Edit Profile (opens in new tab) Hugonnier, Julien-N. Co-Author Distance Author ID: hugonnier.julien-n Published as: Hugonnier, Julien; Hugonnier, J.; Hugonnier, Julien-N. more...less Documents Indexed: 16 Publications since 1999 Co-Authors: 15 Co-Authors with 14 Joint Publications 336 Co-Co-Authors all top 5 Co-Authors 2 single-authored 2 Dufresne, Pierre Collin 2 Kramkov, Dmitriĭ Olegovich 2 Lester, Benjamin 2 Malamud, Semyon 2 Morellec, Erwan 2 Weill, Pierre-Olivier 1 Breton, Michèle 1 Collin-Dufresne, P. 1 Cvitanić, Jakša 1 Kaniel, Ron 1 Masmoudi, Tarek 1 Pelgrin, Florian 1 Schachermayer, Walter 1 St-Amour, Pascal 1 Trubowitz, Eugene all top 5 Serials 3 Mathematical Finance 2 Econometrica 2 Journal of Economic Theory 2 The Review of Economic Studies 1 Automatica 1 Journal of Economic Dynamics & Control 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 International Journal of Theoretical and Applied Finance 1 Mathematics and Financial Economics 1 Theoretical Economics Fields 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 2 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 15 Publications have been cited 271 times in 241 Documents Cited by ▼ Year ▼ Optimal investment with random endowments in incomplete markets. Zbl 1086.91030 Hugonnier, Julien; Kramkov, Dmitry 53 2004 A general formula for valuing defaultable securities. Zbl 1141.91431 Collin-Dufresne, P.; Goldstein, R.; Hugonnier, J. 43 2004 On utility-based pricing of contingent claims in incomplete markets. Zbl 1124.91338 Hugonnier, Julien; Kramkov, Dmitry; Schachermayer, Walter 41 2005 Endogenous completeness of diffusion driven equilibrium markets. Zbl 1274.91199 Hugonnier, J.; Malamud, S.; Trubowitz, E. 24 2012 Corporate control and real investment in incomplete markets. Zbl 1201.91218 Hugonnier, Julien; Morellec, Erwan 22 2007 Rational asset pricing bubbles and portfolio constraints. Zbl 1258.91074 Hugonnier, Julien 19 2012 The Feynman–Kac formula and pricing occupation time derivatives. Zbl 1153.91513 Hugonnier, Julien-N. 16 1999 Mutual fund portfolio choice in the presence of dynamic flows. Zbl 1230.91170 Hugonnier, Julien; Kaniel, Ron 14 2010 Credit market frictions and capital structure dynamics. Zbl 1330.91181 Hugonnier, Julien; Malamud, Semyon; Morellec, Erwan 8 2015 Pricing and hedging in the presence of extraneous risks. Zbl 1124.91044 Dufresne, Pierre Collin; Hugonnier, Julien 8 2007 Health and (other) asset holdings. Zbl 1405.91258 Hugonnier, Julien; Pelgrin, Florian; St-Amour, Pascal 7 2013 Mutual fund competition in the presence of dynamic flows. Zbl 1195.91142 Breton, Michèle; Hugonnier, Julien; Masmoudi, Tarek 6 2010 Frictional intermediation in over-the-counter markets. Zbl 1460.91260 Hugonnier, Julien; Lester, Benjamin; Weill, Pierre-Olivier 5 2020 Event risk, contingent claims and the temporal resolution of uncertainty. Zbl 1306.91135 Collin-Dufresne, Pierre; Hugonnier, Julien 4 2014 Heterogeneity in decentralized asset markets. Zbl 07759620 Hugonnier, Julien; Lester, Benjamin; Weill, Pierre-Olivier 1 2022 Heterogeneity in decentralized asset markets. Zbl 07759620 Hugonnier, Julien; Lester, Benjamin; Weill, Pierre-Olivier 1 2022 Frictional intermediation in over-the-counter markets. Zbl 1460.91260 Hugonnier, Julien; Lester, Benjamin; Weill, Pierre-Olivier 