReDIF-paper, yor:hectdg:16/28) - Valuing Life as an Asset, as a Statistic and at Gunpoint
Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York (2018)
by Hugonnier, J.; & Pelgrin, F.; & St-Amour, P.;
(ReDIF-paper, yor:hectdg:18/20)