Details about Rose-Anne Dana

Access statistics for papers by Rose-Anne Dana.

Last updated 2015-02-28. Update your information in the RePEc Author Service.

Short-id: pda647

Working Papers

2017

1. Intertemporal equilibria with Knightian uncertainty
   Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University

2013

2. Pareto optima and equilibria when preferences are incompletely known
   Post-Print, HAL View citations (13)

2007

3. Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)

1996

4. Arbitrage, duality and asset equilibria
   CEPREMAP Working Papers (Couverture Orange), CEPREMAP
5. On the different notions of arbitrage and existence of equilibrium
   CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (1)
   See also Journal Article On the Different Notions of Arbitrage and Existence of Equilibrium, Journal of Economic Theory, Elsevier (1999) View citations (75) (1999)

1994

6. General equilibrium in asset markets with or without short-selling
   Discussion Paper, Tilburg University, Center for Economic Research View citations (4)

1988

7. Note on the bellman equation of the overtaking criterion (a)
   CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (1)

1987

8. On the structure of pareto-optima in an infinite horizon economy where agents have recursive preferences
   CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (1)
9. Optimal growth and pareto-optimality
   CEPREMAP Working Papers (Couverture Orange), CEPREMAP
   See also Journal Article Optimal growth and Pareto optimality, Journal of Mathematical Economics, Elsevier (1991) View citations (14) (1991)

1984

10. Production prices and general equilibrium prices
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP View citations (9)

1981

11. On a discrete version of kaldor's 1940 cycle model
    CEPREMAP Working Papers (Couverture Orange), CEPREMAP

Journal Articles

2012

1. Pareto efficiency for the concave order and multivariate comonotonicity
   Journal of Economic Theory, 2012, 147, (1), 207-229 View citations (52)

2008

2. Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
   Economic Theory, 2008, 36, (2), 189-223 View citations (37)

2007

3. Are generalized call-spreads efficient?
   Journal of Mathematical Economics, 2007, 43, (5), 581-596 View citations (2)
4. Optimal risk sharing with background risk
   Journal of Economic Theory, 2007, 133, (1), 152-176 View citations (42)

2005

5. A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
   Mathematical Finance, 2005, 15, (4), 613-634 View citations (58)
6. Rearrangement inequalities in non-convex insurance models
   Journal of Mathematical Economics, 2005, 41, (4-5), 483-503 View citations (35)

2004

7. Ambiguity, uncertainty aversion and equilibrium welfare
   Economic Theory, 2004, 23, (3), 569-587 View citations (55)

2003

8. Pareto efficient insurance contracts when the insurer's cost function is discontinuous
   Economic Theory, 2003, 21, (4), 871-893 View citations (43)

2001

9. original papers: Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable
   Review of Economic Design, 2001, 6, (2), 155-173 View citations (2)

2000

10. Optimal risk-sharing rules and equilibria with Choquet-expected-utility
    Journal of Mathematical Economics, 2000, 34, (2), 191-214 View citations (105)

1999

11. Existence, uniqueness and determinacy of equilibrium in C.A.P.M. with a riskless asset
    Journal of Mathematical Economics, 1999, 32, (2), 167-175 View citations (13)
12. On the Different Notions of Arbitrage and Existence of Equilibrium
    Journal of Economic Theory, 1999, 87, (1), 169-193 View citations (75)
    See also Working Paper On the different notions of arbitrage and existence of equilibrium, CEPREMAP Working Papers (Couverture Orange) (1996) View citations (1) (1996)

1996

13. Asset Equilibria in Lp spaces with complete markets: A duality approach
    Journal of Mathematical Economics, 1996, 25, (3), 263-280 View citations (21)

1995

14. An extension of Milleron, Mitjushin and Polterovich's result
    Journal of Mathematical Economics, 1995, 24, (3), 259-269 View citations (11)

1993

15. Existence and Uniqueness of Equilibria When Preferences Are Additively Separable
    Econometrica, 1993, 61, (4), 953-57 View citations (45)
16. Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models
    Journal of Mathematical Economics, 1993, 22, (6), 563-579 View citations (9)

1991

17. Optimal growth and Pareto optimality
    Journal of Mathematical Economics, 1991, 20, (2), 155-180 View citations (14)
    See also Working Paper Optimal growth and pareto-optimality, CEPREMAP Working Papers (Couverture Orange) (1987) (1987)

1989

18. Asymptotic properties of a Leontief economy
    Journal of Economic Dynamics and Control, 1989, 13, (4), 553-568 View citations (3)
19. Production prices and general equilibrium prices: A long-run property of a Leontief economy
    Journal of Mathematical Economics, 1989, 18, (3), 263-280 View citations (20)

1987

20. On rational dynamic strategies in infinite horizon models where agents discount the future
    Journal of Economic Behavior & Organization, 1987, 8, (3), 497-511 View citations (8)

1986

21. Dynamic complexity in duopoly games
    Journal of Economic Theory, 1986, 40, (1), 40-56 View citations (49)