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: 2023-08-19    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:

Pallavicini, Andrea (1)

Paraschiv, Florentina (1)

Barsotti, Flavia (1)

Vargiolu, Tiziano (1)

Escobar Anel, Marcos (1)

Cites to:

Capozza, Dennis (5)

Alvarez, Luis (5)

Boyarchenko, Svetlana (3)

Jarrow, Robert (2)

Cartea, Álvaro (2)

Helsley, Robert (2)

Vargiolu, Tiziano (1)

Pindyck, Robert (1)

Cunningham, Christopher (1)

Bar-ilan, Avner (1)

Cunningham, Christopher (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