Julien Hugonnier
julien.hugonnier@epfl.ch +41 21 693 01 14 https://www.epfl.ch/schools/cdm/college-of-management-of-technology/swiss-finance-institute/faculty-
Nationalité : French
Date de naissance : 17.10.1974
EPFL CDM SFI SFI-JH
EXTRA 212 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne
+41 21 693 01 14
+41 21 693 24 66
Site web: https://www.epfl.ch/labs/sfi-jh/
Unité: SFI-JH
Local: EXTRA 212
+41 21 693 24 66
Site web: https://www.epfl.ch/labs/sfi-jh/
Unité: SFI-JH
Local: EXTRA 212
EPFL CDM IF-GE
EXTRA 212 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne
Publications
Infoscience
J. Hugonnier; E. Morellec : Bank capital, liquid reserves, and insolvency risk; Journal of Financial Economics. 2017. DOI : 10.1016/j.jfineco.2017.05.006.
J. Hugonnier; S. Malamud; E. Morellec : Credit market frictions and capital structure dynamics; Journal of Economic Theory. 2015. DOI : 10.1016/j.jet.2014.09.021.
J. Hugonnier; R. Prieto : Asset pricing with arbitrage activity; Journal of Financial Economics. 2015. DOI : 10.1016/j.jfineco.2014.10.001.
J. Hugonnier; S. Malamud; E. Morellec : Capital supply uncertainty, cash holdings, and investment; Review of Financial Studies. 2015. DOI : 10.1093/rfs/hhu081.
P. Collin-Dufresne; J. Hugonnier : Event risk, contingent claims and the temporal resolution of uncertainty; Mathematics and Financial Economics. 2014. DOI : 10.1007/s11579-013-0107-8.
J. Hugonnier; F. Pelgrin; P. St-Amour : Health and (Other) Asset Holdings; Review of Economic Studies. 2013. DOI : 10.1093/restud/rds033.
J. N. Hugonnier; S. Malamud; E. Morellec : Capital Supply Uncertainty, Cash Holdings, and Investment. 2013.
J. N. Hugonnier; P. St-Amour; F. Pelgrin : Health and (Other) Asset Holdings; Review of Economic Studies. 2013. DOI : 10.2139/ssrn.1417364.
J. Hugonnier; S. Malamud; E. Trubowitz : Endogenous Completeness of Diffusion Driven Equilibrium Markets; Econometrica. 2012. DOI : 10.3982/ECTA8783.
J. N. Hugonnier; S. Malamud; E. Morellec : Credit Market Frictions and Capital Structure Dynamics. 2012.
J. N. Hugonnier; E. Morellec : Real options and risk aversion; Ambiguity, Real Options, Credit Risk and Insurance. 2012. DOI : 10.3233/978-1-61499-238-7-52.
T. Berrada; J. Hugonnier : Incomplete information, idiosyncratic volatility and stock returns; Journal of Banking & Finance. 2012. DOI : 10.1016/j.jbankfin.2012.09.004.
J. Hugonnier : Rational asset pricing bubbles and portfolio constraints; Journal Of Economic Theory. 2012. DOI : 10.1016/j.jet.2012.05.003.
J. N. Hugonnier; F. Pelgrin; P. St-Amour : A Structural Analysis of the Health Expenditures and Portfolio Choices of Retired Agents; Swiss Finance Institute Research Paper No. 10-29. 2010. DOI : 10.2139/ssrn.1633342.
M. Breton; J. Hugonnier; T. Masmoudi : Mutual fund competition in the presence of dynamic flows. 2010. Workshop on Dynamic Games in Management Science, Montreal, CANADA, May 02-03, 2008. p. 1176-1185. DOI : 10.1016/j.automatica.2010.04.006.
J. Hugonnier; R. Kaniel : Mutual fund portfolio choice in the presence of dynamic flows; Mathematical Finance. 2010. DOI : 10.1111/j.1467-9965.2010.00395.x.
S. Malamud; J. Hugonnier; E. Trubowitz : Endogenous Completeness of Diffusion Driven Equilibrium Markets. 2009.
P. Collin-Dufresne; J. Hugonnier : Pricing and hedging in the presence of extraneous risks; Stochastic Processes and Applications. 2007.
J. Hugonnier; E. Morellec : Corporate control and real investment in incomplete markets; Journal of Economic Dynamics and Control. 2007. DOI : 10.1016/j.jedc.2006.09.001.
T. T. Berrada; J. Hugonnier; M. Rindisbacher : Heterogenous preferences and equilibrium trading volume; Journal of Financial Economics. 2007.
J. Hugonnier; D. Kramkov; W. Schachermayer : On the utility based pricing of contingent claims in incomplete markets; Mathematical Finance. 2005. DOI : 10.1111/j.0960-1627.2005.00217.x.
P. Collin-Dufresne; R. Goldstein; J. Hugonnier : A General Formula for Valuing Defaultable Securities; Econometrica. 2004. DOI : 10.1111/j.1468-0262.2004.00538.x.
J. Hugonnier; D. Kramkov : Optimal investment with random endowments in incomplete markets; Annals of Applied Probability. 2004.
