Concepedia

Henri Pagès

HP

8

Publications

924

Citations

8

H-Index

1992

Active since

Affiliations

Banque de France(Current)

Federal Reserve Bank of New York

Henri Pagès is an author at Banque de France specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessEconomicsManagementAsset PricingEconomic AnalysisPortfolio OptimizationCentral BankingFinancial EconomicsFinancial Engineering

Publications per year

1992–2012

8

Publications

8

DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>

Bernard Bensaïd, Jean‐Philippe Lesne, Henri Pagès et al. · Mathematical Finance · 1992 · 424 citations

Economics, Portfolio Optimization, Financial Economics +15

Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence

Chi-fu Huang, Henri Pagès · The Annals of Applied Probability · 1992 · 234 citations · Full text

Portfolio Problem, Infinite Horizon, Diffusion Processes +18

Optimal Supervisory Policies and Depositor-Preferences Laws

Henri Pagès, João A. C. Santos · SSRN Electronic Journal · 2002 · 117 citations · Full text

Consumption and portfolio decisions with labor income and borrowing constraints

Hua He, Henri Pagès · 2002 · 53 citations

Economics, Portfolio Optimization, Financial Economics +14

Bank Incentives and Optimal CDOS

Henri Pagès · SSRN Electronic Journal · 2009 · 48 citations · Full text

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