Guillaume carlier ceremade, universite paris dauphine, france. I will be stepping down at the end of june, and joel sobel will be the next editor of econometrica. The special issue stochastic financial economics published in two parts, v olume 1 and 2 relates to the international conference stochastic economics and finance held in bergen, norway, 12. Arbitrage and control problems in finance jouini s. The ones marked may be different from the article in the profile. His research is mainly in the area of financial economics, in particular transaction costs, heterogeneous beliefs, aggregation, longterm risk and the maturity structure of interest rates. Previous versions of this article were circulated and presented under the titles the equilibrium dynamics of liquidity and illiquid asset prices and financial.
Elyes jouinis research interests are at the crossroads between mathematics, economics and finance. Arbitrage and control problems in finance sciencedirect. Equilibrium pricing in incomplete markets journal of. We address the problem of a social planner who, as in weitzman 2001, gathers data on discount rates and wants to infer the socially efficient consumption discount rate.
Citeseerx document details isaac councill, lee giles, pradeep teregowda. Bernard dumas is with insead, university of torino, nber, and cepr. This cited by count includes citations to the following articles in scholar. Citeseerx relative extinction of heterogeneous agents. He is professor of mathematics with endowed chair risk foundationgroupama at. According to our current online database, elyes jouini has 2 students and 2 descendants.
The five sets of course notes in this book provide a birds eye view of the current state of the art and directions of research. Masthead, advances in pure and applied mathematics deepdyve. Lars hansen will also be stepping down as co editor at the end of june. To submit students of this mathematician, please use the new data form, noting this mathematicians mgp id of 64196 for the advisor id. Jel numbers, g10, g12, d84 keywords, risk premium, beliefs heterogeneity, optimism, pessimism, consensus consumer. Elyes jouini recent public services president of the fondation parisdauphine since july 2011 g8 sherpa for the tunisian prime minister, marchjune, 2011 member of the tunisian transition government as minister for the economic and social reforms, january 27, 2011march 1st, 2011 vicepresident for research, universite parisdauphine. Behavioral properties of the representative agent by elyes. Jouini, elyes and karehnke, paul and napp, clotilde, stereotypes, underconfidence and. In all the existing literature on survival in heterogeneous economies, the rate at which an agent vanishes in the long run relative to. Table of contents march 16, 2018, 359 6381 science.
Parisprinceton lectures on mathematical finance 2003. Chief editor medhi ramdani contributors chaire risques financiers chaire les particuliers face au risque chaire assurance et risques majeurs. If you have additional information or corrections regarding this mathematician. Efficient trading strategies in financial markets with proportional transaction costs. Financial mathematics is an exciting, emerging field of application. Efficient trading strategies in the presence of market frictions the. Pricing of nonredundant derivatives in a complete market. Previous versions of this article were circulated and presented under the. Elyes jouini born in tunis on january 5th, 1965 is a french tunisian economist and distinguished professor of economics at the university of paris dauphine. Jouini, elyes and karehnke, paul and napp, clotilde, stereotypes, underconfidence and decisionmaking with an application to gender and math february 7, 2018. Convergence of utility functions and convergence of optimal.
Frank riedel bielefeld university, bielefeld, germany. He also founded and has been the first editor in chief of mathematics and. Pdf are there so many differences between conventional and islamic banking principles in france. Heterogeneous beliefs and asset pricing in discrete time. Jouini, elyes and napp, clotilde, behavioral properties of the representative agent. Parisprinceton lectures on mathematical finance 2003 lecture notes in mathematics 1st edition by jose a. If you have additional information or corrections regarding this mathematician, please use the update form. Pdf preface to the special issue stochastic financial. Founder and editor in chief until 2011, coeditor 20112014, member of the advisory board since 2014 of mathematics and financial economics. Large risk in insurance biography arthur charpe ntier arthur charpentier is a lecturer at the university of rennes i school.
The first editor inchief was elyes jouini 2007, succeeded by ivar ekeland 2011 and from 2014, by ulrich horst and frank riedel jointly. Stereotypes, underconfidence and decisionmaking with an. Please be reminded that the deadline to complete an online nomination for fellow of the econometric society, including endorsements is may 31, 2015. Jouini, elyes and napp, clotilde, behavioral properties of the representative agent february, 2009. Journal of economic behavior and organization, forthcoming. A class of models satisfying a dynamical version of the capm. Member of the board of the risk foundation, since 2006. Article elyes jouini properties of social discount.