1. Equilibrium pricing and market completion: a counterexample. (2020). Jouini, Elyes.
   In: PSE-Ecole d'économie de Paris (Postprint).
   RePEc:hal:pseptp:halshs-03048797.

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2. Equilibrium pricing and market completion: a counterexample. (2020). Jouini, Elyès.
   In: Post-Print.
   RePEc:hal:journl:halshs-03048797.

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3. Equilibrium pricing and market completion: a counterexample. (2020). Jouini, Elyès.
   In: Economics Bulletin.
   RePEc:ebl:ecbull:eb-20-00743.

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4. Equilibrium Pricing Bound on Option Prices. (2008). Chazal, Marie ; Jouini, Elyes.
   In: Economics Papers from University Paris Dauphine.
   RePEc:dau:papers:123456789/30.

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1. Investor attention and FX market volatility. (2015). Goddard, John ; Wang, Qingwei ; Kita, Arben.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:38:y:2015:i:c:p:79-96.

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2. State price densities implied from weather derivatives. (2015). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Teng, Huei-Wen ; Lopez-Cabrera, Brenda.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:64:y:2015:i:c:p:106-125.

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3. Forward-looking robust portfolio selection. (2013). Cecchetti, Sara ; Sigalotti, Laura.
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_913_13.

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4. Implied volatility and risk aversion in a simple model with uncertain growth. (2010). Lundtofte, Frederik.
   In: Economics Bulletin.
   RePEc:ebl:ecbull:v:30:y:2010:i:1:p:182-191.

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5. Testing Monotonicity of Pricing Kernels. (2008). Härdle, Wolfgang ; Golubev, Yuri ; Hardle, Wolfgang ; Timonfeev, Roman.
   In: SFB 649 Discussion Papers.
   RePEc:hum:wpaper:sfb649dp2008-001.

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6. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.. (2007). Zhang, Xibin ; King, Maxwell ; Brooks, Robert D.
   In: Monash Econometrics and Business Statistics Working Papers.
   RePEc:msh:ebswps:2007-11.

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7. Statistics of Risk Aversion. (2007). Härdle, Wolfgang ; Giacomini, Enzo ; Hardle, Wolfgang.
   In: SFB 649 Discussion Papers.
   RePEc:hum:wpaper:sfb649dp2007-025.

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8. Risky Choice and Type-Uncertainty in Deal or No Deal?. (2007). Gee, C..
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:0758.

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9. Expected Stock Returns and Variance Risk Premia. (2007). Zhou, Hao ; Bollerslev, Tim.
   In: CREATES Research Papers.
   RePEc:aah:create:2007-17.

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10. Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities. (2007). Zhou, Hao ; Bollerslev, Tim ; Gibson, Michael.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-16.

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11. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk. (2006). Wolfers, Justin ; Gürkaynak, Refet.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11929.

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12. How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds. (2006). Flavin, Thomas.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n1630206.

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13. Representative Consumers Risk Aversion and Efficient Risk-Sharing Rules. (2006). Kuzmics, Christoph ; Hara, Chiaki ; Huang, James.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:620.

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14. Time Dependent Relative Risk Aversion. (2006). Härdle, Wolfgang ; Giacomini, Enzo ; Handel, Michael.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2006-020.

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15. Expected stock returns and variance risk premia. (2006). Zhou, Hao ; Bollerslev, Tim.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2007-11.

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16. Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English). (2006). Derviz, Alexis ; Bruha, Jan ; Brha, Jan.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:56:y:2006:i:7-8:p:318-343.

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17. On Estimating an Assets Implicit Beta. (2006). Stephan, Andreas ; Husmann, Sven.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp640.

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18. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk. (2006). Wolfers, Justin ; Gürkaynak, Refet ; Gurkaynak, Refet. S., .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5466.

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19. Option-implied preferences adjustments, density forecasts, and the equity risk premium. (2006). Blanco, Roberto ; Rubio, Gonzalo ; Alonso, Francisco.
    In: Working Papers.
    RePEc:bde:wpaper:0630.

