Elyès Jouini

Finance · 2000–2008

A researcher in the Science corpus: 6 papers; trusts 6 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Elyès Jouini trusts overall

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

  1. S. Kusuoka
  2. Freddy Delbaen
  3. Martin Schweizer
  4. Marco Frittelli
  5. Suleyman Basak
  6. Stylianos Perrakis
  7. Hans Föllmer
  8. Monique Jeanblanc
  9. Susanne Klöppel
  10. Emanuela Rosazza Gianin

Who trusts Elyès Jouini overall

  1. Mark P. Owen
  2. Alexander Schied
  3. Hongjun Yan
  4. M. Ludkovski
  5. J. Ziegel
  6. Rüschendorf Ludger
  7. Gordan Zitkovic
  8. Gregor Svindland
  9. Freddy Delbaen
  10. Patrick Cheridito

Papers from Elyès Jouini's perspective

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

  1. Convex measures of risk and trading constraints (Finance and Stochastics)
  2. Pricing Via Utility Maximization and Entropy
  3. On law invariant coherent risk measures
  4. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  5. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  6. The Equity Premium Puzzle
  7. Law Invariant Risk Measures Have the Fatou Property
  8. Modeling and Valuation of Credit Risk
  9. Option pricing and replication with transaction costs and dividends
  10. The concept of comonotonicity in actuarial science and finance: theory (Insurance, Mathematics & Economics)

Their papers