Julien Hugonnier
Julien Hugonnier
Associate 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
2542004
Capital supply uncertainty, cash holdings, and investment.
J Hugonnier, S Malamud, E Morellec
Review of Financial Studies 28(2):391–445, 2015, 2015
178*2015
Optimal investment with random endowments in incomplete markets
J Hugonnier, D Kramkov
The Annals of Applied Probability 14 (2), 845-864, 2004
1422004
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
1272005
Corporate control and real investment in incomplete markets
J Hugonnier, E Morellec
Journal of Economic Dynamics and Control 31 (5), 1781-1800, 2007
109*2007
Bank capital, liquid reserves, and insolvency risk
J Hugonnier, E Morellec
Journal of Financial Economics 125 (2), 266-285, 2017
1082017
Health and (other) asset holdings
J Hugonnier, F Pelgrin, P St-Amour
Review of Economic Studies 80 (2), 663-710, 2013
1042013
Heterogeneity in decentralized asset markets
J Hugonnier, B Lester, PO Weill
National Bureau of Economic Research, 2014
1012014
The Feynman–Kac formula and pricing occupation time derivatives
JN Hugonnier
International Journal of Theoretical and Applied Finance 2 (02), 153-178, 1999
791999
Rational asset pricing bubbles and portfolio constraints
J Hugonnier
Journal of Economic Theory 147 (6), 2260-2302, 2012
75*2012
Endogenous completeness of diffusion driven equilibrium markets
J Hugonnier, S Malamud, E Trubowitz
Econometrica 80 (3), 1249-1270, 2012
712012
Mutual fund portfolio choice in the presence of dynamic flows
J Hugonnier, R Kaniel
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010
702010
Incomplete information, idiosyncratic volatility and stock returns
T Berrada, J Hugonnier
Journal of Banking & Finance 37 (2), 448-462, 2013
482013
Real options and risk aversion
J Hugonnier, E Morellec
Swiss Finance Institute Research Paper, 2007
47*2007
Pricing and hedging in the presence of extraneous risks
PC Dufresne, J Hugonnier
Stochastic Processes and their Applications 117 (6), 742-765, 2007
472007
Frictional intermediation in over-the-counter markets
J Hugonnier, B Lester, PO Weill
The Review of Economic Studies 87 (3), 1432-1469, 2020
402020
Credit market frictions and capital structure dynamics
J Hugonnier, S Malamud, E Morellec
Journal of Economic Theory 157, 1130-1158, 2015
402015
Heterogeneous preferences and equilibrium trading volume
T Berrada, J Hugonnier, M Rindisbacher
Journal of Financial Economics 83 (3), 719-750, 2007
352007
Event risk, contingent claims and the temporal resolution of uncertainty
P Collin-Dufresne, J Hugonnier
Mathematics and Financial Economics 8 (1), 29-69, 2014
21*2014
Irreversible investment in general equilibrium
J Hugonnier, E Morellec, S Sundaresan
Simon School of Business Working Paper No. FR, 05-10, 2005
20*2005
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