Details about Yeneng Sun

Access statistics for papers by Yeneng Sun.

Last updated 2013-04-12. Update your information in the RePEc Author Service.

Short-id: psu25

Working Papers

2012

1. Large Games with a Bio-Social Typology
   Working Papers, Toronto Metropolitan University, Department of Economics View citations (1)
   Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2011) View citations (9)

2011

2. Existence, Incentive Compatibility and Efficiency of the Rational Expectations Equilibrium
   Economics Discussion Paper Series, Economics, The University of Manchester
3. The Exact Law of Large Numbers for Independent Random Matching
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article The exact law of large numbers for independent random matching, Journal of Economic Theory, Elsevier (2012) View citations (39) (2012)

2008

4. Individual Risk and Lebesgue Extension without Aggregate Uncertainty
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Individual risk and Lebesgue extension without aggregate uncertainty, Journal of Economic Theory, Elsevier (2009) View citations (46) (2009)

2007

5. Characterization of Risk: A Sharp Law of Large Numbers
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
6. Monte Carlo Simulation of Macroeconomic Risk with a Continuum Agents: The General Case
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (1)
   See also Journal Article Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case, Economic Theory, Springer (2008) View citations (22) (2008)

2002

7. Exact Arbitrage Well-Diversified Potfolios and Asset Pricing in Large Markets
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
   Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2001)
   See also Journal Article Exact arbitrage, well-diversified portfolios and asset pricing in large markets, Journal of Economic Theory, Elsevier (2003) View citations (6) (2003)
8. Exact Arbitrage and Portfolio Analysis in Large Asset Markets
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
   See also Journal Article Exact arbitrage and portfolio analysis in large asset markets, Economic Theory, Springer (2003) View citations (2) (2003)
9. Non-Cooperative Games with Many Players
   Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (84)
   Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (1996) View citations (17)
   Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) (2000)
   See also Chapter Non-cooperative games with many players, Handbook of Game Theory with Economic Applications, Elsevier (2002) View citations (81) (2002)

2001

10. Monte Carlo Simulation of Macroeconomic Risk with a Continuum of Agents: The Symmetric Case
    Working Papers, Stanford University, Department of Economics View citations (4)
    See also Journal Article Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case, Economic Theory, Springer (2003) View citations (17) (2003)

2000

11. Asymptotic Arbitrage and the APT with or Without Measure-Theoretic Structures
    Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1)
    See also Journal Article Asymptotic Arbitrage and the APT with or without Measure-Theoretic Structures, Journal of Economic Theory, Elsevier (2001) View citations (10) (2001)
12. Joint Measurability and the One-way Fubini Property for a Continuum of Independent Random Variables
    Working Papers, Stanford University, Department of Economics View citations (4)

1998

13. Assymptotic Arbitrage and Asset Pricing Models on General Index Sets and on the Lebesgue Continuum
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
14. Non-Cooperative Games on Hyperfinite Loeb Spaces
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
15. Pure-Strategy Nash Equilibrium Points in Large Non-Anonymous Games
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (2)

1997

16. On Loeb measures spaces and their significance for non-cooperative game theory
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (9)
17. On the Decomposition and Characterization of Risk With a Continuum of Random Variables
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (1)
18. On the Existence of Pure Strategy Equilibria in Games with a Continuum of Players
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (68)
    See also Journal Article On the Existence of Pure Strategy Equilibria in Games with a Continuum of Players, Journal of Economic Theory, Elsevier (1997) View citations (68) (1997)
19. On the decomposition and characterization of risk
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)

1996

20. Hyperfinite Asset Pricing Theory
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (4)
21. Non-Atomic Games on Loeb Spaces
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (10)
22. The Capital-Asset-Pricing Model and Arbitrage Pricing Theory: A Unification
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics

Journal Articles

2012

1. The exact law of large numbers for independent random matching
   Journal of Economic Theory, 2012, 147, (3), 1105-1139 View citations (39)
   See also Working Paper The Exact Law of Large Numbers for Independent Random Matching, NBER Working Papers (2011) (2011)

2009

2. Individual risk and Lebesgue extension without aggregate uncertainty
   Journal of Economic Theory, 2009, 144, (1), 432-443 View citations (46)
   See also Working Paper Individual Risk and Lebesgue Extension without Aggregate Uncertainty, MPRA Paper (2008) View citations (1) (2008)

