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Information about:
Yeneng Sun

Personal Details | Affiliation | Works
This is information that was supplied by Yeneng Sun in registering through RePEc. If you are Yeneng Sun , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Yeneng
Middle Name:
Last Name: Sun
Suffix:

RePEc Short-ID: psu25

Email:
Homepage: http://www.math.nus.edu.sg/~matsuny
Postal Address: Department of Economics National University of Singapore 1 Arts Link Singapore 117570 Republic of Singapore
Phone: (65) 6516 3994

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages
  2. Number of Journal Pages, Weighted by Number of Authors

Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Sun, Yeneng & Zhang , Yongchao, 2008. "Individual Risk and Lebesgue Extension without Aggregate Uncertainty," MPRA Paper 7448, University Library of Munich, Germany. [Downloadable!]
    Published as:

  2. 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. [Downloadable!]

  3. Hammond, Peter J. & Sun, Yeneng, 2007. "Characterization of Risk : A Sharp Law of Large Numbers," The Warwick Economics Research Paper Series (TWERPS) 806, University of Warwick, Department of Economics. [Downloadable!]

  4. Darrell Duffie & Yeneng Sun, 2004. "The Exact Law of Large Numbers for Independent Random Matching," Levine's Bibliography 122247000000000328, UCLA Department of Economics. [Downloadable!]

  5. 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. [Downloadable!]
    Published as:

  6. M Ali Khan & Yeneng Sun, 2002. "Non-Cooperative Games with Many Players," Economics Working Paper Archive 482, The Johns Hopkins University,Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  7. Peter Hammond & Yeneng Sun, 2001. "Monte Carlo Simulation of Macroeconomic Risk with a Continuum of Agents: The Symmetric Case," Working Papers 01015, Stanford University, Department of Economics. [Downloadable!]
    Published as:

  8. 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). [Downloadable!]
    Other versions:
    Published as:

  9. Khan, A. & Sun, Y., 2000. "Asymptotic Arbitrage and the APT with or Without Measure-Theoretic Structures," Papiers d'Economie Mathématique et Applications 2000.81, Université Panthéon-Sorbonne (Paris 1).
    Published as:

  10. Peter J. Hammond & Yeneng Sun, 2000. "Joint Measurability and the One-way Fubini Property for a Continuum of Independent Random Variables," Working Papers 00008, Stanford University, Department of Economics. [Downloadable!]

  11. M Ali Khan & Kali P Rath & Yeneng Sun, 1998. "Pure-Strategy Nash Equilibrium Points in Large Non-Anonymous Games," Economics Working Paper Archive 393, The Johns Hopkins University,Department of Economics.

  12. M Ali Khan & Yeneng Sun, 1998. "Assymptotic Arbitrage and Asset Pricing Models on General Index Sets and on the Lebesgue Continuum," Economics Working Paper Archive 405, The Johns Hopkins University,Department of Economics.

  13. M Ali Khan & Yeneng Sun, 1998. "Non-Cooperative Games on Hyperfinite Loeb Spaces," Economics Working Paper Archive 394, The Johns Hopkins University,Department of Economics.
    Published as:

  14. M Ali Khan & Yeneng Sun, 1997. "On the Decomposition and Characterization of Risk With a Continuum of Random Variables," Economics Working Paper Archive 383, The Johns Hopkins University,Department of Economics.

  15. KHAN, M. Ali & SUN, Yeneng, 1997. "On the decomposition and characterization of risk," CORE Discussion Papers 1997038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

  16. M Ali Khan & Yeneng Sun, 1996. "Non-Atomic Games on Loeb Spaces," Economics Working Paper Archive 374, The Johns Hopkins University,Department of Economics, revised Aug 1996.

  17. M. Ali Khan & Yeneng Sun, 1996. "Hyperfinite Asset Pricing Theory," Cowles Foundation Discussion Papers 1139, Cowles Foundation, Yale University. [Downloadable!]

  18. M Ali Khan & Yeneng Sun, 1996. "The Capital-Asset-Pricing Model and Arbitrage Pricing Theory: A Unification," Economics Working Paper Archive 377, The Johns Hopkins University,Department of Economics.

  19. M Ali Khan & Kali P Rath & Yeneng Sun, 1994. "On the Existence of Pure Strategy Equilibria in Games with a Continuum of Players," Economics Working Paper Archive 381, The Johns Hopkins University,Department of Economics, revised Feb 1997.
    Published as:

Articles

  1. 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. [Downloadable!] (restricted)
    Other versions:

  2. Yeneng Sun & Nicholas Yannelis, 2008. "Ex ante efficiency implies incentive compatibility," Economic Theory, Springer, vol. 36(1), pages 35-55, July. [Downloadable!] (restricted)

  3. Khan, M. Ali & Sun, Yeneng & Tourky, Rabee & Zhang, Zhixiang, 2008. "Similarity of differential information with subjective prior beliefs," Journal of Mathematical Economics, Elsevier, vol. 44(9-10), pages 1024-1039, September. [Downloadable!] (restricted)

