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-members/
Nationalité: French
Date de naissance: 17.10.1974
EPFL CDM SFI SFI-JH
EXTRA 212 (Extranef UNIL)
Quartier UNIL-Dorigny
1015 Lausanne
+41 21 693 01 14
+41 21 693 24 66
Local:
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SFI-JH
Web site: Site web: https://www.epfl.ch/labs/sfi-jh/
+41 21 693 01 14
EPFL
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CDM
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IF-ENS
+41 21 693 01 14
EPFL
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CDM-CEA
Web site: Site web: https://go.epfl.ch/edfi
Publications
Publications Infoscience
Asset Pricing with Costly Short Sales
Management Science. 2025. DOI : 10.1287/mnsc.2023.01887.Heterogeneity in decentralized asset markets
Theoretical Economics. 2022. DOI : 10.3982/TE4796.Valuing Life as an Asset, as a Statistic and at Gunpoint
The Economic Journal. 2022. DOI : 10.1093/ej/ueab072.Online appendix to: Debt dynamics with fixed issuance costs
Journal of Financial Economics. 2022. DOI : 10.1016/j.jfineco.2022.07.006.Optimal fund menus
Mathematical Finance. 2022. DOI : 10.1111/mafi.12341.Essays in Monetary Policy and Asset Pricing
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-8499.Asset Pricing and Monetary Policy
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-8210.Essays in Empirical Asset Pricing
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-8498.Risk Premia and Levy Jumps: Theory and Evidence*
Journal Of Financial Econometrics. 2021. DOI : 10.1093/jjfinec/nbab020.Frictional Intermediation in Over-the-Counter Markets
Review Of Economic Studies. 2020. DOI : 10.1093/restud/rdz037.Closing down the shop: Optimal health and wealth dynamics near the end of life
Health Economics. 2020. DOI : 10.1002/hec.3960.Essays in Corporate Finance
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-8696.Bank capital, liquid reserves, and insolvency risk
Journal of Financial Economics. 2017. DOI : 10.1016/j.jfineco.2017.05.006.Credit market frictions and capital structure dynamics
Journal of Economic Theory. 2015. DOI : 10.1016/j.jet.2014.09.021.Capital supply uncertainty, cash holdings, and investment
Review of Financial Studies. 2015. DOI : 10.1093/rfs/hhu081.Asset pricing with arbitrage activity
Journal of Financial Economics. 2015. DOI : 10.1016/j.jfineco.2014.10.001.Event risk, contingent claims and the temporal resolution of uncertainty
Mathematics and Financial Economics. 2014. DOI : 10.1007/s11579-013-0107-8.Essays in Information-Based Asset Pricing
Lausanne, EPFL, 2013. DOI : 10.5075/epfl-thesis-5777.Essays on asset pricing with preference heterogeneity
Lausanne, EPFL, 2013. DOI : 10.5075/epfl-thesis-5876.Essays in Equilibrium Asset Pricing
Lausanne, EPFL, 2013. DOI : 10.5075/epfl-thesis-5778.Health and (Other) Asset Holdings
Review of Economic Studies. 2013. DOI : 10.1093/restud/rds033.Rational asset pricing bubbles and portfolio constraints
Journal Of Economic Theory. 2012. DOI : 10.1016/j.jet.2012.05.003.Endogenous Completeness of Diffusion Driven Equilibrium Markets
Econometrica. 2012. DOI : 10.3982/ECTA8783.Incomplete information, idiosyncratic volatility and stock returns
Journal of Banking & Finance. 2012. DOI : 10.1016/j.jbankfin.2012.09.004.Mutual fund portfolio choice in the presence of dynamic flows
Mathematical Finance. 2010. DOI : 10.1111/j.1467-9965.2010.00395.x.Essays on Equilibrium Asset Pricing
Lausanne, EPFL, 2010. DOI : 10.5075/epfl-thesis-4760.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.Endogenous Completeness of Diffusion Driven Equilibrium Markets
2009Corporate control and real investment in incomplete markets
Journal of Economic Dynamics and Control. 2007. DOI : 10.1016/j.jedc.2006.09.001.Heterogenous preferences and equilibrium trading volume
Journal of Financial Economics. 2007. DOI : 10.1016/j.jfineco.2006.02.001.Pricing and hedging in the presence of extraneous risks
Stochastic Processes and Applications. 2007.On the utility based pricing of contingent claims in incomplete markets
Mathematical Finance. 2005. DOI : 10.1111/j.0960-1627.2005.00217.x.Optimal investment with random endowments in incomplete markets
