2013

Articles

• Jouini, Elyès ; Napp, Clotilde . On Multivariate Prudence. Journal of Economic Theory. Volume 148. n° 3. 2013. pages 1255-1267. Elsevier. DOI http://dx.doi.org/10.1016/j.jet.2012.10.007.
• Jouini, Elyès ; Napp, Clotilde ; Nocetti, Diego . Collective risk aversion. Social Choice and Welfare. Volume 40. n° 2. 2013. pages 411-437. Springer. DOI http://dx.doi.org/10.1007/s00355-011-0611-9.
• Napp, Clotilde ; Viossat, Yannick ; Jouini, Elyès . Evolutionary beliefs and financial markets. Review of Finance. Volume 17. n° 2. 2013. pages 727-766. Oxford University Press. DOI http://dx.doi.org/10.1093/rof/rfs004.

2012

Articles

• Napp, Clotilde ; Malamud, Semyon ; Jouini, Elyès ; Cvitanic, Jaksa . Financial Markets Equilibrium with Heterogeneous Agents. Review of Finance. Volume 16. n° 1. 2012. pages 285-321. Oxford University Press. DOI http://dx.doi.org/10.1093/rof/rfr018.
• Jouini, Elyès ; Napp, Clotilde . Behavioral Properties of the Representative Agent. Theory and Decision. Volume 73. n° 1. 2012. pages 97-123. Springer. DOI http://dx.doi.org/10.1007/s11238-011-9274-3.

Communications / Conférences

• Nocetti, Diego ; Napp, Clotilde ; Jouini, Elyès . Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes. 39th Seminar of the European Group of Risk and Insurance Economists (EGRIE). Palma de Mallorca. Espagne. 2012.

2011

Articles

• Napp, Clotilde ; Jouini, Elyès . Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff. Review of Finance. Volume 15. n° 3. 2011. pages 575-601. Oxford University Press. DOI http://dx.doi.org/10.1093/rof/rfq002.

2010

Articles

• Napp, Clotilde ; Marin, Jean-Michel ; Jouini, Elyès . Discounting and Divergence of Opinion. Journal of Economic Theory. Volume 145. n° 2. 2010. pages 830-859. Elsevier. DOI http://dx.doi.org/10.1016/j.jet.2010.01.002.

Documents de travail

• Jouini, Elyès ; Napp, Clotilde . Gurus and beliefs manipulation. Université Paris-Dauphine . 2010 .

2009

Communications / Conférences

• Jouini, Elyès ; Napp, Clotilde . An equilibrium approach for Gamma Discounting. European Economic Association & Econometric Society. Barcelone. Espagne. 2009.
• Jouini, Elyès ; Napp, Clotilde . Unbiased Disagreement and the Efficient Market Hypothesis. Mathematical Institute of the University of Oxford, Nomura Seminar. Oxford. Royaume-Uni. 2009.

Documents de travail

• Jouini, Elyès ; Napp, Clotilde . Optimal Strategic Beliefs. Université Paris-Dauphine . 2009 .
• Napp, Clotilde ; Jouini, Elyès . Strategic beliefs. Université Paris-Dauphine . 2009 .

2008

Articles

• Jouini, Elyès ; Napp, Clotilde . On Abel's Concepts of Doubt and Pessimism. Journal of Economic Dynamics and Control. Volume 32. n° 11. 2008. pages 3682-3694. Elsevier. DOI http://dx.doi.org/10.1016/j.jedc.2008.03.001.
• Robert, Christian P. ; Napp, Clotilde ; Marin, Jean-Michel ; Jouini, Elyès ; Ben Mansour, Selima . Are Risk-Averse Agents more Optimistic? A Bayesian Estimation Approach. Journal of Applied Econometrics. Volume 23. n° 6. 2008. pages 843-860. Wiley - Blackwell. DOI http://dx.doi.org/10.1002/jae.1027.
• Jouini, Elyès ; Napp, Clotilde . Are More Risk-Averse Agents More Optimistic ? Insights from a Rational Expectations Model. Economics Letters. Volume 101. n° 1. 2008. pages 73-76. Elsevier Science Publishers. DOI http://dx.doi.org/10.1016/j.econlet.2008.06.002.
• Jouini, Elyès ; Napp, Clotilde ; Nocetti, Diego . Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience. Management Science. Volume 54. n° 10. 2008. pages 1822-1826. INFORMS. DOI http://dx.doi.org/10.1287/mnsc.1080.0904.

Documents de travail

• Napp, Clotilde ; Jouini, Elyès . How to Aggregate Experts Discount Rates: an Equilibrium Approach. Université Paris-Dauphine . 2008 .

2007

Articles

• Jouini, Elyès ; Napp, Clotilde . Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs. Review of Economic Studies. Volume 74. n° 4. 2007. pages 1149-1174. Blackwell Publishing. DOI http://dx.doi.org/10.1111/j.1467-937X.2007.00439.x.

Communications / Conférences

• Jouini, Elyès ; Napp, Clotilde . Attentes Stratégiques. Séminaire Parisien d'Optimisation, Institut Henri Poincaré. Paris. France. 2007.
• Jouini, Elyès ; Napp, Clotilde . Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs. Colloque AMAMEF (Advanced MAthematical MEthods for Finance). Toulouse. France. 2007.
• Jouini, Elyès ; Napp, Clotilde . Financial Markets with Heterogeneous Beliefs. Séminaire de l'Equipe de Probabilités et Statistiques, Paris 13. Paris. France. 2007.

