- Sun, Yeneng & Zhang, Yongchao, 2009.
"Individual risk and Lebesgue extension without aggregate uncertainty,"
Journal of Economic Theory,
Elsevier, vol. 144(1), pages 432-443, January.
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Other versions: See citations under working paper version above.
- Yeneng Sun & Nicholas Yannelis, 2008.
"Ex ante efficiency implies incentive compatibility,"
Economic Theory,
Springer, vol. 36(1), pages 35-55, July.
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- Peter Hammond & Yeneng Sun, 2008.
"Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case,"
Economic Theory,
Springer, vol. 36(2), pages 303-325, August.
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- Dionysius Glycopantis & Carlos Hervés-Beloso & Konrad Podczeck, 2009.
"Symposium on: equilibria with asymmetric information,"
Economic Theory,
Springer, vol. 38(2), pages 217-219, February.
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- Sun, Yeneng & Yannelis, Nicholas C., 2008.
"Saturation and the integration of Banach valued correspondences,"
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Elsevier, vol. 44(7-8), pages 861-865, July.
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- Nicholas Yannelis, 2009.
"Debreu’s social equilibrium theorem with asymmetric information and a continuum of agents,"
Economic Theory,
Springer, vol. 38(2), pages 419-432, February.
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- Sun, Yeneng & Yannelis, Nicholas C., 2007.
"Perfect competition in asymmetric information economies: compatibility of efficiency and incentives,"
Journal of Economic Theory,
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- Khan, M. Ali Khan, 2007.
"Perfect Competition,"
MPRA Paper
2202, University Library of Munich, Germany.
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- Peter Hammond & Yeneng Sun, 2008.
"Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case,"
Economic Theory,
Springer, vol. 36(2), pages 303-325, August.
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- Hammond, Peter J. & Sun, Yeneng, 2007.
"Monte Carlo Simulation of Macroeconomic Risk with a Continuum Agents : The General Case,"
The Warwick Economics Research Paper Series (TWERPS)
803, University of Warwick, Department of Economics.
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"Core, equilibria and incentives in large asymmetric information economies,"
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Economic Theory,
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- Khan, M. Ali Khan, 2007.
"Perfect Competition,"
MPRA Paper
2202, University Library of Munich, Germany.
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- Sun, Yeneng & Zhang , Yongchao, 2008.
"Individual Risk and Lebesgue Extension without Aggregate Uncertainty,"
MPRA Paper
7448, University Library of Munich, Germany.
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- Fu, Haifeng & Sun, Yeneng & Yannelis, Nicholas C. & Zhang, Zhixiang, 2007.
"Pure strategy equilibria in games with private and public information,"
Journal of Mathematical Economics,
Elsevier, vol. 43(5), pages 523-531, June.
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- Haifeng Fu, 2008.
"Mixed-strategy equilibria and strong purification for games with private and public information,"
Economic Theory,
Springer, vol. 37(3), pages 521-532, December.
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- Sun, Yeneng, 2006.
"The exact law of large numbers via Fubini extension and characterization of insurable risks,"
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"Utilitarian Mechanism Design for an Excludable Public Good,"
Working Paper Series of the Max Planck Institute for Research on Collective Goods
2009_12, Max Planck Institute for Research on Collective Goods.
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- Yeneng Sun & Nicholas Yannelis, 2008.
"Ex ante efficiency implies incentive compatibility,"
Economic Theory,
Springer, vol. 36(1), pages 35-55, July.
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- Peter Hammond & Yeneng Sun, 2008.
"Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case,"
Economic Theory,
Springer, vol. 36(2), pages 303-325, August.
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- Yeon-Koo Che & Fuhito Kojima, 2008.
"Asymptotic Equivalence of Probabilistic Serial and Random Priority Mechanisms,"
Cowles Foundation Discussion Papers
1677, Cowles Foundation, Yale University.
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Other versions: - Konrad Podczeck, 2008.
"The Structure of Equilibrium in an Asset Market with Variable Supply,"
Vienna Economics Papers
0807, University of Vienna, Department of Economics.
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- Hammond, Peter J. & Sun, Yeneng, 2007.
