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Are generalized call-spreads efficient ?
Rose-Anne Dana
,
Guillaume Carlier
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
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
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
Article dans une revue
hal-00655172v1
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Pareto optima and equilibria when preferences are incompletely known
Guillaume Carlier
,
Rose-Anne Dana
Article dans une revue
hal-00661903v1
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Dynamic Programming in Economics
Cuong Le Van
,
Rose-Anne Dana
Kluwer Academic Publishers, pp.201, 2003
Ouvrages
halshs-00119098v1
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Optimal risk sharing with background risk
Marco Scarsini
,
Rose-Anne Dana
Article dans une revue
istex
hal-00538974v1
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Intertemporal Equilibria with Knightian uncertainty
Rose-Anne Dana
,
Franck Riedel
Article dans une revue
hal-00927170v1
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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
Article dans une revue
halshs-00451997v1
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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
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
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
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Efficient allocations and equilibria with short-selling and incomplete preferences
Rose-Anne Dana
,
Cuong Le Van
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
Article dans une revue
hal-00637397v1
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Optiml risk sharing with backbround risk
Rose-Anne Dana
,
Marco Scarsini
Article dans une revue
istex
hal-00360158v1
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Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
Guillaume Carlier
,
Rose-Anne Dana
Article dans une revue
istex
hal-00360903v1
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