Elyès Jouini's research interests are at the crossroads between mathematics, economics and finance. As of January 2019, he is ranked among the top 5% of economists registered on
IDEAS/RePEc.[4] In his most highly cited article, with Hédi Kallal, Jouini analyses how dynamic securities markets with transaction costs depend on arbitrage, as otherwise the bid-ask spreads would become
martingales, which in turn offers a method for determining the investment opportunities available in an economy.[5] Further important research by Jouini (with Clotilde Napp) has dealt with the effect of belief heterogeneity on
asset pricing,[6][7] and vector-valued and law-invariant
risk measures (with Moncef Meddeb, Nizar Touzi and Walter Schachermayer).[8][9][10]
Distinctions
Winner of the
Nathalie Demassieux Prize from the Chancellery of the Universities of Paris (1990)