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Details about Yeneng Sun

E-mail:
Homepage:http://www.math.nus.edu.sg/~matsuny
Phone:(65) 6516 3994
Postal address:Department of Economics National University of Singapore 1 Arts Link Singapore 117570 Republic of Singapore
Workplace:Department of Economics, National University of Singapore (NUS), (more information at EDIRC)

Access statistics for papers by Yeneng Sun.

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

Short-id: psu25


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Working Papers

2012

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

2011

  1. Existence, Incentive Compatibility and Efficiency of the Rational Expectations Equilibrium
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
  2. The Exact Law of Large Numbers for Independent Random Matching
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of Economic Theory (2012)

2008

  1. Individual Risk and Lebesgue Extension without Aggregate Uncertainty
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Journal of Economic Theory (2009)

2007

  1. Characterization of Risk: A Sharp Law of Large Numbers
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads
  2. 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 Downloads View citations (1)
    See also Journal Article in Economic Theory (2008)

2002

  1. Exact Arbitrage Well-Diversified Potfolios and Asset Pricing in Large Markets
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads
    Also in FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) (2001) Downloads

    See also Journal Article in Journal of Economic Theory (2003)
  2. Exact Arbitrage and Portfolio Analysis in Large Asset Markets
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads
    See also Journal Article in Economic Theory (2003)
  3. Non-Cooperative Games with Many Players
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (35)
    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 (2002)

2001

  1. Monte Carlo Simulation of Macroeconomic Risk with a Continuum of Agents: The Symmetric Case
    Working Papers, Stanford University, Department of Economics Downloads View citations (4)
    See also Journal Article in Economic Theory (2003)

2000

  1. 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 in Journal of Economic Theory (2001)
  2. Joint Measurability and the One-way Fubini Property for a Continuum of Independent Random Variables
    Working Papers, Stanford University, Department of Economics Downloads View citations (4)

1998

  1. 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
  2. Non-Cooperative Games on Hyperfinite Loeb Spaces
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
  3. 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

  1. On Loeb measures spaces and their significance for non-cooperative game theory
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (6)
  2. 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)
  3. 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 (57)
    See also Journal Article in Journal of Economic Theory (1997)
  4. On the decomposition and characterization of risk
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (1)

1996

  1. Hyperfinite Asset Pricing Theory
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
  2. Non-Atomic Games on Loeb Spaces
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (7)
  3. 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 Downloads View citations (24)
    See also Working Paper (2011)

2009

  1. Individual risk and Lebesgue extension without aggregate uncertainty
    Journal of Economic Theory, 2009, 144, (1), 432-443 Downloads View citations (26)
    See also Working Paper (2008)

2008

  1. Ex ante efficiency implies incentive compatibility
    Economic Theory, 2008, 36, (1), 35-55 Downloads View citations (11)
  2. Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case
    Economic Theory, 2008, 36, (2), 303-325 Downloads View citations (4)
    See also Working Paper (2007)
  3. Saturation and the integration of Banach valued correspondences
    Journal of Mathematical Economics, 2008, 44, (7-8), 861-865 Downloads View citations (7)
  4. Similarity of differential information with subjective prior beliefs
    Journal of Mathematical Economics, 2008, 44, (9-10), 1024-1039 Downloads View citations (5)

2007

  1. Core, equilibria and incentives in large asymmetric information economies
    Games and Economic Behavior, 2007, 61, (1), 131-155 Downloads View citations (9)
  2. Perfect competition in asymmetric information economies: compatibility of efficiency and incentives
    Journal of Economic Theory, 2007, 134, (1), 175-194 Downloads View citations (13)
  3. Pure strategy equilibria in games with private and public information
    Journal of Mathematical Economics, 2007, 43, (5), 523-531 Downloads View citations (10)

2006

  1. The Dvoretzky-Wald-Wolfowitz theorem and purification in atomless finite-action games
    International Journal of Game Theory, 2006, 34, (1), 91-104 Downloads View citations (30)
  2. The exact law of large numbers via Fubini extension and characterization of insurable risks
    Journal of Economic Theory, 2006, 126, (1), 31-69 Downloads View citations (105)

2003

  1. Exact arbitrage and portfolio analysis in large asset markets
    Economic Theory, 2003, 22, (3), 495-528 Downloads View citations (2)
    See also Working Paper (2002)
  2. Exact arbitrage, well-diversified portfolios and asset pricing in large markets
    Journal of Economic Theory, 2003, 110, (2), 337-373 Downloads View citations (3)
    See also Working Paper (2002)
  3. Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case
    Economic Theory, 2003, 21, (2), 743-766 Downloads View citations (10)
    See also Working Paper (2001)

2001

  1. Asymptotic Arbitrage and the APT with or without Measure-Theoretic Structures
    Journal of Economic Theory, 2001, 101, (1), 222-251 Downloads View citations (8)
    See also Working Paper (2000)

1999

  1. Non-cooperative games on hyperfinite Loeb spaces1
    Journal of Mathematical Economics, 1999, 31, (4), 455-492 Downloads View citations (34)
  2. On a private information game without pure strategy equilibria1
    Journal of Mathematical Economics, 1999, 31, (3), 341-359 Downloads View citations (9)
  3. The complete removal of individual uncertainty: multiple optimal choices and random exchange economies
    Economic Theory, 1999, 14, (3), 507-544 Downloads View citations (2)
  4. Weak measurability and characterizations of risk
    Economic Theory, 1999, 13, (3), 541-560 Downloads View citations (10)

1998

  1. A theory of hyperfinite processes: the complete removal of individual uncertainty via exact LLN1
    Journal of Mathematical Economics, 1998, 29, (4), 419-503 Downloads View citations (28)

1997

  1. On the Existence of Pure Strategy Equilibria in Games with a Continuum of Players
    Journal of Economic Theory, 1997, 76, (1), 13-46 Downloads View citations (48)
    See also Working Paper (1997)

1995

  1. Extremal structures and symmetric equilibria with countable actions
    Journal of Mathematical Economics, 1995, 24, (3), 239-248 Downloads View citations (7)
  2. Pure strategies in games with private information
    Journal of Mathematical Economics, 1995, 24, (7), 633-653 Downloads View citations (42)
  3. The nonexistence of symmetric equilibria in anonymous games with compact action spaces
    Journal of Mathematical Economics, 1995, 24, (4), 331-346 Downloads View citations (20)

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 Downloads View citations (33)
    See also Working Paper (2002)
 
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