| A general formula for valuing defaultable securities P Collin‐Dufresne, R Goldstein, J Hugonnier Econometrica 72 (5), 1377-1407, 2004 | 270 | 2004 |
| Capital supply uncertainty, cash holdings, and investment. J Hugonnier, S Malamud, E Morellec Review of Financial Studies 28(2):391–445, 2015, 2015 | 234 | 2015 |
| Bank capital, liquid reserves, and insolvency risk J Hugonnier, E Morellec Journal of Financial Economics 125 (2), 266-285, 2017 | 195 | 2017 |
| Optimal investment with random endowments in incomplete markets J Hugonnier, D Kramkov | 164 | 2004 |
| Health and (other) asset holdings J Hugonnier, F Pelgrin, P St-Amour Review of Economic Studies 80 (2), 663-710, 2013 | 147 | 2013 |
| On utility‐based pricing of contingent claims in incomplete markets J Hugonnier, D Kramkov, W Schachermayer Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 142 | 2005 |
| Heterogeneity in decentralized asset markets J Hugonnier, B Lester, PO Weill Theoretical Economics 17 (3), 1313-1356, 2022 | 120 | 2022 |
| Corporate control and real investment in incomplete markets J Hugonnier, E Morellec Journal of Economic Dynamics and Control 31 (5), 1781-1800, 2007 | 112* | 2007 |
| Frictional intermediation in over-the-counter markets J Hugonnier, B Lester, PO Weill The Review of Economic Studies 87 (3), 1432-1469, 2020 | 103 | 2020 |
| Rational asset pricing bubbles and portfolio constraints J Hugonnier Journal of Economic Theory 147 (6), 2260-2302, 2012 | 91* | 2012 |
| The Feynman–Kac formula and pricing occupation time derivatives JN Hugonnier International Journal of Theoretical and Applied Finance 2 (02), 153-178, 1999 | 88 | 1999 |
| Endogenous completeness of diffusion driven equilibrium markets J Hugonnier, S Malamud, E Trubowitz Econometrica 80 (3), 1249-1270, 2012 | 84 | 2012 |
| Mutual fund portfolio choice in the presence of dynamic flows J Hugonnier, R Kaniel Mathematical Finance: An International Journal of Mathematics, Statistics …, 2010 | 83 | 2010 |
| Real options and risk aversion J Hugonnier, E Morellec Real options, ambiguity, risk and insurance, 52-65, 2013 | 70 | 2013 |
| Incomplete information, idiosyncratic volatility and stock returns T Berrada, J Hugonnier Journal of Banking & Finance 37 (2), 448-462, 2013 | 58 | 2013 |
| Credit market frictions and capital structure dynamics J Hugonnier, S Malamud, E Morellec Journal of Economic Theory 157, 1130-1158, 2015 | 56 | 2015 |
| Pricing and hedging in the presence of extraneous risks PC Dufresne, J Hugonnier Stochastic Processes and their Applications 117 (6), 742-765, 2007 | 54 | 2007 |
| Heterogeneous preferences and equilibrium trading volume T Berrada, J Hugonnier, M Rindisbacher Journal of Financial Economics 83 (3), 719-750, 2007 | 42 | 2007 |
| Irreversible investment in general equilibrium J Hugonnier, E Morellec, S Sundaresan Simon School of Business Working Paper No. FR, 05-10, 2005 | 21* | 2005 |
| Event risk, contingent claims and the temporal resolution of uncertainty P Collin-Dufresne, J Hugonnier Mathematics and Financial Economics 8, 29-69, 2014 | 20* | 2014 |
Erwan MorellecProfessor of Finance, EPFLVerified email at epfl.ch