5 2020 Credit market frictions and capital structure dynamics. Zbl 1330.91181 Hugonnier, Julien; Malamud, Semyon; Morellec, Erwan 8 2015 Event risk, contingent claims and the temporal resolution of uncertainty. Zbl 1306.91135 Collin-Dufresne, Pierre; Hugonnier, Julien 4 2014 Health and (other) asset holdings. Zbl 1405.91258 Hugonnier, Julien; Pelgrin, Florian; St-Amour, Pascal 7 2013 Endogenous completeness of diffusion driven equilibrium markets. Zbl 1274.91199 Hugonnier, J.; Malamud, S.; Trubowitz, E. 24 2012 Rational asset pricing bubbles and portfolio constraints. Zbl 1258.91074 Hugonnier, Julien 19 2012 Mutual fund portfolio choice in the presence of dynamic flows. Zbl 1230.91170 Hugonnier, Julien; Kaniel, Ron 14 2010 Mutual fund competition in the presence of dynamic flows. Zbl 1195.91142 Breton, Michèle; Hugonnier, Julien; Masmoudi, Tarek 6 2010 Corporate control and real investment in incomplete markets. Zbl 1201.91218 Hugonnier, Julien; Morellec, Erwan 22 2007 Pricing and hedging in the presence of extraneous risks. Zbl 1124.91044 Dufresne, Pierre Collin; Hugonnier, Julien 8 2007 On utility-based pricing of contingent claims in incomplete markets. Zbl 1124.91338 Hugonnier, Julien; Kramkov, Dmitry; Schachermayer, Walter 41 2005 Optimal investment with random endowments in incomplete markets. Zbl 1086.91030 Hugonnier, Julien; Kramkov, Dmitry 53 2004 A general formula for valuing defaultable securities. Zbl 1141.91431 Collin-Dufresne, P.; Goldstein, R.; Hugonnier, J. 43 2004 The Feynman–Kac formula and pricing occupation time derivatives. Zbl 1153.91513 Hugonnier, Julien-N. 16 1999 all cited Publications top 5 cited Publications all top 5 Cited by 345 Authors 9 Hugonnier, Julien-N. 9 Jarrow, Robert Alan 9 Žitković, Gordan 8 Cvitanić, Jakša 8 Kramkov, Dmitriĭ Olegovich 5 Crepey, Stephane 5 Sîrbu, Mihai 4 Henderson, Vicky 4 Larsson, Martin 4 Zheng, Harry H. 3 Albanese, Claudio 3 Anthropelos, Michail 3 Brigo, Damiano 3 Chen, An 3 Choi, Jin Hyuk 3 Dong, Yinghui 3 Huang, Yu-Jui 3 Jeanblanc, Monique 3 Kwok, Yue-Kuen 3 Malamud, Semyon 3 Mostovyi, Oleksii 3 Nishihara, Michi 3 Renaud, Jean-François 3 Rutkowski, Marek 3 Thijssen, Jacco J. J. 3 Villeneuve, Stéphane 3 Wang, Guojing 3 Yang, Jinqiang 3 Ye, Zhongxing 3 Zhang, Jianfeng 2 Bayraktar, Erhan 2 Biagini, Francesca 2 Bielecki, Tomasz R. 2 Blanchet-Scalliet, Christophette 2 Capponi, Agostino 2 Cartea, Álvaro 2 Cetin, Coskun 2 Çetin, Umut 2 Chronopoulos, Michail 2 Davis, Mark Herbert Ainsworth 2 De Reyck, Bert 2 Desmettre, Sascha 2 Dufresne, Pierre Collin 2 El Karoui, Nicole 2 Giesecke, Kay 2 Guérin, Hélène 2 Guo, Ivan 2 Hobson, David Graham 2 Horst, Ulrich 2 Jaimungal, Sebastian 2 Kardaras, Constantinos 2 Khasanov, Ruslan V. 2 Lester, Benjamin 2 Leung, Kwai Sun 2 Lin, Yiqing 2 Londoño, Jaime A. 2 Ma, Jin 2 Martellini, Lionel 2 Monoyios, Michael 2 Obloj, Jan K. 2 Orsingher, Enzo 2 Owen, Mark P. 2 Pierre, Erwan 2 Pulido, Sergio 2 Rásonyi, Miklós 2 Riedel, Frank 2 Schachermayer, Walter 2 Schwarz, Daniel C. 2 Shibata, Takashi 2 Siddiqui, Afzal S. 2 Siorpaes, Pietro 2 Soner, Halil Mete 2 Suchanecki, Michael 2 Tchuindjo, Leonard 2 Wang, Anjiao 2 Warin, Xavier 2 Weston, Kim 2 Wu, Chongfeng 2 Xu, Zuoquan 2 Yam, Sheung Chi Phillip 2 Yang, Junjian 2 Yoshikawa, Daisuke 