Citation profile for Jukka Lempa

Jukka Lempa : Citation Profile

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2006 - 2014). See details.
   Cites by year: 2
   Journals where Jukka Lempa has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple798
   Updated: 2023-03-02    RAS profile:
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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 Jukka Lempa.

Is cited by:

Barsotti, Flavia (1)

Paraschiv, Florentina (1)

Escobar Anel, Marcos (1)

Vargiolu, Tiziano (1)

Pallavicini, Andrea (1)

Cites to:

Capozza, Dennis (5)

Alvarez, Luis (5)

Bjork, Tomas (3)

Boyarchenko, Svetlana (3)

Helsley, Robert (2)

Cartea, Álvaro (2)

Jarrow, Robert (2)

Scholes, Myron (1)

Keuschnigg, Christian (1)

Olsen, Trond (1)

Siegel, Donald (1)

Main data

Where Jukka Lempa has published?

Journals with more than one article published	# docs
Mathematical Methods of Operations Research	3

Working Papers Series with more than one paper published	# docs
Discussion Papers / Aboa Centre for Economics	3
Papers / arXiv.org	2

Recent works citing Jukka Lempa (2022 and 2021)

Year	Title of citing document
2022	Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398. Full description at Econpapers \|\| Download paper
2021	Model uncertainty on commodity portfolios, the role of convenience yield. (2021). Escobar Anel, Marcos ; Escobar-Anel, Marcos ; Chen, Junhe. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:4:d:10.1007_s10436-021-00393-5. Full description at Econpapers \|\| Download paper
2021	A framework for modelling cash flow lags. (2021). Song, Han-Suck ; Armerin, Fredrik. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00137-7. Full description at Econpapers \|\| Download paper

Works by Jukka Lempa:

Year	Title	Type	Cited
2012	Optimal portfolios in commodity futures markets In: Papers. [Full Text][Citation analysis]	paper	8
2014	Optimal portfolios in commodity futures markets.(2014) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8	article
2013	Swing options in commodity markets: A multidimensional L\evy diffusion model In: Papers. [Full Text][Citation analysis]	paper	2
2014	Swing options in commodity markets: a multidimensional Lévy diffusion model.(2014) In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2	article
2008	On infinite horizon optimal stopping of general random walk In: Mathematical Methods of Operations Research. [Full Text][Citation analysis]	article	1
2006	On Infinite Horizon Optimal Stopping of General Random Walk.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	paper
2012	Optimal stopping with random exercise lag In: Mathematical Methods of Operations Research. [Full Text][Citation analysis]	article	6
2008	The Optimal Stopping Problem of Dupuis and Wang: A Generalization In: Discussion Papers. [Full Text][Citation analysis]	paper	0
2009	Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities? In: Discussion Papers. [Full Text][Citation analysis]	paper	0