P. Collin-Dufresne; J. N. Hugonnier : Event Risk, Contingent Claims and the Temporal Resolution of Uncertainty. 2001.
J. Hugonnier : The Feynman–Ka`c formula and pricing occupation time derivatives; International Journal of Theoretical and Applied Finance. 1999. DOI : 10.1142/S021902499900011X.
Infoscience
J. Hugonnier; E. Morellec : Bank capital, liquid reserves, and insolvency risk; Journal of Financial Economics. 2017. DOI : 10.1016/j.jfineco.2017.05.006.
J. Hugonnier; S. Malamud; E. Morellec : Credit market frictions and capital structure dynamics; Journal of Economic Theory. 2015. DOI : 10.1016/j.jet.2014.09.021.
J. Hugonnier; R. Prieto : Asset pricing with arbitrage activity; Journal of Financial Economics. 2015. DOI : 10.1016/j.jfineco.2014.10.001.
J. Hugonnier; S. Malamud; E. Morellec : Capital supply uncertainty, cash holdings, and investment; Review of Financial Studies. 2015. DOI : 10.1093/rfs/hhu081.
P. Collin-Dufresne; J. Hugonnier : Event risk, contingent claims and the temporal resolution of uncertainty; Mathematics and Financial Economics. 2014. DOI : 10.1007/s11579-013-0107-8.
J. Hugonnier; F. Pelgrin; P. St-Amour : Health and (Other) Asset Holdings; Review of Economic Studies. 2013. DOI : 10.1093/restud/rds033.
J. N. Hugonnier; S. Malamud; E. Morellec : Capital Supply Uncertainty, Cash Holdings, and Investment. 2013.
J. N. Hugonnier; P. St-Amour; F. Pelgrin : Health and (Other) Asset Holdings; Review of Economic Studies. 2013. DOI : 10.2139/ssrn.1417364.
J. Hugonnier; S. Malamud; E. Trubowitz : Endogenous Completeness of Diffusion Driven Equilibrium Markets; Econometrica. 2012. DOI : 10.3982/ECTA8783.
J. N. Hugonnier; S. Malamud; E. Morellec : Credit Market Frictions and Capital Structure Dynamics. 2012.
J. N. Hugonnier; E. Morellec : Real options and risk aversion; Ambiguity, Real Options, Credit Risk and Insurance. 2012. DOI : 10.3233/978-1-61499-238-7-52.
T. Berrada; J. Hugonnier : Incomplete information, idiosyncratic volatility and stock returns; Journal of Banking & Finance. 2012. DOI : 10.1016/j.jbankfin.2012.09.004.
J. Hugonnier : Rational asset pricing bubbles and portfolio constraints; Journal Of Economic Theory. 2012. DOI : 10.1016/j.jet.2012.05.003.
J. N. Hugonnier; F. Pelgrin; P. St-Amour : A Structural Analysis of the Health Expenditures and Portfolio Choices of Retired Agents; Swiss Finance Institute Research Paper No. 10-29. 2010. DOI : 10.2139/ssrn.1633342.
M. Breton; J. Hugonnier; T. Masmoudi : Mutual fund competition in the presence of dynamic flows. 2010. Workshop on Dynamic Games in Management Science, Montreal, CANADA, May 02-03, 2008. p. 1176-1185. DOI : 10.1016/j.automatica.2010.04.006.
J. Hugonnier; R. Kaniel : Mutual fund portfolio choice in the presence of dynamic flows; Mathematical Finance. 2010. DOI : 10.1111/j.1467-9965.2010.00395.x.
S. Malamud; J. Hugonnier; E. Trubowitz : Endogenous Completeness of Diffusion Driven Equilibrium Markets. 2009.
P. Collin-Dufresne; J. Hugonnier : Pricing and hedging in the presence of extraneous risks; Stochastic Processes and Applications. 2007.
J. Hugonnier; E. Morellec : Corporate control and real investment in incomplete markets; Journal of Economic Dynamics and Control. 2007. DOI : 10.1016/j.jedc.2006.09.001.
T. T. Berrada; J. Hugonnier; M. Rindisbacher : Heterogenous preferences and equilibrium trading volume; Journal of Financial Economics. 2007.
J. Hugonnier; D. Kramkov; W. Schachermayer : On the utility based pricing of contingent claims in incomplete markets; Mathematical Finance. 2005. DOI : 10.1111/j.0960-1627.2005.00217.x.
P. Collin-Dufresne; R. Goldstein; J. Hugonnier : A General Formula for Valuing Defaultable Securities; Econometrica. 2004. DOI : 10.1111/j.1468-0262.2004.00538.x.
J. Hugonnier; D. Kramkov : Optimal investment with random endowments in incomplete markets; Annals of Applied Probability. 2004.
P. Collin-Dufresne; J. N. Hugonnier : Event Risk, Contingent Claims and the Temporal Resolution of Uncertainty. 2001.
J. Hugonnier : The Feynman–Ka`c formula and pricing occupation time derivatives; International Journal of Theoretical and Applied Finance. 1999. DOI : 10.1142/S021902499900011X.
