Fatma Lajeri : Citation Profile


Are you Fatma Lajeri?

6

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6

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128

Citations

RESEARCH PRODUCTION:

7

Articles

2

Papers

RESEARCH ACTIVITY:

   12 years (1997 - 2009). See details.
   Cites by year: 10
   Journals where Fatma Lajeri has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 3 (2.29 %)

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   Permalink: http://citec.repec.org/pla131
   Updated: 2020-01-18    RAS profile: 2016-10-25    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Fatma Lajeri.

Is cited by:

Wagener, Andreas (22)

Wong, Wing-Keung (15)

Guo, Xu (10)

Gollier, Christian (8)

Schlesinger, Harris (6)

EECKHOUDT, LOUIS (5)

REY, Beatrice (5)

Zhu, Lixing (4)

Kimball, Miles (4)

Hammitt, James (3)

TREICH, Nicolas (3)

Cites to:

Kimball, Miles (5)

Gollier, Christian (5)

Mishkin, Frederic (4)

EECKHOUDT, LOUIS (4)

Nielsen, Lars (3)

Zeckhauser, Richard (3)

Fama, Eugene (3)

Modigliani, Franco (2)

Meyer, Jack (2)

Markowitz, Harry (2)

Ferson, Wayne (1)

Main data


Where Fatma Lajeri has published?


Recent works citing Fatma Lajeri (2018 and 2017)


YearTitle of citing document
2017Bank Risk Dynamics Where Assets are Risky Debt Claims. (2017). Raviv, Alon ; Lazar, Sharon Pelega. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:1:p:3-31.

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2019Bank Risk Dynamics and Distance to Default. (2019). Nagel, Stefan ; Purnanandam, Amiyatosh. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13715.

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2018Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing. (2018). Gollier, Christian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:155-171.

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2018Deposit insurance pricing under GARCH. (2018). Liu, Hailong ; Yuan, Jinjian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:242-249.

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2018Risk apportionment and multiply monotone targets. (2018). Denuit, Michel M. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:92:y:2018:i:c:p:74-77.

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2017Politically connected lending, government capital injection, and bank performance. (2017). Jou, Rosemary ; Tsai, Jeng-Yan ; Chen, Shi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:220-232.

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2019New Results for Additive and Multiplicative Risk Apportionment. (2019). Malevergne, Yannick ; Rey, Beatrice ; Louberge, Henri. In: Working Papers. RePEc:gat:wpaper:1915.

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2017On the properties of non-monetary measures for risks. (2017). REY, Beatrice ; Loubergé, Henri ; Louberge, Henri ; Courbage, Christophe. In: Working Papers. RePEc:hal:wpaper:halshs-01471888.

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2019New Results for Additive and Multiplicative Risk Apportionment. (2019). Malevergne, Yannick ; Rey, Beatrice ; Louberge, Henri. In: Working Papers. RePEc:hal:wpaper:halshs-02100855.

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2018Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions. (2018). Kimball, Miles ; Gollier, Christian. In: IDEI Working Papers. RePEc:ide:wpaper:32600.

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2018On the properties of high-order non-monetary measures for risks. (2018). REY, Beatrice ; Loubergé, Henri ; Louberge, Henri ; Courbage, Christophe. In: The Geneva Papers on Risk and Insurance Theory. RePEc:kap:geneva:v:43:y:2018:i:1:d:10.1057_s10713-018-0029-8.

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2018Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets. (2018). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:1005.

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2018On the properties of high-order non-monetary measures for risks. (2018). Rey, Beatrice ; Louberge, Henri ; Courbage, Christophe. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:43:y:2018:i:1:d:10.1057_s10713-018-0029-8.

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2017The Two-Moment Decision Model with Additive Risks. (2017). Wong, Wing-Keung ; Wagener, Andreas ; Guo, Xu ; Zhu, Lixing. In: MPRA Paper. RePEc:pra:mprapa:77625.

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2017The impacts of joint energy and output prices uncertainties in a mean-variance framework. (2017). Wong, Wing-Keung ; Niu, Cuizhen ; Alghalith, Moawia. In: MPRA Paper. RePEc:pra:mprapa:79739.

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2019Banks Risk Taking and Creditors Bargaining Power. (2019). Raviv, Alon ; Lazar, Sharon Peleg ; Heller, Yuval. In: MPRA Paper. RePEc:pra:mprapa:91381.

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2019The Risk Spiral: The Effects of Bank Capital and Diversification on Risk Taking. (2019). Raviv, Alon ; Lazar, Sharon Peleg. In: MPRA Paper. RePEc:pra:mprapa:92134.

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2017Stock Market, Interest Rate and Exchange Rate Risk Effects on non Financial Stock Returns During the Financial Crisis. (2017). Mouna, Aloui ; Anis, Jarboui. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:8:y:2017:i:3:d:10.1007_s13132-015-0301-4.

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2017Higher-order risk vulnerability. (2017). Huang, James ; Stapleton, Richard . In: Economic Theory. RePEc:spr:joecth:v:63:y:2017:i:2:d:10.1007_s00199-015-0935-2.

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2017Production choices with water markets: The role of initial allocations and forward trading. (2017). Nauges, Celine ; Bontems, Philippe. In: TSE Working Papers. RePEc:tse:wpaper:31742.

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2018Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions. (2018). Kimball, Miles ; Gollier, Christian. In: TSE Working Papers. RePEc:tse:wpaper:32598.

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2018Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions. (2018). Sartore, Domenico ; Corradin, Fausto. In: Working Papers. RePEc:ven:wpaper:2018:24.

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2017Input Demand Under Joint Energy and Output Prices Uncertainties. (2017). Wong, Wing-Keung ; Guo, Xu ; Niu, Cuizhen ; Alghalith, Moawia. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:34:y:2017:i:04:n:s021759591750018x.

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2018Are Banks Special?. (2018). Crouhy, Michel ; Galai, Dan. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:04:n:s2010139218400049.

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Works by Fatma Lajeri:


YearTitleTypeCited
1997Parametric Characterizations of Risk Aversion and Prudence In: CEPR Discussion Papers.
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paper40
2000Parametric characterizations of risk aversion and prudence.(2000) In: Economic Theory.
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This paper has another version. Agregated cites: 40
article
2004Proper prudence, standard prudence and precautionary vulnerability In: Economics Letters.
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article30
1999Unexpected inflation and bank stock returns: The case of France 1977-1991 In: Journal of Banking & Finance.
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article6
2001Credit risk and the deposit insurance premium: a note In: Journal of Economics and Business.
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article17
2003Partial derivatives, comparative risk behavior and concavity of utility functions In: Mathematical Social Sciences.
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article10
2004Proper and Standard Risk Aversion in Two-Moment Decision Models In: Theory and Decision.
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article10
2002More on Properness: The Case of Mean-Variance Preferences In: The Geneva Risk and Insurance Review.
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article15
2009Determinants of Financial vs. Non Financial Stock Returns: Evidence from Istanbul Stock Exchange In: Working Papers.
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paper0

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