Julien Hugonnier
Names
| first: |
Julien |
| middle: |
Nicolas |
| last: |
Hugonnier |
Identifer
Contact
Affiliations
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Centre for Economic Policy Research (CEPR) (weight: 6%)
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Swiss Finance Institute (weight: 47%)
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École Polytechnique Fédérale de Lausanne (EPFL)
/ Collège du Management de la Technologie (weight: 47%)
Research profile
author of:
- Perpetual Futures Pricing (RePEc:arx:papers:2310.11771)
by Damien Ackerer & Julien Hugonnier & Urban Jermann - Optimal investment with random endowments in incomplete markets (RePEc:arx:papers:math/0405293)
by Julien Hugonnier & Dmitry Kramkov - On Utility‐Based Pricing Of Contingent Claims In Incomplete Markets (RePEc:bla:mathfi:v:15:y:2005:i:2:p:203-212)
by Julien Hugonnier & Dmitry Kramkov & Walter Schachermayer - Optimal fund menus (RePEc:bla:mathfi:v:32:y:2022:i:2:p:455-516)
by Jakša Cvitanić & Julien Hugonnier - Incomplete information, idiosyncratic volatility and stock returns (RePEc:chf:rpseri:rp0823)
by Tony BERRADA & Julien HUGONNIER - Mutual Fund Competition in the Presence of Dynamic Flows (RePEc:chf:rpseri:rp0826)
by Michèle Breton & Julien Hugonnier & Tarek Masmoudi - Bubbles and multiplicity of equilibria under portfolio constraints (RePEc:chf:rpseri:rp0828)
by Julien Hugonnier - Health and (other) Asset Holdings (RePEc:chf:rpseri:rp0918)
by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour - Endogenous completeness of diffusion driven equilibrium markets (RePEc:chf:rpseri:rp0941)
by Julien HUGONNIER & Semyon MALAMUD & Eugene TRUBOWITZ - A structural analysis of the health expenditures and portfolio choices of retired agents (RePEc:chf:rpseri:rp1029)
by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour - Capital Supply Uncertainty, Cash Holdings, and Investment (RePEc:chf:rpseri:rp1144)
by Julien HUGONNIER & Semyon MALAMUD & Erwan MORELLEC - Asset Pricing with Arbitrage Activity (RePEc:chf:rpseri:rp1357)
by Julien Hugonnier & Rodolfo Prieto - Heterogeneity in Decentralized Asset Markets (RePEc:chf:rpseri:rp1467)
by Julien HUGONNIER & Benjamin LESTER & Pierre-Olivier WEILL - Bank Capital, Liquid Reserves, and Insolvency Risk (RePEc:chf:rpseri:rp1470)
by Julien Hugonnier & Erwan Morellec - Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life (RePEc:chf:rpseri:rp1711)
by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour - Valuing Life as an Asset, as a Statistic and at Gunpoint (RePEc:chf:rpseri:rp1827)
by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour - Optimal Fund Menus (RePEc:chf:rpseri:rp1847)
by Jaksa Cvitanic & Julien Hugonnier - Frictional Intermediation in Over-the-Counter Markets (RePEc:chf:rpseri:rp1852)
by Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill - Frictional Intermediation in Over-the-Counter Markets (RePEc:chf:rpseri:rp1859)
by Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill - Risk Premia and Lévy Jumps: Theory and Evidence (RePEc:chf:rpseri:rp1949)
by Hasan Fallahgoul & Julien Hugonnier & Loriano Mancini - Asset pricing with costly short sales (RePEc:chf:rpseri:rp2221)
by Theodoros Evgeniou & Julien Hugonnier & Rodolfo Prieto - Admissible Surplus Dynamics and the Government Debt Puzzle (RePEc:chf:rpseri:rp2345)
by Pierre Collin-Dufresne & Julien Hugonnier & Elena Perazzi - Pricing and Hedging of Contingent Claims in the Presence of Extraneous Risk (RePEc:cmu:gsiawp:413)
by Pierre Collin-Dufresne & Julien Hugonnier - Bank Capital, Liquid Reserves, and Insolvency Risk (RePEc:cpr:ceprdp:10378)
by Morellec, Erwan & Hugonnier, Julien - Frictional intermediation in over-the-counter markets (RePEc:cpr:ceprdp:13126)
by Hugonnier, Julien & Weill, Pierre-Olivier & Lester, Benjamin - Optimal fund menus (RePEc:cpr:ceprdp:13127)
by Hugonnier, Julien & Cvitanic, Jaksa - Heterogeneity in Decentralized Asset Markets (RePEc:cpr:ceprdp:14014)
by Hugonnier, Julien & Lester, Ben & Weill, Pierre-Olivier - Heterogeneity in Decentralized Asset Markets (RePEc:cpr:ceprdp:14274)
by Weill, Pierre-Olivier & Hugonnier, Julien & Lester, Benjamin - Asset pricing with costly short sales (RePEc:cpr:ceprdp:17099)
by Evgeniou, Theodoros & Hugonnier, Julien & Prieto, Rodolfo - Admissible Surplus Dynamics and the Government Debt Puzzle (RePEc:cpr:ceprdp:19427)
by Collin-Dufresne, Pierre & Hugonnier, Julien & Perazzi, Elena - A General Formula for Valuing Defaultable Securities (RePEc:ecm:emetrp:v:72:y:2004:i:5:p:1377-1407)
by P. Collin-Dufresne & R. Goldstein & J. Hugonnier - Endogenous Completeness of Diffusion Driven Equilibrium Markets (RePEc:ecm:emetrp:v:80:y:2012:i:3:p:1249-1270)
