Henri F. Pagès : Citation Profile


Are you Henri F. Pagès?

Banque de France

4

H index

2

i10 index

178

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

RESEARCH ACTIVITY:

   23 years (1992 - 2015). See details.
   Cites by year: 7
   Journals where Henri F. Pagès has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 2 (1.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa217
   Updated: 2020-08-09    RAS profile: 2019-06-02    
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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 Henri F. Pagès.

Is cited by:

Jouini, Elyès (10)

Perrakis, Stylianos (4)

Lo, Andrew (4)

Cassese, Gianluca (4)

NAPP, Clotilde (4)

Panageas, Stavros (4)

Bodie, Zvi (3)

Zhang, Yuzhe (3)

Miao, Jianjun (3)

Araujo, Aloisio (2)

Garivaltis, Alexander (2)

Cites to:

Rochet, Jean (11)

DeMarzo, Peter (10)

Biais, Bruno (8)

plantin, guillaume (5)

Mariotti, Thomas (5)

Ashcraft, Adam (4)

Schuermann, Til (4)

villeneuve, stephane (4)

Seru, Amit (4)

Fender, Ingo (3)

Tirole, Jean (3)

Main data


Where Henri F. Pagès has published?


Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements4

Recent works citing Henri F. Pagès (2018 and 2017)


YearTitle of citing document
2017Implicit transaction costs and the fundamental theorems of asset pricing. (2017). ALLAJ, ERINDI. In: Papers. RePEc:arx:papers:1310.1882.

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2019Bank monitoring incentives under moral hazard and adverse selection. (2019). Santib, Nicol'As Hern'Andez ; Zhou, Chao ; Possamai, Dylan. In: Papers. RePEc:arx:papers:1701.05864.

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2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2017Convergence of utility indifference prices to the superreplication price in a multiple-priors framework. (2017). Carassus, Laurence ; Blanchard, Romain. In: Papers. RePEc:arx:papers:1709.09465.

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2019Pricing without martingale measure. (2019). L'Epinette, Emmanuel ; Carassus, Laurence ; Baptiste, Julien. In: Papers. RePEc:arx:papers:1807.04612.

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2020Scalar multivariate risk measures with a single eligible asset. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1807.10694.

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2019Super-Replication of the Best Pairs Trade in Hindsight. (2019). Garivaltis, Alexander. In: Papers. RePEc:arx:papers:1810.02444.

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2019Optimal Insurance with Limited Commitment in a Finite Horizon. (2019). Park, Kyunghyun ; Koo, Hyeng Keun ; Jeon, Junkee. In: Papers. RePEc:arx:papers:1812.11669.

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2019Risk-neutral pricing for APT. (2019). Rasonyi, Miklos ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1904.11252.

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2019Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs. (2019). Xu, Zhikang ; Roux, Alet. In: Papers. RePEc:arx:papers:1909.06260.

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2020Is there a Golden Parachute in Sannikovs principal-agent problem?. (2020). Touzi, Nizar ; Possamai, Dylan. In: Papers. RePEc:arx:papers:2007.05529.

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2017Optimal investment and consumption when allowing terminal debt. (2017). Chen, AN ; Vellekoop, Michel . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:1:p:385-397.

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2018Financial market structures revealed by pricing rules: Efficient complete markets are prevalent. (2018). Faro, José ; Chateauneuf, Alain ; Araujo, Aloisio. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:257-288.

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2019Two resolutions of the margin loan pricing puzzle. (2019). Garivaltis, Alex. In: Research in Economics. RePEc:eee:reecon:v:73:y:2019:i:2:p:199-207.

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2017Bank monitoring incentives under moral hazard and adverse selection. (2017). Zhou, Chao ; Possamai, Dylan ; Santibaez, Nicolas Hernandez . In: Working Papers. RePEc:hal:wpaper:hal-01435460.

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2019Do bank boards matter? A literature review on the characteristics of banks board of directors. (2019). Lagasio, Valentina ; Brogi, Marina. In: International Journal of Business Governance and Ethics. RePEc:ids:ijbget:v:13:y:2019:i:3:p:244-274.

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2020The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros. In: NBER Working Papers. RePEc:nbr:nberwo:26974.

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2020Classical Option Pricing and Some Steps Further. (2020). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:99918.

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2017Asset pricing in an imperfect world. (2017). Cassese, Gianluca. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:3:d:10.1007_s00199-016-0999-7.

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2019Expected Utility Maximization Problem Under State Constraints and Model Uncertainty. (2019). Mnif, Mohamed ; Mezghanni, Hanen ; Faidi, Wahid. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:183:y:2019:i:3:d:10.1007_s10957-019-01583-y.

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2019Technology innovation in Financial Markets : Implications for Money, Payments and Settlement Finality. (2019). Wandhofer, Ruth. In: Other publications TiSEM. RePEc:tiu:tiutis:b7d8b24a-dbf4-4f82-b596-3e5fc2b52cc3.

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2019Static use of options in dynamic portfolio optimization under transaction costs and solvency constraints. (2019). Baccarin, Stefano . In: Working papers. RePEc:tur:wpapnw:063.

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2017IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING. (2017). Allaj, Erindi. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:04:n:s0219024917500248.

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Works by Henri F. Pagès:


YearTitleTypeCited
2015A mathematical treatment of bank monitoring incentives In: Papers.
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paper3
2012A mathematical treatment of bank monitoring incentives.(2012) In: Working papers.
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This paper has another version. Agregated cites: 3
paper
2014A mathematical treatment of bank monitoring incentives.(2014) In: Finance and Stochastics.
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This paper has another version. Agregated cites: 3
article
2009Bank incentives and optimal CDOs In: Working papers.
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paper1
2012Bank monitoring incentives and optimal ABS.(2012) In: Working papers.
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This paper has another version. Agregated cites: 1
paper
2002Optimal Supervisory Policies and Depositor-Preferences Laws. In: Working papers.
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paper5
2003Optimal supervisory policies and depositor-preference laws.(2003) In: BIS Working Papers.
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This paper has another version. Agregated cites: 5
paper
2015Banque, recherche et mécénat. In: Bulletin de la Banque de France.
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article0
2015The Banque de France, research and patronage In: Quarterly selection of articles - Bulletin de la Banque de France.
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article0
2001Can liquidity risk be subsumed in credit risk? A case study from Brady bond prices In: BIS Working Papers.
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paper1
1999A note on the Gordon growth model with nonstationary dividend growth In: BIS Working Papers.
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paper1
1999Interbank interest rates and the risk premium In: BIS Working Papers.
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paper1
1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 In: Mathematical Finance.
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article110
2001Forum de politique economique : Does Money Still Matter? In: Economie Internationale.
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article0
2005Settlement finality as a public good in large-value payment systems In: Working Paper Series.
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paper2
2005Settlement finality as a public good in large-value payment systems.(2005) In: Public Economics.
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This paper has another version. Agregated cites: 2
paper
2013Bank monitoring incentives and optimal ABS In: Journal of Financial Intermediation.
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article4
2012Bank monitoring incentives and optimal ABS.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1993Labor Income, Borrowing Constraints, and Equilibrium Asset Prices. In: Economic Theory.
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article50

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