  4. 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. [Downloadable!] (restricted)

  5. Sun, Yeneng & Yannelis, Nicholas C., 2008. "Saturation and the integration of Banach valued correspondences," Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 861-865, July. [Downloadable!] (restricted)

  6. Sun, Yeneng & Yannelis, Nicholas C., 2007. "Perfect competition in asymmetric information economies: compatibility of efficiency and incentives," Journal of Economic Theory, Elsevier, vol. 134(1), pages 175-194, May. [Downloadable!] (restricted)

  7. Sun, Yeneng & Yannelis, Nicholas C., 2007. "Core, equilibria and incentives in large asymmetric information economies," Games and Economic Behavior, Elsevier, vol. 61(1), pages 131-155, October. [Downloadable!] (restricted)

  8. 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. [Downloadable!] (restricted)

  9. Sun, Yeneng, 2006. "The exact law of large numbers via Fubini extension and characterization of insurable risks," Journal of Economic Theory, Elsevier, vol. 126(1), pages 31-69, January. [Downloadable!] (restricted)

  10. M. Khan & Kali Rath & Yeneng Sun, 2006. "The Dvoretzky-Wald-Wolfowitz theorem and purification in atomless finite-action games," International Journal of Game Theory, Springer, vol. 34(1), pages 91-104, April. [Downloadable!] (restricted)

  11. M. Ali Khan & Yeneng Sun, 2003. "Exact arbitrage and portfolio analysis in large asset markets," Economic Theory, Springer, vol. 22(3), pages 495-528, October. [Downloadable!] (restricted)
    Other versions:

  12. 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. [Downloadable!] (restricted)
    Other versions:

  13. 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. [Downloadable!] (restricted)
    Other versions:

  14. Khan, M. Ali & Sun, Yeneng, 2001. "Asymptotic Arbitrage and the APT with or without Measure-Theoretic Structures," Journal of Economic Theory, Elsevier, vol. 101(1), pages 222-251, November. [Downloadable!] (restricted)
    Other versions:

  15. Yeneng Sun, 1999. "research articles : The complete removal of individual uncertainty: multiple optimal choices and random exchange economies," Economic Theory, Springer, vol. 14(3), pages 507-544. [Downloadable!] (restricted)

  16. M. Ali Khan & Yeneng Sun, 1999. "Weak measurability and characterizations of risk," Economic Theory, Springer, vol. 13(3), pages 541-560. [Downloadable!] (restricted)

  17. Khan, M. Ali & Rath, Kali P. & Sun, Yeneng, 1999. "On a private information game without pure strategy equilibria1," Journal of Mathematical Economics, Elsevier, vol. 31(3), pages 341-359, April. [Downloadable!] (restricted)

  18. Khan, M. Ali & Sun, Yeneng, 1999. "Non-cooperative games on hyperfinite Loeb spaces1," Journal of Mathematical Economics, Elsevier, vol. 31(4), pages 455-492, May. [Downloadable!] (restricted)
    Other versions:

  19. Sun, Yeneng, 1998. "A theory of hyperfinite processes: the complete removal of individual uncertainty via exact LLN1," Journal of Mathematical Economics, Elsevier, vol. 29(4), pages 419-503, May. [Downloadable!] (restricted)

  20. Khan, M. Ali & Rath, Kali P. & Sun, Yeneng, 1997. "On the Existence of Pure Strategy Equilibria in Games with a Continuum of Players," Journal of Economic Theory, Elsevier, vol. 76(1), pages 13-46, September. [Downloadable!] (restricted)
    Other versions:

  21. Rath, Kali P. & Yeneng Sun & Shinji Yamashige, 1995. "The nonexistence of symmetric equilibria in anonymous games with compact action spaces," Journal of Mathematical Economics, Elsevier, vol. 24(4), pages 331-346. [Downloadable!] (restricted)

  22. Khan, M. Ali & Sun, Yeneng, 1995. "Extremal structures and symmetric equilibria with countable actions," Journal of Mathematical Economics, Elsevier, vol. 24(3), pages 239-248. [Downloadable!] (restricted)

  23. Khan, M. Ali & Yeneng, Sun, 1995. "Pure strategies in games with private information," Journal of Mathematical Economics, Elsevier, vol. 24(7), pages 633-653. [Downloadable!] (restricted)

Chapters

  1. Khan, M. Ali & Sun, Yeneng, 2002. "Non-cooperative games with many players," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 46, pages 1761-1808 Elsevier. [Downloadable!] (restricted)
    Other versions:

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2001-11-21 2007-07-07 Author is listed
  2. NEP-ECM: Econometrics (1) 2004-09-05
  3. NEP-MAC: Macroeconomics (3) 2001-10-29 2007-07-07 2008-03-08 Author is listed
  4. NEP-SEA: South East Asia (2) 2007-07-07 2007-08-14 Author is listed
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This page was last updated on 2009-11-12.

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