by J. Hugonnier & S. Malamud & E. Trubowitz - Corporate control and real investment in incomplete markets (RePEc:eee:dyncon:v:31:y:2007:i:5:p:1781-1800)
by Hugonnier, Julien & Morellec, Erwan - Incomplete information, idiosyncratic volatility and stock returns (RePEc:eee:jbfina:v:37:y:2013:i:2:p:448-462)
by Berrada, Tony & Hugonnier, Julien - Rational asset pricing bubbles and portfolio constraints (RePEc:eee:jetheo:v:147:y:2012:i:6:p:2260-2302)
by Hugonnier, Julien - Credit market frictions and capital structure dynamics (RePEc:eee:jetheo:v:157:y:2015:i:c:p:1130-1158)
by Hugonnier, Julien & Malamud, Semyon & Morellec, Erwan - Asset pricing with arbitrage activity (RePEc:eee:jfinec:v:115:y:2015:i:2:p:411-428)
by Hugonnier, Julien & Prieto, Rodolfo - Bank capital, liquid reserves, and insolvency risk (RePEc:eee:jfinec:v:125:y:2017:i:2:p:266-285)
by Hugonnier, Julien & Morellec, Erwan - Heterogeneous preferences and equilibrium trading volume (RePEc:eee:jfinec:v:83:y:2007:i:3:p:719-750)
by Berrada, Tony & Hugonnier, Julien & Rindisbacher, Marcel - Pricing and hedging in the presence of extraneous risks (RePEc:eee:spapps:v:117:y:2007:i:6:p:742-765)
by Dufresne, Pierre Collin & Hugonnier, Julien - Investment under Uncertainty and Incomplete Markets (RePEc:fam:rpseri:rp122)
by Julien Hugonnier & Erwan Morellec - Growth Options in General Equilibrium: Some Asset Pricing Implications (RePEc:fam:rpseri:rp138)
by Julien Hugonnier & Erwan Morellec & Suresh Sundaresan - Trading Volumes in Dynamically Efficient Markets (RePEc:fam:rpseri:rp139)
by Tony Berrada & Julien Hugonnier & Marcel Rindisbacher - Optimal Debt Dynamics, Issuance Costs, and Commitment (RePEc:fip:fedhwp:92694)
by Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Julien Hugonnier & Chao Ying - Heterogeneity in decentralized asset markets (RePEc:fip:fedpwp:15-22)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill - Frictional Intermediation in Over-the-Counter Markets (RePEc:fip:fedpwp:19-10)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill - Heterogeneity in Decentralized Asset Markets (RePEc:fip:fedpwp:19-44)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill - Heterogeneity in Decentralized Asset Markets (RePEc:nbr:nberwo:20746)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill - Frictional Intermediation in Over-the-counter Markets (RePEc:nbr:nberwo:24956)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill - Perpetual Futures Pricing (RePEc:nbr:nberwo:32936)
by Damien Ackerer & Julien Hugonnier & Urban Jermann - Valuing Life as an Asset, as a Statistic and at Gunpoint (RePEc:oup:econjl:v:132:y:2022:i:643:p:1095-1122.)
by Julien Hugonnier & Florian Pelgrin & Pascal St-Amour - Risk Premia and Lévy Jumps: Theory and Evidence (RePEc:oup:jfinec:v:21:y:2023:i:3:p:810-851.)
by Hasan Fallahgoul & Julien Hugonnier & Loriano Mancini - Health and (Other) Asset Holdings (RePEc:oup:restud:v:80:y:2013:i:2:p:663-710)
by Julien Hugonnier & Florian Pelgrin - Frictional Intermediation in Over-the-Counter Markets (RePEc:oup:restud:v:87:y:2020:i:3:p:1432-1469.)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill - Capital Supply Uncertainty, Cash Holdings, and Investment (RePEc:oup:rfinst:v:28:y:2015:i:2:p:391-445.)
by Julien Hugonnier & Semyon Malamud & Erwan Morellec - Technology adoption under uncertainty in general equilibrium (RePEc:red:sed006:692)
by Julien Hugonnier & Erwan Morellec & Aude Pommeret - Decentralized Asset Markets with a Continuum of Types (RePEc:red:sed014:427)
by Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier - Heterogeneity in decentralized asset markets (RePEc:red:sed016:1014)
by Pierre-Olivier Weill & Benjamin Lester & Julien Hugonnier - Frictional Intermediation in Over-the-Counter Markets (RePEc:red:sed019:327)
by Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill - Heterogeneity in decentralized asset markets (RePEc:the:publsh:4796)
by Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien - Closing down the shop: Optimal health and wealth dynamics near the end of life (RePEc:wly:hlthec:v:29:y:2020:i:2:p:138-153)
by Julien Hugonnier & Florian Pelgrin & Pascal St‐Amour - The Feynman–Kac Formula And Pricing Occupation Time Derivatives (RePEc:wsi:ijtafx:v:02:y:1999:i:02:n:s021902499900011x)
by Julien-N. Hugonnier - Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life (RePEc:yor:hectdg:16/28)
by Hugonnier, J. & Pelgrin, F. & St-Amour, P. - Valuing Life as an Asset, as a Statistic and at Gunpoint (RePEc:yor:hectdg:18/20)
by Hugonnier, J.; & Pelgrin, F.; & St-Amour, P.;