Jouini, E., (Elyès), 1965-
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The person Jouini, E., (Elyès), 1965- represents an individual (alive, dead, undead, or fictional) associated with resources found in European University Institute.
The Resource
Jouini, E., (Elyès), 1965-
Resource Information
The person Jouini, E., (Elyès), 1965- represents an individual (alive, dead, undead, or fictional) associated with resources found in European University Institute.
- Label
- Jouini, E., (Elyès), 1965-
- Date
- 1965-
- Alternative name
- Elyès
21 Items by the Person Jouini, E., (Elyès), 1965-
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Context of Jouini, E., (Elyès), 1965-Creator of
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- Viability and equilibrium in securities markets with frictions
- Arbitrage in securities markets with short sales constraints
- Efficient trading strategies in the presence of market frictions
- Incomplete markets, transaction costs and liquidity effects
- Martingales and arbitrage in securities markets with transaction costs
- Optimal investment with taxes : an optimal control problem with endogenous delay
- Price functionals with bid-ask spreads : an axiomatic approach
Contributor of
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- Pricing in incomplete markets : an equilibrium approach
- Pricing of non-redundant derivatives in a complete market
- Investment opportunities, short sales constraints and arbitrage opportunity
- Un modele discret et stochastique d'investissement avec une application aux couts de transaction
- Un modele discret et stochastique d'investissement avec une application aux couts de transaction
- Option pricing, interest rates and risk management
- Option pricing, interest rates and risk management
- Arbitrage and investment opportunities
- Arbitrage pricing of derivatives with bounds on the underlying securities
- Characterizing the premium at the equilibrium of a reinsurance market with short sale constraints
- Continuous time equilibrium pricing of nonredundant assets
- Couts de transaction, contraintes de vente a decouvert et taxes : une approche unifiee
- Efficient trading strategies in the presence of market frictions
- Couts de transaction, contraintes de vente a decouvert et taxes : une approche unifiee
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/c8iB-KQAMOw/" typeof="Person http://bibfra.me/vocab/lite/Person"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/c8iB-KQAMOw/">Jouini, E., (Elyès), 1965-</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/resource/c8iB-KQAMOw/" typeof="Person http://bibfra.me/vocab/lite/Person"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/resource/c8iB-KQAMOw/">Jouini, E., (Elyès), 1965-</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>