2008

3. Ex ante efficiency implies incentive compatibility
   Economic Theory, 2008, 36, (1), 35-55 View citations (14)
4. Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case
   Economic Theory, 2008, 36, (2), 303-325 View citations (22)
   See also Working Paper Monte Carlo Simulation of Macroeconomic Risk with a Continuum Agents: The General Case, The Warwick Economics Research Paper Series (TWERPS) (2007) View citations (1) (2007)
5. Saturation and the integration of Banach valued correspondences
   Journal of Mathematical Economics, 2008, 44, (7-8), 861-865 View citations (13)
6. Similarity of differential information with subjective prior beliefs
   Journal of Mathematical Economics, 2008, 44, (9-10), 1024-1039 View citations (6)

2007

7. Core, equilibria and incentives in large asymmetric information economies
   Games and Economic Behavior, 2007, 61, (1), 131-155 View citations (11)
8. Perfect competition in asymmetric information economies: compatibility of efficiency and incentives
   Journal of Economic Theory, 2007, 134, (1), 175-194 View citations (21)
9. Pure strategy equilibria in games with private and public information
   Journal of Mathematical Economics, 2007, 43, (5), 523-531 View citations (15)

2006

10. The Dvoretzky-Wald-Wolfowitz theorem and purification in atomless finite-action games
    International Journal of Game Theory, 2006, 34, (1), 91-104 View citations (36)
11. The exact law of large numbers via Fubini extension and characterization of insurable risks
    Journal of Economic Theory, 2006, 126, (1), 31-69 View citations (184)

2003

12. Exact arbitrage and portfolio analysis in large asset markets
    Economic Theory, 2003, 22, (3), 495-528 View citations (2)
    See also Working Paper Exact Arbitrage and Portfolio Analysis in Large Asset Markets, Economics Working Paper Archive (2002) (2002)
13. Exact arbitrage, well-diversified portfolios and asset pricing in large markets
    Journal of Economic Theory, 2003, 110, (2), 337-373 View citations (6)
    See also Working Paper Exact Arbitrage Well-Diversified Potfolios and Asset Pricing in Large Markets, Economics Working Paper Archive (2002) (2002)
14. Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case
    Economic Theory, 2003, 21, (2), 743-766 View citations (17)
    See also Working Paper Monte Carlo Simulation of Macroeconomic Risk with a Continuum of Agents: The Symmetric Case, Working Papers (2001) View citations (4) (2001)

2001

15. Asymptotic Arbitrage and the APT with or without Measure-Theoretic Structures
    Journal of Economic Theory, 2001, 101, (1), 222-251 View citations (10)
    See also Working Paper Asymptotic Arbitrage and the APT with or Without Measure-Theoretic Structures, Papiers d'Economie Mathématique et Applications (2000) (2000)

1999

16. Non-cooperative games on hyperfinite Loeb spaces1
    Journal of Mathematical Economics, 1999, 31, (4), 455-492 View citations (41)
17. On a private information game without pure strategy equilibria1
    Journal of Mathematical Economics, 1999, 31, (3), 341-359 View citations (8)
18. The complete removal of individual uncertainty: multiple optimal choices and random exchange economies
    Economic Theory, 1999, 14, (3), 507-544 View citations (6)
19. Weak measurability and characterizations of risk
    Economic Theory, 1999, 13, (3), 541-560 View citations (16)

1998

20. A theory of hyperfinite processes: the complete removal of individual uncertainty via exact LLN1
    Journal of Mathematical Economics, 1998, 29, (4), 419-503 View citations (35)

1997

21. On the Existence of Pure Strategy Equilibria in Games with a Continuum of Players
    Journal of Economic Theory, 1997, 76, (1), 13-46 View citations (68)
    See also Working Paper On the Existence of Pure Strategy Equilibria in Games with a Continuum of Players, Economics Working Paper Archive (1997) View citations (68) (1997)

1995

22. Extremal structures and symmetric equilibria with countable actions
    Journal of Mathematical Economics, 1995, 24, (3), 239-248 View citations (8)
23. Pure strategies in games with private information
    Journal of Mathematical Economics, 1995, 24, (7), 633-653 View citations (50)
24. The nonexistence of symmetric equilibria in anonymous games with compact action spaces
    Journal of Mathematical Economics, 1995, 24, (4), 331-346 View citations (23)

Chapters

2002

1. Non-cooperative games with many players
   Chapter 46 in Handbook of Game Theory with Economic Applications, 2002, vol. 3, pp 1761-1808 View citations (81)
   See also Working Paper Non-Cooperative Games with Many Players, The Johns Hopkins University,Department of Economics (2002) View citations (84) (2002)