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Are generalized call-spreads efficient ?

Rose-Anne Dana , Guillaume Carlier
Journal of Mathematical Economics, 2007, 43, pp.581-596. ⟨10.1016/j.jmateco.2006.07.008⟩
Article dans une revue hal-00360142v1
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Optimal demand for contingent claims when agents have law invariant utilities

Guillaume Carlier , Rose-Anne Dana
Mathematical Finance, 2011, 21 (2), pp.169-201. ⟨10.1111/j.1467-9965.2010.00431.x⟩
Article dans une revue hal-00637451v1
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Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures

Rose-Anne Dana , Cuong Le Van
Mathematical Finance, 2010, 20 (3), pp.327-339. ⟨10.1111/j.1467-9965.2010.00402.x⟩
Article dans une revue istex halshs-00308530v1
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Comonotonicity, Efficient Risk-sharing and Equilibria in markets with short-selling for concave law-invariant utilities

Rose-Anne Dana
Journal of Mathematical Economics, 2011, 47, pp.328-335. ⟨10.1016/j.jmateco.2010.12.016⟩
Article dans une revue hal-00655172v1
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Pareto optima and equilibria when preferences are incompletely known

Guillaume Carlier , Rose-Anne Dana
Journal of Economic Theory, 2013, 148 (4), pp.1606-1623. ⟨10.1016/j.jet.2013.04.014⟩
Article dans une revue hal-00661903v1

Dynamic Programming in Economics

Cuong Le Van , Rose-Anne Dana
Kluwer Academic Publishers, pp.201, 2003
Ouvrages halshs-00119098v1

Optimal risk sharing with background risk

Marco Scarsini , Rose-Anne Dana
Journal of Economic Theory, 2007, Vol. 133, N°1, pp. 152-176. ⟨10.1016/j.jet.2005.10.002⟩
Article dans une revue istex hal-00538974v1
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Intertemporal Equilibria with Knightian uncertainty

Rose-Anne Dana , Franck Riedel
Journal of Economic Theory, 2013, 148 (4), pp.1582-1605. ⟨10.1016/j.jet.2013.04.005⟩
Article dans une revue hal-00927170v1

Optimal growth without discounting

Rose-Anne Dana , Cuong Le Van
Rose-Anna Dana, Cuong Le Van, Tapan Mitra, Kazuo Nishimura. Handbook on optimal growth (vol.1), Springer, pp.1-15, 2006
Chapitre d'ouvrage halshs-00101355v1
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Diversification, convex preferences and non-empty core in the Choquet expected utility model

Alain Chateauneuf , Rose Anne Dana , Jean-Marc Tallon
Economic Theory, 2002, 19 (03), pp.509-523
Article dans une revue halshs-00174770v1
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Optimal risk-sharing rules and equilibria with Choquet-expected-utility

Alain Chateauneuf , Rose Anne Dana , Jean-Marc Tallon
Journal of Mathematical Economics, 2000, 34 (2), pp.191-214. ⟨10.1016/S0304-4068(00)00041-0⟩
Article dans une revue halshs-00451997v1

Handbook on optimal growth (volume 1)

Rose-Anne Dana , Cuong Le Van , Tapan Mitra , Kazuo Nishimura
Springer, 477 p., 2006
Ouvrages halshs-00101345v1
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Pareto efficiency for the concave order and multivariate comonotonicity

Guillaume Carlier , Rose-Anne Dana , Alfred Galichon
Journal of Economic Theory, 2012, 147 (1), pp.207-229. ⟨10.1016/j.jet.2011.11.011⟩
Article dans une revue hal-01053549v1
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Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures

Rose-Anne Dana , Cuong Le Van
2007
Autre publication scientifique halshs-00188761v1
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Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling

Rose-Anne Dana , Cuong Le Van
Journal of Economic Theory, 2010, 145 (6), pp.2186-2202. ⟨10.1016/j.jet.2010.08.002⟩
Article dans une revue halshs-00470670v1
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Efficient allocations and Equilibria with short-selling and Incomplete Preferences

Rose-Anne Dana , Cuong Le Van
2014
Autre publication scientifique halshs-01020646v1

Efficient allocations and equilibria with short-selling and incomplete preferences

Rose-Anne Dana , Cuong Le Van
Journal of Mathematical Economics, 2014, 53, pp.101-105. ⟨10.1016/j.jmateco.2014.06.003⟩
Article dans une revue hal-01306274v1
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No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity

Rose-Anne Dana , Cuong Le Van
2009
Autre publication scientifique halshs-00281582v2
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Pareto efficiency for the concave order and multivariate comonotonicity

Guillaume Carlier , Rose-Anne Dana , Alfred Galichon
Journal of Economic Theory, 2012, 147 (1), pp.207-229. ⟨10.1016/j.jet.2011.11.0⟩
Article dans une revue hal-00637397v1

Optiml risk sharing with backbround risk

Rose-Anne Dana , Marco Scarsini
Journal of Economy Theory, 2005, 133, pp.152-176. ⟨10.1016/j.jet.2005.10.002⟩
Article dans une revue istex hal-00360158v1

Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities

Guillaume Carlier , Rose-Anne Dana
Economic Theory, 2007, 36 (2), pp.189-223. ⟨10.1007/s00199-007-0266-z⟩
Article dans une revue istex hal-00360903v1