Julien Hugonnier

Julien Hugonnier

École Polytechnique Fédérale de Lausanne

H-index: 20

Europe-Switzerland

About Julien Hugonnier

Julien Hugonnier, With an exceptional h-index of 20 and a recent h-index of 15 (since 2020), a distinguished researcher at École Polytechnique Fédérale de Lausanne, specializes in the field of Asset pricing – General equilibrium – Stochastic optimal control.

His recent articles reflect a diverse array of research interests and contributions to the field:

Perpetual Futures Pricing

Admissible surplus dynamics and the government debt puzzle

Research Paper Series N 22-21

Heterogeneity in decentralized asset markets

Optimal fund menus

Valuing Life as an Asset, as a Statistic and at Gunpoint

Asset pricing with costly short sales

Online Appendix to “Valuing Life as an Asset, as a Statistic, and at Gunpoint”

Julien Hugonnier Information

University

Position

Associate professor Swiss Finance Institute

Citations(all)

2211

Citations(since 2020)

845

Cited By

1759

hIndex(all)

20

hIndex(since 2020)

15

i10Index(all)

25

i10Index(since 2020)

19

Email

University Profile Page

École Polytechnique Fédérale de Lausanne

Google Scholar

View Google Scholar Profile

Julien Hugonnier Skills & Research Interests

Asset pricing – General equilibrium – Stochastic optimal control

Top articles of Julien Hugonnier

Title

Journal

Author(s)

Publication Date

Perpetual Futures Pricing

arXiv preprint arXiv:2310.11771

Damien Ackerer

Julien Hugonnier

Urban Jermann

2023/10/18

Admissible surplus dynamics and the government debt puzzle

Swiss Finance Institute Research Paper

Pierre Collin-Dufresne

Julien Hugonnier

Elena Perazzi

2023/6/9

Research Paper Series N 22-21

Theodoros Evgeniou

Julien Hugonnier

Rodolfo Prieto

2022/9/22

Heterogeneity in decentralized asset markets

Theoretical Economics

Julien Hugonnier

Benjamin Lester

Pierre‐Olivier Weill

2022/7

Optimal fund menus

Mathematical Finance

Jakša Cvitanić

Julien Hugonnier

2022/4

Valuing Life as an Asset, as a Statistic and at Gunpoint

The Economic Journal

Julien Hugonnier

Florian Pelgrin

Pascal St-Amour

2022/4

Asset pricing with costly short sales

Theodoros Evgeniou

Julien Hugonnier

Rodolfo Prieto

2022/3

Online Appendix to “Valuing Life as an Asset, as a Statistic, and at Gunpoint”

Julien Hugonnier

Florian Pelgrin

Pascal St-Amour

2021/8/6

Technical appendix valuing life as an asset, as a statistic and at gunpoint: Endogenous mortality and morbidity, source-dependent risk aversion

Julien Hugonnier

Florian Pelgrin

Pascal St-Amour

2021/2/8

Optimal debt dynamics, issuance costs, and commitment

Luca Benzoni

Lorenzo Garlappi

Robert S Goldstein

Julien Hugonnier

Chao Ying

2020/6/12

Frictional intermediation in over-the-counter markets

The Review of Economic Studies

Julien Hugonnier

Benjamin Lester

Pierre-Olivier Weill

2020/5/1

Closing down the shop: Optimal health and wealth dynamics near the end of life

Health Economics

Julien Hugonnier

Florian Pelgrin

Pascal St‐Amour

2020/2

See List of Professors in Julien Hugonnier University(École Polytechnique Fédérale de Lausanne)

Co-Authors

H-index: 56
Walter Schachermayer

Walter Schachermayer

Universität Wien

H-index: 38
Suresh Sundaresan

Suresh Sundaresan

Columbia University in the City of New York

H-index: 28
Erwan Morellec

Erwan Morellec

École Polytechnique Fédérale de Lausanne

H-index: 25
Ron Kaniel

Ron Kaniel

University of Rochester

H-index: 25
Robert Goldstein

Robert Goldstein

University of Minnesota-Twin Cities

H-index: 24
Michèle Breton

Michèle Breton

HEC Montréal

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