5
H index
4
i10 index
234
Citations
Henri F. Pagès : Citation Profile
Banque de France | RESEARCH PRODUCTION: 7 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1992 - 2015). 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:
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Main data
Where Henri F. Pagès has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| BIS Working Papers / Bank for International Settlements | 4 |
Recent works citing Henri F. Pagès (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Optimal job switching and retirement decision. (2023). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008451. Full description at Econpapers || Download paper |
| 2023 | Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921. Full description at Econpapers || Download paper |
| 2023 | Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper |
| 2023 | No free lunch for markets with multiple numéraires. (2023). Carassus, Laurence. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:104:y:2023:i:c:s0304406822001318. Full description at Econpapers || Download paper |
| 2023 | Risk-sharing and optimal contracts with large exogenous risks. (2023). Villeneuve, Stephane ; Martin, Jessica. In: Post-Print. RePEc:hal:journl:hal-04164688. Full description at Econpapers || Download paper |
| 2023 | Optimal consumption with labor income and borrowing constraints for recursive preferences. (2023). Menoukeu-Pamen, Olivier ; Kuissi-Kamdem, Wilfried ; Becherer, Dirk. In: Working Papers. RePEc:hal:wpaper:hal-04017143. Full description at Econpapers || Download paper |
| 2023 | Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting. (2023). Vantaggi, Barbara ; Petturiti, Davide ; Cinfrignini, Andrea. In: Annals of Operations Research. RePEc:spr:annopr:v:321:y:2023:i:1:d:10.1007_s10479-022-05126-z. Full description at Econpapers || Download paper |
| 2023 | Risk-sharing and optimal contracts with large exogenous risks. (2023). Villeneuve, Stephane ; Martin, Jessica. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-023-00386-1. Full description at Econpapers || Download paper |
| 2023 | A continuous-time model of self-protection. (2023). Kazi-Tani, Nabil ; Hernandez-Santibaez, Nicolas ; Bensalem, Sarah. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:2:d:10.1007_s00780-023-00502-4. Full description at Econpapers || Download paper |
| 2023 | Fundamental theorem of asset pricing with acceptable risk in markets with frictions. (2023). Munari, Cosimo ; Arduca, Maria. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:3:d:10.1007_s00780-023-00509-x. Full description at Econpapers || Download paper |
Works by Henri F. Pagès:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | A mathematical treatment of bank monitoring incentives In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2012 | A mathematical treatment of bank monitoring incentives.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2014 | A mathematical treatment of bank monitoring incentives.(2014) In: Finance and Stochastics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2009 | Bank incentives and optimal CDOs In: Working papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Bank monitoring incentives and optimal ABS.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2002 | Optimal Supervisory Policies and Depositor-Preferences Laws. In: Working papers. [Full Text][Citation analysis] | paper | 5 |
| 2003 | Optimal supervisory policies and depositor-preference laws.(2003) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2015 | Banque, recherche et mécénat. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2015 | The Banque de France, research and patronage In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 0 |
| 2001 | Can liquidity risk be subsumed in credit risk? A case study from Brady bond prices In: BIS Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 1999 | A note on the Gordon growth model with nonstationary dividend growth In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1999 | Interbank interest rates and the risk premium In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1992 | DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1 In: Mathematical Finance. [Full Text][Citation analysis] | article | 127 |
| 2001 | Forum de politique economique : Does Money Still Matter? In: Economie Internationale. [Full Text][Citation analysis] | article | 0 |
| 2005 | Settlement finality as a public good in large-value payment systems In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Settlement 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: 3 | paper | |
| 2013 | Bank monitoring incentives and optimal ABS In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 13 |
| 2012 | Bank monitoring incentives and optimal ABS.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 1993 | Labor Income, Borrowing Constraints, and Equilibrium Asset Prices. In: Economic Theory. [Citation analysis] | article | 64 |
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