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Julien Hugonnier
Julien Hugonnier
Professor, Swiss Finance Institute, EPFL
Verified email at epfl.ch - Homepage
Title
Cited by
Cited by
Year
A general formula for valuing defaultable securities
P Collin‐Dufresne, R Goldstein, J Hugonnier
Econometrica 72 (5), 1377-1407, 2004
2682004
Capital supply uncertainty, cash holdings, and investment.
J Hugonnier, S Malamud, E Morellec
Review of Financial Studies 28(2):391–445, 2015, 2015
229*2015
Bank capital, liquid reserves, and insolvency risk
J Hugonnier, E Morellec
Journal of Financial Economics 125 (2), 266-285, 2017
1872017
Optimal investment with random endowments in incomplete markets
J Hugonnier, D Kramkov
1572004
Health and (other) asset holdings
J Hugonnier, F Pelgrin, P St-Amour
Review of Economic Studies 80 (2), 663-710, 2013
1422013
On utility‐based pricing of contingent claims in incomplete markets
J Hugonnier, D Kramkov, W Schachermayer
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005
1402005
Heterogeneity in decentralized asset markets
J Hugonnier, B Lester, PO Weill
Theoretical Economics 17 (3), 1313-1356, 2022
1202022
Corporate control and real investment in incomplete markets
J Hugonnier, E Morellec
Journal of Economic Dynamics and Control 31 (5), 1781-1800, 2007
112*2007
Frictional intermediation in over-the-counter markets
J Hugonnier, B Lester, PO Weill
The Review of Economic Studies 87 (3), 1432-1469, 2020
992020
Rational asset pricing bubbles and portfolio constraints
J Hugonnier
Journal of Economic Theory 147 (6), 2260-2302, 2012
90*2012
The Feynman–Kac formula and pricing occupation time derivatives
JN Hugonnier
International Journal of Theoretical and Applied Finance 2 (02), 153-178, 1999
891999
Mutual fund portfolio choice in the presence of dynamic flows
J Hugonnier, R Kaniel
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010
852010
Endogenous completeness of diffusion driven equilibrium markets
J Hugonnier, S Malamud, E Trubowitz
Econometrica 80 (3), 1249-1270, 2012
842012
Real options and risk aversion
J Hugonnier, E Morellec
Real options, ambiguity, risk and insurance 5, 52-65, 2013
702013
Incomplete information, idiosyncratic volatility and stock returns
T Berrada, J Hugonnier
Journal of Banking & Finance 37 (2), 448-462, 2013
582013
Credit market frictions and capital structure dynamics
J Hugonnier, S Malamud, E Morellec
Journal of Economic Theory 157, 1130-1158, 2015
552015
Pricing and hedging in the presence of extraneous risks
PC Dufresne, J Hugonnier
Stochastic Processes and their Applications 117 (6), 742-765, 2007
532007
Heterogeneous preferences and equilibrium trading volume
T Berrada, J Hugonnier, M Rindisbacher
Journal of Financial Economics 83 (3), 719-750, 2007
432007
Closing down the shop: Optimal health and wealth dynamics near the end of life
J Hugonnier, F Pelgrin, P St‐Amour
Health Economics 29 (2), 138-153, 2020
202020
Event risk, contingent claims and the temporal resolution of uncertainty
P Collin-Dufresne, J Hugonnier
Mathematics and Financial Economics 8, 29-69, 2014
20*2014
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