"Monte Carlo Simulation of Macroeconomic Risk with a Continuum Agents : The General Case,"
The Warwick Economics Research Paper Series (TWERPS)
803, University of Warwick, Department of Economics.
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- Sun, Yeneng & Zhang , Yongchao, 2008.
"Individual Risk and Lebesgue Extension without Aggregate Uncertainty,"
MPRA Paper
7448, University Library of Munich, Germany.
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Other versions: - Darrell Duffie & Bruno Strulovici, 2009.
"Capital Mobility and Asset Pricing,"
Discussion Papers
1478, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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- Biais, Bruno & Weill, Pierre-Olivier, 2009.
"Liquidity Shocks and Order Book Dynamics,"
IDEI Working Papers
550, Institut d'Économie Industrielle (IDEI), Toulouse.
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- Peter J. Hammond & Yeneng Sun, 2003.
"Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case,"
Economic Theory,
Springer, vol. 21(2), pages 743-766, 03.
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Other versions: See citations under working paper version above.
- Khan, M. Ali & Sun, Yeneng, 2001.
"Asymptotic Arbitrage and the APT with or without Measure-Theoretic Structures,"
Journal of Economic Theory,
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- M. Ali Khan & Yeneng Sun, 1999.
"Weak measurability and characterizations of risk,"
Economic Theory,
Springer, vol. 13(3), pages 541-560.
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- M Ali Khan & Yeneng Sun, 2002.
"Exact Arbitrage and Portfolio Analysis in Large Asset Markets,"
Economics Working Paper Archive
484, The Johns Hopkins University,Department of Economics.
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Other versions: - Peter Hammond & Yeneng Sun, 2001.
"Monte Carlo Simulation of Macroeconomic Risk with a Continuum of Agents: The Symmetric Case,"
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01015, Stanford University, Department of Economics.
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"Exact Arbitrage Well-Diversified Potfolios and Asset Pricing in Large Markets,"
Economics Working Paper Archive
483, The Johns Hopkins University,Department of Economics.
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Other versions:- Khan, M. Ali & Sun, Yeneng, 2003.
"Exact arbitrage, well-diversified portfolios and asset pricing in large markets,"
Journal of Economic Theory,
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- Khan, M. Ali & Sun, Yeneng, 2001.
"Exact Arbitrage, Well-Diversified Portfolios and Asset Pricing in Large Markets,"
Economics Working Papers (Ensaios Economicos da EPGE)
420, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
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- Khan, M. Ali & Rath, Kali P. & Sun, Yeneng, 1999.
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"Mixed-strategy equilibria and strong purification for games with private and public information,"
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Springer, vol. 37(3), pages 521-532, December.
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- Khan, M. Ali & Sun, Yeneng, 1999.
"Non-cooperative games on hyperfinite Loeb spaces1,"
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- Sun, Yeneng, 1998.
"A theory of hyperfinite processes: the complete removal of individual uncertainty via exact LLN1,"
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Elsevier, vol. 29(4), pages 419-503, May.
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- M Ali Khan & Yeneng Sun, 2002.
"Exact Arbitrage and Portfolio Analysis in Large Asset Markets,"
Economics Working Paper Archive
484, The Johns Hopkins University,Department of Economics.
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"Incentive Compatibility and Pricing under Moral Hazard,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 8(1), pages 28-47, January.
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Other versions: - Alberto Bisin & Piero Gottardi, 2003.
"Competitive Markets for Non-Exclusive Contracts with Adverse Selection: the Role of Entry Fees,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 6(2), pages 313-338, April.
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510.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
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Other versions: - Peter Hammond & Yeneng Sun, 2008.
"Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case,"
Economic Theory,
Springer, vol. 36(2), pages 303-325, August.
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- Darrell Duffie & Yeneng Sun, 2004.
"The Exact Law of Large Numbers for Independent Random Matching,"
Levine's Bibliography
122247000000000328, UCLA Department of Economics.
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- M Ali Khan & Yeneng Sun, 2002.
"Exact Arbitrage Well-Diversified Potfolios and Asset Pricing in Large Markets,"
Economics Working Paper Archive
483, The Johns Hopkins University,Department of Economics.
