Julien Hugonnier
École Polytechnique Fédérale de Lausanne
H-index: 20
Europe-Switzerland
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 |