ELYES JOUINI Institut de Finance, head of the Master program in asset management .. Member of the Editorial Board of Islamic Economics Studies. Member. E Jouini, H Kallal. Mathematical Finance 9 (3), , 41, Enjeux et opportunités du développement de la finance islamique pour la place de. Elyès Jouini’s 2 research works with 26 citations and reads, including: La Finance Islamique – Une solution à la crise?. Elyès Jouini has expertise in.

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Have you forgotten your login? Number of documents Journal articles 75 documents Elyes Jouini, Clotilde Napp. Gurus and belief manipulation. Elyes Jouini, Clotilde Napp. Subjective expectations and medical testing. Live fast, die young. How to aggregate experts’ discount rates: Economic ModellingElsevier,36, pp. Evolutionary beliefs and financial elyfs.

Journal of Risk and UncertaintySpringer Verlag,47 2pp. Journal of Economic TheoryElsevier,3pp. Efficient portfolios in financial markets with proportional transaction costs.

Mathematics and Financial EconomicsSpringer Verlag,7 3pp. The marginal propensity to consume and multidimensional risk. Economics LettersElsevier,2pp. Social Choice and WelfareSpringer Verlag,40 2pp. On Portfolio Choice with Savoring and Disappointment. Evolutionary strategic beliefs and financial markets. Evolutionary Beliefs and Financial Markets. Financial Markets Equilibrium with Heterogeneous Agents.

Behavioral biases and representative agent. Theory and DecisionSpringer Verlag,73 1pp. Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff.

Discounting and Ekyes of Opinion. Journal of Economic TheoryElsevier, pp. A Bayesian Estimation Approach. Journal of Applied EconometricsWiley,pp. Are risk agents more optimistic? A Bayesian estimation approach. Journal of Applied EconometricsWiley,23 6pp. Economics LettersElsevier, pp. On Abel’s Concept jouino Doubt and Pessimism. Journal of Economic Dynamics and ControlElsevier,32, pp.


EconPapers: La finance islamique: une finance libre d’intérêt au service de la croissance

Consensus consumer and intertemporal asset pricing with heterogeneous beliefs. Advances in mathematical economics, pp. Is there a “pessimistic” bias in individual beliefs? Evidence from a simple survey.

Theory and DecisionSpringer Verlag,61 4pp. Arbitrage with fixed costs and interest rate models. Aggregation of Heterogeneous Beliefs. Journal of Mathematical EconomicsElsevier,pp. Journal of Mathematical EconomicsElsevier,42 6pp. Journal of Economic Dynamics and ControlElsevier,30 7pp.

Decisions in Economics and FinanceSpringer-Verlag,27 2pp. Equilibrium Pricing in Incomplete Markets. Arbitrage and state price deflators in a general intertemporal framework. Journal of Mathematical EconomicsElsevier,41 6pp.

Vector-valued Coherent Risk Measures. Finance and StochasticsSpringer Verlag Germany, 8, pp. Convergence of utility functions and convergence of optimal strategies. Insurance Mathematics and Economics, 32, pp. Market imperfectionsequilibrium and arbitrage. Lecture notes on Mathematical Finance, W. A class of models satisfying a dynamical version of the CAPM.

Economic Letters, pp. Convergence of the equilibrium prices in a family of financial models. Finance and StochasticsSpringer Verlag Germany, pp.

Mathematics and EconomicsElsevier,pp. Production planning and inventories optimization with a general storage cost function.

Theory, Methods and ApplicationsElsevier,pp. Arbitrage and Invetsment Jouin.

Elyès Jouini – Google Scholar Citations

Finance and StochasticsSpringer Verlag Germany, 5, pp. Arbitrage and investment opportunities.

Finance and StochasticsSpringer Verlag Germany, 5 3pp. Incomplete Markets and Short-Sales Constraints: Arbitrage and viability in securities markets with fixed trading costs. Journal of Mathematical EconomicsElsevier,35, pp. Arbitrage and Control Problems in Finance. Theory, Methods and ApplicationsElsevier,41, pp. Price functionals with bid—ask spreads: Journal of Mathematical EconomicsElsevier,34, pp. Optimal investment with taxes: Journal of Mathematical EconomicsElsevier,33, pp.


A discrete stochastic model for investment with an application to the transaction costs case.

Viability and equilibrium in securities markets with frictions. Mathematical FinanceWiley,9 3pp. Investment and arbitrage opportunities with short sales constraints.

Mathematical Finance, 3,8, pp. Pricing of Non-redundant Derivatives in a Complete Market. Review of Derivatives ResearchSpringer Verlag,2 4pp.

La finance islamique: une finance libre d’intérêt au service de la croissance

Incomplete markets, transaction costs and liquidity effects. Martingale and Arbitrage in securities markets with transaction jluini. Journal of economic Theory 66, pp. Arbitrage in securities markets with shortsale constraints. Mathematical FinanceWiley,pp. General equilibrium with producers and brokers Existence and regularity. Economics LettersElsevier,41, pp. The graph of the Walras correspondence, The finajce economies case. Journal of Mathematical EconomicsElsevier,22, pp.

Elyes Jouini, Hedi Kallal. Arbitraje en mercados de valores con fricciones. Cuadernos economicos de ICE, pp. Journal of Economic TheoryElsevier,pp.

Existence of equilibria in nonconvex economies without free disposal. Economics LettersElsevier,38, pp. Functions with constant generalized gradient. Journal of Mathematical Analysis and ApplicationsElsevier,pp. Uslamique of Mathematical EconomicsElsevier,18, pp.