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Other versions:- Khan, M. Ali & Sun, Yeneng, 2003.
"Exact arbitrage, well-diversified portfolios and asset pricing in large markets,"
Journal of Economic Theory,
Elsevier, vol. 110(2), pages 337-373, June.
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- Khan, M. Ali & Sun, Yeneng, 2001.
"Exact Arbitrage, Well-Diversified Portfolios and Asset Pricing in Large Markets,"
Economics Working Papers (Ensaios Economicos da EPGE)
420, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
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- Hammond, Peter J. & Sun, Yeneng, 2007.
"Monte Carlo Simulation of Macroeconomic Risk with a Continuum Agents : The General Case,"
The Warwick Economics Research Paper Series (TWERPS)
803, University of Warwick, Department of Economics.
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"A Theory of Continuum Economies with Idiosyncratic Shocks and Random Matchings,"
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7445, University Library of Munich, Germany.
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"On the Existence of Pure Strategy Equilibria in Games with a Continuum of Players,"
Journal of Economic Theory,
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Other versions: See citations under working paper version above.
- Rath, Kali P. & Yeneng Sun & Shinji Yamashige, 1995.
"The nonexistence of symmetric equilibria in anonymous games with compact action spaces,"
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Other versions:- Cartwright, Edward & Wooders, Myrna, 2003.
"On Equilibrium in Pure Stategies in Games with Many Players,"
The Warwick Economics Research Paper Series (TWERPS)
686, University of Warwick, Department of Economics.
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International Journal of Game Theory,
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- Edward Cartwright & Myrna Wooders, 2005.
"On Equilibrium in Pure Strategies in Games with Many Players,"
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0511, Department of Economics, Vanderbilt University.
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"Social Conformity And Equilibrium In Pure Strategies In Games With Many Players,"
The Warwick Economics Research Paper Series (TWERPS)
636, University of Warwick, Department of Economics.
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- Fu, Haifeng & Xu, Ying & Zhang, Luyi, 2007.
"Characterizing Pure-strategy Equilibria in Large Games,"
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7514, University Library of Munich, Germany.
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"Nonstandard Foundations of Equilibrium Search Models,"
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"Extremal structures and symmetric equilibria with countable actions,"
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Elsevier, vol. 24(3), pages 239-248.
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- Guilherme Carmona, 2009.
"A remark on the measurability of large games,"
Economic Theory,
Springer, vol. 39(3), pages 491-494, June.
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- Volker Nocke, 2003.
"A Gap for Me: Entrepreneurs and Entry,"
PIER Working Paper Archive
05-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 29 Sep 2005.
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Other versions:- Volker Nocke, 2006.
"A Gap for Me: Entrepreneurs and Entry,"
Journal of the European Economic Association,
MIT Press, vol. 4(5), pages 929-956, 09.
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- Volker Nocke, 2003.
"A Gap for Me: Entrepreneurs and Entry,"
PIER Working Paper Archive
03-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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"Pure strategies in games with private information,"
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"On a Theorem by Mas-Colell,"
FEUNL Working Paper Series
wp485, Universidade Nova de Lisboa, Faculdade de Economia.
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- Carmona, Guilherme, 2006.
"On the Existence of Pure Strategy Nash Equilibria in Large Games,"
FEUNL Working Paper Series
wp487, Universidade Nova de Lisboa, Faculdade de Economia.
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Other versions: - Fu, Haifeng & Xu, Ying & Zhang, Luyi, 2007.
"Characterizing Pure-strategy Equilibria in Large Games,"
MPRA Paper
7514, University Library of Munich, Germany.
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- Haifeng Fu, 2008.
"Mixed-strategy equilibria and strong purification for games with private and public information,"
Economic Theory,
Springer, vol. 37(3), pages 521-532, December.
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- Jianjun Miao, 2003.
"Competitive Equilibria of Economies with a Continuum of Consumers and Aggregate Shocks,"
Macroeconomics
0310001, EconWPA.
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"Anonymity in nonatomic games,"
International Review of Economics,
Springer, vol. 54(2), pages 225-247, June.
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