Concepedia
Statistics
Publications
9
Citations
481
H-Index
Active since
1990
Affiliations
Université Toulouse III - Paul Sabatier(Current)
Université d'Orléans
Institut de Mathématiques de Toulouse
Université Fédérale de Toulouse Midi-Pyrénées
Centre National de la Recherche Scientifique
Monique Pontier is an author at Université Toulouse III - Paul Sabatier specializing in business, finance, and asset pricing.
Top concepts
BusinessFinanceAsset PricingFinancial EconomicsEconomicsEmpirical FinanceMarket MicrostructureAccountingManagementEngineering
Publications per year
1990–2017
Optimal portfolio for a small investor in a market model with discontinuous prices
Monique Jeanblanc-Picqu�, Monique Pontier · Applied Mathematics & Optimization · 1990 · 138 citations
Economics, Portfolio Optimization, Financial Economics +9
Insider Trading in a Continuous Time Market Model
Axel Grorud, Monique Pontier · International Journal of Theoretical and Applied Finance · 1998 · 131 citations
Market Microstructure, Empirical Finance, Economics +14
Free lunch and arbitrage possibilities in a financial market model with an insider
Peter Imkeller, Monique Pontier, Ferenc Weisz · Stochastic Processes and their Applications · 2001 · 76 citations
Market Microstructure, Empirical Finance, Free Lunch +8
ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS
Axel Grorud, Monique Pontier · International Journal of Theoretical and Applied Finance · 2001 · 37 citations
Empirical Finance, Market Microstructure, Economics +14
Estimation of the instantaneous volatility
Alexánder Álvarez, Fabien Panloup, Monique Pontier et al. · Statistical Inference for Stochastic Processes · 2011 · 36 citations
Volatility Modeling, Engineering, Instantaneous Volatility +4
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