Henri F. Pagès : Citation Profile

Banque de France

5

H index

4

i10 index

253

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

RESEARCH ACTIVITY:

   23 years (1992 - 2015). See details.
   Cites by year: 11
   Journals where Henri F. Pagès has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 4 (1.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa217
   Updated: 2026-11-07    RAS profile: 2026-10-15    
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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)

Panageas, Stavros (5)

Chateauneuf, Alain (5)

Lo, Andrew (5)

NAPP, Clotilde (4)

Cassese, Gianluca (4)

Perrakis, Stylianos (4)

Miao, Jianjun (3)

Detemple, Jerome (3)

Zhang, Yuzhe (3)

Bodie, Zvi (3)

Cites to:

Rochet, Jean (15)

Biais, Bruno (13)

DeMarzo, Peter (10)

Schuermann, Til (6)

plantin, guillaume (6)

villeneuve, stephane (6)

Ashcraft, Adam (6)

Mariotti, Thomas (5)

Duffie, Darrell (4)

Fender, Ingo (4)

Seru, Amit (4)

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 (2025 and 2024)

YearTitle of citing document
2024Super-hedging-pricing formulas and Immediate-Profit arbitrage for market models under random horizon. (2024). Choulli, Tahir ; Lepinette, Emmanuel. In: Papers. RePEc:arx:papers:2401.05713.

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2025Optimal retirement in presence of stochastic labor income: a free boundary approach in an incomplete market. (2025). Marazzina, Daniele. In: Papers. RePEc:arx:papers:2407.19190.

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2026Constrained portfolio optimization in a life-cycle model. (2024). Wei, Pengyu ; Li, Wenyuan. In: Papers. RePEc:arx:papers:2410.20060.

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2026Retirement Planning with Minimum Guarantees for Both Beneficiaries and Fund Managers. (2026). Phillip, Sheung Chi ; Wong, Tak Kwong ; Wang, Sheng ; Ren, Zhaojie. In: Papers. RePEc:arx:papers:2610.06504.

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2026Optimal consumption and investment in an incomplete market with hedgeable stochastic income. (2026). Zhou, Ming ; Meng, Hui. In: European Journal of Operational Research. RePEc:eee:ejores:v:330:y:2026:i:1:p:311-325.

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2026Optimal consumption, investment, and housing choice under two borrowing constraints: LTV and credit lines. (2026). Yoon, Ji-Hun ; Ahn, Seryoong ; Li, QI. In: Finance Research Letters. RePEc:eee:finlet:v:105:y:2026:i:c:s154461232600718x.

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2025Demand, wealth inequality and the business cycle. (2025). Cavallari, Lilia ; Daddona, Stefano ; Porchia, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000308.

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2024Principal-Multiagents problem under equivalent changes of measure: General study and an existence result. (2024). Hernndez-Santibez, Nicols. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:177:y:2024:i:c:s0304414924001546.

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2024Punish Underperformance with Suspension: Optimal Dynamic Contracts in the Presence of Switching Cost. (2024). Cao, Ping ; Sun, Peng ; Tian, Feng. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:5:p:3020-3037.

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2025Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules. (2025). Cornet, Bernard ; Chateauneuf, Alain ; Bastianello, Lorenzo. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202509.

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2024Asset pricing and hedging in financial markets with fixed and proportional transaction costs. (2024). Babaei, Esmaeil. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:2:d:10.1007_s10436-024-00441-w.

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2025Pricing rules with market frictions: an axiomatic approach. (2025). Cornet, Bernard. In: Theory and Decision. RePEc:kap:theord:v:99:y:2025:i:1:d:10.1007_s11238-025-10059-7.

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2024Effect of labour income on the optimal bankruptcy problem. (2024). Ding, Guodong ; Marazzina, Daniele. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05166-z.

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2024Optimal consumption and investment with welfare constraints. (2024). Kwak, Minsuk ; Jeon, Junkee. In: Finance and Stochastics. RePEc:spr:finsto:v:28:y:2024:i:2:d:10.1007_s00780-024-00529-1.

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2024Human capital and portfolio choice: borrowing constraint and reversible retirement. (2024). Kwak, Minsuk ; Koo, Hyeng Keun ; Jeon, Junkee. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:1:d:10.1007_s11579-024-00362-2.

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2025Characterizing arbitrage-free Choquet pricing. (2025). Cornet, Bernard. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:4:d:10.1007_s11579-025-00405-2.

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2025On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends. (2025). Babaei, Esmaeil. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:101:y:2025:i:1:d:10.1007_s00186-024-00881-0.

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Works by Henri F. Pagès:

YearTitleTypeCited
2015A mathematical treatment of bank monitoring incentives In: Papers.
[Full Text][Citation analysis]		paper12
2012A mathematical treatment of bank monitoring incentives.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2014A mathematical treatment of bank monitoring incentives.(2014) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2009Bank incentives and optimal CDOs In: Working papers.
[Full Text][Citation analysis]		paper3
2012Bank monitoring incentives and optimal ABS.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2002Optimal Supervisory Policies and Depositor-Preferences Laws. In: Working papers.
[Full Text][Citation analysis]		paper5
2003Optimal supervisory policies and depositor-preference laws.(2003) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2015Banque, recherche et mécénat. In: Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2015The Banque de France, research and patronage In: Quarterly selection of articles - Bulletin de la Banque de France.
[Full Text][Citation analysis]		article0
2001Can liquidity risk be subsumed in credit risk? A case study from Brady bond prices In: BIS Working Papers.
[Full Text][Citation analysis]		paper7
1999A note on the Gordon growth model with nonstationary dividend growth In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
1999Interbank interest rates and the risk premium In: BIS Working Papers.
[Full Text][Citation analysis]		paper1
1992DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 In: Mathematical Finance.
[Full Text][Citation analysis]		article135
2001Forum de politique economique : Does Money Still Matter? In: Economie Internationale.
[Full Text][Citation analysis]		article0
2005Settlement finality as a public good in large-value payment systems In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2005Settlement finality as a public good in large-value payment systems.(2005) In: Public Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2013Bank monitoring incentives and optimal ABS In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article14
2012Bank monitoring incentives and optimal ABS.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
1993Labor Income, Borrowing Constraints, and Equilibrium Asset Prices. In: Economic Theory.
[Citation analysis]		article73

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 4 2026. Contact: CitEc Team