Julien Hugonnier

Finance · with Kramkov · 2004–2005

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it; #2,702 of 10,518 by trust here, #2,835 by citations
• Economics and Econometrics — 9 citations into it; #6,495 of 23,481 by trust here, #11,156 by citations
• Management Science and Operations Research — 7 citations into it; #6,889 of 11,946 by trust here, #6,888 by citations

Whom Julien Hugonnier trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Dmitry O. Kramkov
2. Walter Schachermayer
3. Ioannis Karatzas

Who trusts Julien Hugonnier overall

1. Gordan Zitkovic
2. Dmitry O. Kramkov
3. Mark P. Owen
4. Miklós Rásonyi
5. M. Sîrbu
6. Marek Musiela
7. Michael Monoyios
8. Lukasz Stettner
9. Mingxin Xu
10. Thaleia Zariphopoulou

Papers from Julien Hugonnier's perspective

Ordered by how strongly the researchers Julien Hugonnier trusts endorse each paper. Same corpus, a different order for every researcher.

1. ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
2. Optimal consumption from investment and random endowment in incomplete semimartingale markets
3. Stochastic Finance: An Introduction in Discrete Time
4. Optimal investment in incomplete markets when wealth may become negative
5. Exponential Hedging and Entropic Penalties
6. Convex measures of risk and trading constraints (Finance and Stochastics)
7. The Mathematics of Arbitrage
8. Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes
9. Optimal investment with random endowments in incomplete markets
10. VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION

Their papers

• ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS (2005) — 121 citations
• Optimal investment with random endowments in incomplete markets (2004) — 146 citations
• A general formula for valuing defaultable securities (2004) — 189 citations