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20. Inferring option-implied investors risk preferences. (2005). Giamouridis, Daniel.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:7:p:479-488.

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21. Extracting expectations from currency option prices: a comparison of methods. (2005). Micu, Marian.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:226.

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22. Estimating the Stochastic Discount Factor without a Utility Function. (2005). Issler, João ; Araujo, Fabio.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:202.

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23. Measuring Investors Risk Appetite. (2005). Vause, Nicholas ; Gai, Prasanna.
    In: MPRA Paper.
    RePEc:pra:mprapa:818.

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24. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Social and Economic Dimensions of an Aging Population Research Papers.
    RePEc:mcm:sedapp:131.

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25. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Quantitative Studies in Economics and Population Research Reports.
    RePEc:mcm:qseprr:395.

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26. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk. (2005). Wolfers, Justin ; Gürkaynak, Refet.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1899.

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27. Is the elasticity of intertemporal substitution constant?. (2005). Low, Hamish ; Crossley, Thomas.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:05/25.

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28. Dynamics of State Price Densities. (2005). Härdle, Wolfgang ; Hlavka, Zdenek ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-021.

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29. Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk. (2005). Wolfers, Justin ; Gürkaynak, Refet.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2005-26.

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30. Estimating the stochastic discount factor without a utility function. (2005). Issler, João ; Fernandes, Marcelo ; Araujo, Fabio.
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:583.

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31. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0537.

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32. Measuring investors risk appetite. (2005). Vause, Nicholas ; Gai, Prasanna.
    In: Bank of England working papers.
    RePEc:boe:boeewp:283.

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33. State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle. (2005). Renault, Eric ; Garcia, René ; René Garcia, ; Chabi-Yo, Fousseni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-9.

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34. The Power Law and Dividend Yields. (2004). Schröder, Michael ; Luders-Amann, Inge ; Schroder, Michael.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:2189.

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35. Limits of Arbitrage, Sentiment and Pricing Kernal: Evidences from Index Options. (2004). Han, Bin.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-2.

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36. Exchange rate risks and asset prices in a small open economy. (2004). Derviz, Alexis.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004314.

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37. The Econometrics of Option Pricing. (2004). Renault, Eric ; Ghysels, Eric ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2004s-04.

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38. Representative Consumers Risk Aversion and Efficient Risk-Sharing Rules. (2004). Kuzmics, Christoph ; Hara, Chiaki.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0452.

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39. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
    In: Finance.
    RePEc:wpa:wuwpfi:0311001.

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40. A class of models satisfying a dynamical version of the CAPM. (2003). NAPP, Clotilde ; Jouini, Elyès.
    In: Post-Print.
    RePEc:hal:journl:halshs-00167159.

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41. Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio. (2003). Kobzová, Lucie ; Kadlčáková, Narcisa ; Derviz, Alexis ; Kadlkov, Narcisa .
    In: Working Papers.
    RePEc:cnb:wpaper:2003/09.

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42. Iterative and Recursive Estimation in Structural Non-Adaptive Models. (2003). Renault, Eric ; Patilea, Valentin ; Pastorello, Sergio.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-08.

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43. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
    In: Papers.
    RePEc:arx:papers:math/0310223.

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44. Nonparametric Option Pricing under Shape Restrictions. (2002). Ait-Sahalia, Yacine ; Duarte, Jefferson.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8944.

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45. Recovering risk aversion from options. (2001). Bliss, Robert R. ; Panigirtzoglou, Nikolaos.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-01-15.

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46. Interpreting the volatility smile: an examination of the information content of option prices. (2001). Weinberg, Steven A..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:706.

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47. Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002). (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-02.

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48. Asset Pricing Puzzles: Evidence from Options Markets. (2000). Rosenberg, Joshua.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-025.

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49. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-014.

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50. Empirical Tests of Interest Rate Model Pricing Kernels. (1999). Rosenberg, Joshua.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-015.

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