Elyès Jouini (born in Tunis on January 5, 1965) is a French Tunisian economist and Distinguished Professor of Economics at the University of Paris Dauphine.
[1] His research is mainly in the area of financial economics, in particular transaction costs, heterogeneous beliefs, aggregation, long-term risk and the maturity structure of interest rates.
Elyès Jouini's research interests are at the crossroads between mathematics, economics and finance.
[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).