Curriculum vitae

Napp Clotilde

CNRS Senior Researcher
DRM

clotilde.nappping @ dauphine.pslpong.eu
Phone : 01 44 05 46 42
Office : P 401 bis

Latest publications

Articles

Napp C., Bred T. (2019), Girls' comparative advantage in reading can largely explain the gender gap in math-intensive fields, Proceedings of the National Academy of Sciences of the United States of America, vol. 116, n°31, p. 15435-15440

Jouini E., Napp C. (2018), The Impact of Health-Related Emotions on Belief Formation and Behavior, Theory and Decision, vol. 84, n°3, p. 405-427

Jouini E., Karehnke P., Napp C. (2018), Stereotypes, underconfidence and decision-making with an application to gender and math, Journal of Economic Behavior & Organization, vol. 148, p. 34-45

Breda T., Jouini E., Napp C. (2018), Societal inequalities amplify gender gaps in math, Science, vol. 359, n°6381, p. 1219-1220

Jouini E., Napp C. (2016), Live Fast, Die Young, Economic Theory, vol. 62, n°1, p. 265–278

Jouini E., Napp C. (2015), Subjective expectations and medical testing, Economics Letters, vol. 135, p. 39-41

Jouini E., Napp C. (2015), Gurus and belief manipulation, Economic Modelling, vol. 49, p. 11-18

Napp C., Jouini E. (2014), How to aggregate experts' discount rates: An equilibrium approach, Economic Modelling, vol. 36, p. 235–243

Jouini E., Karehnke P., Napp C. (2014), On Portfolio Choice with Savoring and Disappointment, Management Science, vol. 60, n°3, p. 796-804

Nocetti D., Jouini E., Napp C. (2013), Collective risk aversion, Social Choice and Welfare, vol. 40, n°2, p. 411-437

Jouini E., Napp C., Viossat Y. (2013), Evolutionary beliefs and financial markets, Review of Finance, vol. 17, n°2, p. 727-766

Napp C., Jouini E., Nocetti D. (2013), The marginal propensity to consume and multidimensional risk, Economics Letters, vol. 119, n°2, p. 124-127

Jouini E., Napp C. (2013), On Multivariate Prudence, Journal of Economic Theory, vol. 148, n°3, p. 1255-1267

Jouini E., Nocetti D., Napp C. (2013), Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes, Journal of Risk and Uncertainty, vol. 47, n°2, p. 199-224

Napp C., Malamud S., Jouini E., Cvitanic J. (2012), Financial Markets Equilibrium with Heterogeneous Agents, Review of Finance, vol. 16, n°1, p. 285-321

Napp C., Jouini E. (2012), Behavioral Biases and the Representative Agent, Theory and Decision, vol. 73, n°1, p. 97-123

Jouini E., Napp C. (2011), Unbiased Disagreement in financial markets, waves of pessimism and the risk return tradeoff, Review of Finance, vol. 15, n°3, p. 575-601

Napp C., Jouini E., Marin J-M. (2010), Discounting and Divergence of Opinion, Journal of Economic Theory, vol. 145, n°2, p. 830-859

Jouini E., Ben Mansour S., Napp C., Marin J-M., Robert C. (2008), Are Risk-Averse Agents more Optimistic? A Bayesian Estimation Approach, Journal of Applied Econometrics, vol. 23, n°6, p. 843-860

Nocetti D., Napp C., Jouini E. (2008), Properties of the Social Discount Rate in a Benthamite Framework with Heterogeneous Degrees of Impatience, Management Science, vol. 54, n°10, p. 1822-1826

Jouini E., Napp C. (2008), On Abel's Concepts of Doubt and Pessimism, Journal of Economic Dynamics & Control, vol. 32, n°11, p. 3682-3694

Napp C., Jouini E. (2008), Are More Risk-Averse Agents More Optimistic ? Insights from a Rational Expectations Model, Economics Letters, vol. 101, n°1, p. 73-76

Jouini E., Napp C. (2007), Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs, The Review of Economic Studies, vol. 74, n°4, p. 1149-1174

Napp C., Jouini E. (2006), Aggregation of Heterogeneous Beliefs, Journal of Mathematical Economics, vol. 42, n°6, p. 752-770

Napp C., Jouini E. (2006), Heterogeneous Beliefs and Asset Pricing in Discrete Time : an Analysis of Pessimism and Doubt, Journal of Economic Dynamics & Control, vol. 30, n°7, p. 1233-1260

Jouini E., Ben Mansour S., Napp C. (2006), Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey, Theory and Decision, vol. 61, n°4, p. 345-362

Jouini E., Napp C. (2006), Arbitrage with Fixed Costs and Interest Rate Models, Journal of Financial and Quantitative Analysis, vol. 41, n°4, p. 889-913