2006

Articles

• Napp, Clotilde ; Jouini, Elyès . Aggregation of Heterogeneous Beliefs. Journal of Mathematical Economics. Volume 42. n° 6. 2006. pages 752-770. Elsevier. DOI http://dx.doi.org/10.1016/j.jmateco.2006.02.001.
• Jouini, Elyès ; Napp, Clotilde . Heterogeneous Beliefs and Asset Pricing in Discrete Time : an Analysis of Pessimism and Doubt. Journal of Economic Dynamics and Control. Volume 30. n° 7. 2006. pages 1233-1260. Elsevier. DOI http://dx.doi.org/10.1016/j.jedc.2005.05.008.
• Jouini, Elyès ; Napp, Clotilde . Arbitrage with Fixed Costs and Interest Rate Models. Journal of Financial and Quantitative Analysis. Volume 41. n° 4. 2006. pages 889-913. Cambridge University Press. DOI http://www.dx.doi.org/10.1017/S0022109000002684.
• Jouini, Elyès ; Ben Mansour, Selima ; Napp, Clotilde . Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey. Theory and Decision. Volume 61. n° 4. 2006. pages 345-362. Springer. DOI http://dx.doi.org/10.1007/s11238-006-9014-2.

Communications / Conférences

• Napp, Clotilde ; Jouini, Elyès ; Ben Mansour, Selima . Is there a pessimistic bias in individual beliefs ? Evidence from survey data. European Financial Management Symposium. Durham. Royaume-Uni. 2006.
• Jouini, Elyès ; Ben Mansour, Selima ; Napp, Clotilde . Heterogeneous beliefs and asset pricing : an analysis in terms of pessimism, doubt and risk aversion. Séminaire D'Economie, Finance, et Ingénierie Financière, HEC Montréal. Montréal. Canada. 2006.
• Ben Mansour, Selima ; Jouini, Elyès ; Marin, Jean-Michel ; Napp, Clotilde ; Robert, Christian P. . Are risk averse agents more optimistic ?. EGRIE. Barcelone. Espagne. 2006.
• Jouini, Elyès ; Napp, Clotilde . Les agents les plus tolérants au risque sont-ils plus pessimistes ? Un modèle d'équilibre à anticipations rationnelles. Séminaire Bachelier, Institut Henri Poincaré. Paris. France. 2006.
• Napp, Clotilde ; Jouini, Elyès ; Ben Mansour, Selima . Is there a pessimistic bias in individual and collective beliefs ? Theory and Evidence. Séminaire Bachelier, Institut Henri Poincaré. Paris. France. 2006.
• Napp, Clotilde ; Jouini, Elyès ; Ben Mansour, Selima . Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey. LABSI IV, Workshop on Behavioral Finance. Siena. Italie. 2006.

2005

Articles

• Napp, Clotilde ; Jouini, Elyès . Arbitrage and state price deflators in a general intertemporal framework. Journal of Mathematical Economics. Volume 41. n° 6. 2005. pages 722-734. Elsevier. DOI http://dx.doi.org/10.1016/j.jmateco.2004.06.001.

2004

Articles

• Napp, Clotilde ; Jouini, Elyès . Conditional Comonotonicity. Decisions in Economics and Finance. Volume 27. n° 2. 2004. pages 153-166. Springer. DOI http://dx.doi.org/10.1007/s10203-004-0049-y.
• Jouini, Elyès ; Napp, Clotilde . Hétérogénéité des croyances, prix du risque et volatilité des marchés. Revue d'Economie financière. n° 74. 2004. pages 125-138. Association d'Economie Financière.
• Napp, Clotilde ; Jouini, Elyès . Convergence of utility functions and convergence of optimal strategies. Finance and Stochastics. Volume 8. n° 1. 2004. pages 133-144. Springer. DOI http://dx.doi.org/10.1007/s00780-003-0106-3.

2003

Articles

• Napp, Clotilde ; Jouini, Elyès . A Class of Models satisfying a Dynamical Version of the CAPM. Economics Letters. Volume 79. n° 3. 2003. pages 299-304. Elsevier Science Publishers. DOI http://dx.doi.org/10.1016/S0165-1765(03)00003-X.
• Napp, Clotilde ; Jouini, Elyès . Comonotonic Processes. Insurance Mathematics and Economics. Volume 32. n° 2. 2003. pages 255-265. Elsevier. DOI http://dx.doi.org/10.1016/S0167-6687(03)00110-0.
• Napp, Clotilde . The Dalang Morton Willinger Theorem under cone constraints. Journal of Mathematical Economics. Volume 39. n° 1/2. 2003. pages 111-126.

2001

Articles

• Jouini, Elyès ; Napp, Clotilde ; Kallal, Hedi . Arbitrage and viability in securities markets with fixed trading costs. Journal of Mathematical Economics. Volume 35. n° 2. 2001. pages 197-221. Elsevier. DOI http://dx.doi.org/10.1016/S0304-4068(00)00065-3.
• Jouini, Elyès ; Napp, Clotilde . Arbitrage and investment opportunities. Finance and Stochastics. Volume 5. n° 3. 2001. pages 305-325. Springer. DOI http://dx.doi.org/10.1007/PL00013537.

Chapitres d'ouvrage

• Napp, Clotilde ; Jouini, Elyès . Arbitrage pricing and equilibrium pricing : compatibility conditions. Avellaneda, Marco. Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar. Volume III. Singapore. 2001. pages 131-158.