2 Yu, Xiang 2 Yuen, Kam Chuen 2 Zapatero, Fernando 2 Zhu, Songping 1 Adachi, Takashi 1 Aoudia, Djilali Ait 1 Armenti, Yannick 1 Aurand, Joshua 1 Bai, Yunfen 1 Banerjee, Shantanu 1 Bank, Peter 1 Barucci, Emilio 1 Beghin, Luisa 1 Beißner, Patrick 1 Belak, Christoph 1 Ben-Ameur, Hatem 1 Bensoussan, Alain 1 Berndt, Antje ...and 245 more Authors all top 5 Cited in 66 Serials 23 Finance and Stochastics 21 Mathematical Finance 21 Mathematics and Financial Economics 13 Journal of Economic Dynamics & Control 13 Stochastic Processes and their Applications 12 The Annals of Applied Probability 11 European Journal of Operational Research 11 International Journal of Theoretical and Applied Finance 11 Quantitative Finance 11 SIAM Journal on Financial Mathematics 8 Journal of Economic Theory 5 Applied Mathematical Finance 4 Journal of Mathematical Economics 4 Insurance Mathematics & Economics 3 Mathematics of Operations Research 3 SIAM Journal on Control and Optimization 3 Statistics & Probability Letters 3 Annals of Finance 2 Applied Mathematics and Optimization 2 Automatica 2 Stochastic Analysis and Applications 2 Mathematical Problems in Engineering 2 Mathematical Methods of Operations Research 2 Review of Derivatives Research 2 Stochastics 2 Frontiers of Mathematics in China 2 European Actuarial Journal 2 Probability, Uncertainty and Quantitative Risk 1 Advances in Applied Probability 1 International Journal of Control 1 Journal of Mathematical Analysis and Applications 1 Lithuanian Mathematical Journal 1 Moscow University Mathematics Bulletin 1 Physica A 1 Chaos, Solitons and Fractals 1 The Annals of Probability 1 Applied Mathematics and Computation 1 Fuzzy Sets and Systems 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Applied Mathematics and Mechanics. (English Edition) 1 Journal of Economics 1 Asia-Pacific Journal of Operational Research 1 Annals of Operations Research 1 Economics Letters 1 Applications of Mathematics 1 Economic Theory 1 Open Systems & Information Dynamics 1 Positivity 1 Journal of Applied Mathematics and Decision Sciences 1 Discrete Dynamics in Nature and Society 1 Methodology and Computing in Applied Probability 1 Journal of Systems Science and Complexity 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics 1 Stochastic Models 1 Asia-Pacific Financial Markets 1 Computational Management Science 1 Optimization Letters 1 Journal of Statistical Theory and Practice 1 International Journal of Economic Theory 1 Theoretical Economics 1 Mathematical Control and Related Fields 1 Statistics & Risk Modeling 1 Transactions of the American Mathematical Society. Series B 1 Frontiers of Mathematical Finance all top 5 Cited in 17 Fields 230 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 93 Probability theory and stochastic processes (60-XX) 36 Systems theory; control (93-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 12 Operations research, mathematical programming (90-XX) 9 Statistics (62-XX) 6 Partial differential equations (35-XX) 5 Functional analysis (46-XX) 3 Integral transforms, operational calculus (44-XX) 3 Numerical analysis (65-XX) 2 Computer science (68-XX) 2 Quantum theory (81-XX) 1 Real functions (26-XX) 1 Convex and discrete geometry (52-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year