Napp C., Jouini E. (2005), Arbitrage and state price deflators in a general intertemporal framework, Journal of Mathematical Economics, vol. 41, n°6, p. 722-734

Napp C., Jouini E. (2004), Hétérogénéité des croyances, prix du risque et volatilité des marchés, Revue d'économie financière, n°74, p. 125-138

Napp C., Jouini E. (2004), Convergence of utility functions and convergence of optimal strategies, Finance and Stochastics, vol. 8, n°1, p. 133-144

Napp C., Jouini E. (2004), Conditional Comonotonicity, Decisions in Economics and Finance, vol. 27, n°2, p. 153-166

Napp C., Jouini E. (2003), Comonotonic Processes, Insurance. Mathematics and Economics, vol. 32, n°2, p. 255-265

Jouini E., Napp C. (2003), A Class of Models satisfying a Dynamical Version of the CAPM, Economics Letters, vol. 79, n°3, p. 299-304

Napp C. (2003), The Dalang Morton Willinger Theorem under cone constraints, Journal of Mathematical Economics, vol. 39, n°1/2, p. 111-126

Jouini E., Kallal H., Napp C. (2001), Arbitrage and viability in securities markets with fixed trading costs, Journal of Mathematical Economics, vol. 35, n°2, p. 197-221

Jouini E., Napp C. (2001), Arbitrage and investment opportunities, Finance and Stochastics, vol. 5, n°3, p. 305-325

Chapitres d'ouvrage

Napp C., Jouini E. (2001), Arbitrage pricing and equilibrium pricing : compatibility conditions, in Avellaneda, Marco, Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar. Volume III, Singapore: World Scientific, p. 131-158

Jouini E., Napp C. (2001), Market models with frictions : arbitrage and pricing issues, in Elyès Jouini, Jaksa Cvitanic, Marek Musiela, Option Pricing, Interest Rates and Risk Management, London: Cambridge University Press, p. 43-66

Communications sans actes

Napp C., Jouini E. (2012), Behavioral biases and the representative agent, 35th Seminar of the European Group of Risk and Insurance Economics, Toulouse, France

Jouini E., Nocetti D., Napp C. (2012), 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

Jouini E., Napp C. (2009), An equilibrium approach for Gamma Discounting, European Economic Association & Econometric Society, Barcelone, Espagne

Jouini E., Napp C. (2009), Unbiased Disagreement and the Efficient Market Hypothesis, Mathematical Institute of the University of Oxford, Nomura Seminar, Oxford, Royaume-Uni

Jouini E., Napp C. (2007), Equilibres à anticipations rationnelles et information incomplète sur les caractéristiques des autres acteurs, Colloque AMAMEF (Advanced MAthematical MEthods for Finance), Toulouse, France

Jouini E., Napp C. (2007), Financial Markets with Heterogeneous Beliefs, Séminaire de l'Equipe de Probabilités et Statistiques, Paris 13, Paris, France

Napp C., Jouini E. (2007), Attentes Stratégiques, Séminaire Parisien d'Optimisation, Institut Henri Poincaré, Paris, France

Napp C., Jouini E. (2006), 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

Napp C., Jouini E., Ben Mansour S. (2006), Is There a Pessimistic Bias in Individual Beliefs? Evidence from a Simple Survey, LABSI IV, Workshop on Behavioral Finance, Siena, Italie

Jouini E., Napp C., Robert C., Ben Mansour S., Marin J-M. (2006), Are risk averse agents more optimistic ?, EGRIE, Barcelone, Espagne

Ben Mansour S., Napp C., Jouini E. (2006), 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

Ben Mansour S., Napp C., Jouini E. (2006), Is there a pessimistic bias in individual beliefs ? Evidence from survey data, European Financial Management Symposium, Durham, Royaume-Uni

Ben Mansour S., Napp C., Jouini E. (2006), Is there a pessimistic bias in individual and collective beliefs ? Theory and Evidence, Séminaire Bachelier, Institut Henri Poincaré, Paris, France

Prépublications / Cahiers de recherche

Jouini E., Napp C. (2013), Equilibrium pricing and market completion, 23 p.

Jouini E., Napp C. (2009), Cognitive biases and the representative agent, Preprints Ceremade, 41 p.

Napp C., Jouini E. (2009), Optimal Strategic Beliefs, Paris, Université Paris-Dauphine, 22 p.

Jouini E., Napp C. (2009), Strategic beliefs, Paris, Cahiers de la Chaire "Les Particuliers face au Risques", 38 p.

Jouini E., Napp C. (2008), Aggregation of Discount Rates: an Equilibrium Approach, Preprints Ceremade, 20 p.

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