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Hugonnier, Julien-N.

Author ID: hugonnier.julien-n Recent zbMATH articles by "Hugonnier, Julien-N."
Published as: Hugonnier, Julien; Hugonnier, J.; Hugonnier, Julien-N.
Documents Indexed: 16 Publications since 1999
Co-Authors: 15 Co-Authors with 14 Joint Publications
336 Co-Co-Authors

Publications by Year

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 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

Citations by Year