Annals of Applied Probability. 2004. DOI : 10.1214/105051604000000134.The Feynman–Ka`c formula and pricing occupation time derivatives
International Journal of Theoretical and Applied Finance. 1999. DOI : 10.1142/S021902499900011X.Infoscience
Asset Pricing with Costly Short Sales
Management Science. 2025. DOI : 10.1287/mnsc.2023.01887.Heterogeneity in decentralized asset markets
Theoretical Economics. 2022. DOI : 10.3982/TE4796.Valuing Life as an Asset, as a Statistic and at Gunpoint
The Economic Journal. 2022. DOI : 10.1093/ej/ueab072.Online appendix to: Debt dynamics with fixed issuance costs
Journal of Financial Economics. 2022. DOI : 10.1016/j.jfineco.2022.07.006.Optimal fund menus
Mathematical Finance. 2022. DOI : 10.1111/mafi.12341.Essays in Monetary Policy and Asset Pricing
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-8499.Asset Pricing and Monetary Policy
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-8210.Essays in Empirical Asset Pricing
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-8498.Risk Premia and Levy Jumps: Theory and Evidence*
Journal Of Financial Econometrics. 2021. DOI : 10.1093/jjfinec/nbab020.Frictional Intermediation in Over-the-Counter Markets
Review Of Economic Studies. 2020. DOI : 10.1093/restud/rdz037.Closing down the shop: Optimal health and wealth dynamics near the end of life
Health Economics. 2020. DOI : 10.1002/hec.3960.Essays in Corporate Finance
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-8696.Bank capital, liquid reserves, and insolvency risk
Journal of Financial Economics. 2017. DOI : 10.1016/j.jfineco.2017.05.006.Credit market frictions and capital structure dynamics
Journal of Economic Theory. 2015. DOI : 10.1016/j.jet.2014.09.021.Capital supply uncertainty, cash holdings, and investment
Review of Financial Studies. 2015. DOI : 10.1093/rfs/hhu081.Asset pricing with arbitrage activity
Journal of Financial Economics. 2015. DOI : 10.1016/j.jfineco.2014.10.001.Event risk, contingent claims and the temporal resolution of uncertainty
Mathematics and Financial Economics. 2014. DOI : 10.1007/s11579-013-0107-8.Essays in Information-Based Asset Pricing
Lausanne, EPFL, 2013. DOI : 10.5075/epfl-thesis-5777.Essays on asset pricing with preference heterogeneity
Lausanne, EPFL, 2013. DOI : 10.5075/epfl-thesis-5876.Essays in Equilibrium Asset Pricing
Lausanne, EPFL, 2013. DOI : 10.5075/epfl-thesis-5778.Health and (Other) Asset Holdings
Review of Economic Studies. 2013. DOI : 10.1093/restud/rds033.Rational asset pricing bubbles and portfolio constraints
Journal Of Economic Theory. 2012. DOI : 10.1016/j.jet.2012.05.003.Endogenous Completeness of Diffusion Driven Equilibrium Markets
Econometrica. 2012. DOI : 10.3982/ECTA8783.Incomplete information, idiosyncratic volatility and stock returns
Journal of Banking & Finance. 2012. DOI : 10.1016/j.jbankfin.2012.09.004.Mutual fund portfolio choice in the presence of dynamic flows
Mathematical Finance. 2010. DOI : 10.1111/j.1467-9965.2010.00395.x.Essays on Equilibrium Asset Pricing
Lausanne, EPFL, 2010. DOI : 10.5075/epfl-thesis-4760.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.Endogenous Completeness of Diffusion Driven Equilibrium Markets
2009Corporate control and real investment in incomplete markets
Journal of Economic Dynamics and Control. 2007. DOI : 10.1016/j.jedc.2006.09.001.Heterogenous preferences and equilibrium trading volume
Journal of Financial Economics. 2007. DOI : 10.1016/j.jfineco.2006.02.001.Pricing and hedging in the presence of extraneous risks
Stochastic Processes and Applications. 2007.On the utility based pricing of contingent claims in incomplete markets
Mathematical Finance. 2005. DOI : 10.1111/j.0960-1627.2005.00217.x.Optimal investment with random endowments in incomplete markets
Annals of Applied Probability. 2004. DOI : 10.1214/105051604000000134.The Feynman–Ka`c formula and pricing occupation time derivatives
International Journal of Theoretical and Applied Finance. 1999. DOI : 10.1142/S021902499900011X.Enseignement & Phd
Enseignement
Financial engineering