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De Von Neumann-Morgenstern a Arrow-Debreu:Theorie des Jeux et Equilibre.

Sorin, S. - Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. - 1995

Persistent link: https://www.econbiz.de/10005207486

A Class of Games with Positive Value of Information.

Bassan, B.; Gossner, O.; Scarsini, M.; Zamir, S. - Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. - 1999

It is well known that, whereas in one-agent contexts the value of information is always positive, in strategic … situations, this is not always the case. We will consider the class of games for which, under a specific information structure … information structure is Pareto dominated by this unique Pareto payoff profile. Therefore for these games the value of information …

Persistent link: https://www.econbiz.de/10005775617

Adverse Selection, Commitment and Renegotiation: Extension to and Evidence from Insurance Markets.

Dionne, G.; Doherty, N.A. - Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. - 1993

Persistent link: https://www.econbiz.de/10005775618

Portfolio Response to a Shift in a Return Distribution: Comment

Dachraoui, K.; Dionne, G. - Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. - 1998

In this paper we show how a shift in a return distribution affects the composition of an optimal portfolio in the case of one riskless asset and two risky assets. We obtain that, in general, such a shift modifies the composition of themutual fund. We also show that the separating conditions...

Persistent link: https://www.econbiz.de/10005775621

Information Structure, Labour Contracts and the Strategic Use of Debt.

Dachraoui, K.; Dionne, G. - Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. - 1998

In this research, we introduce information structure as a variable to explain differences in salary profiles and rates …

Persistent link: https://www.econbiz.de/10005775624

Property of Nash Equilibria in Repeated Games with Incomplete Information.

Forges, F.; Minelli, E. - Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. - 1995

Persistent link: https://www.econbiz.de/10005775628

Self-Fulfilling Mechanisms in Bayesian Games.

Forges, F.; Minelli, E. - Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. - 1996

The paper discusses several topics such Nash equilibria, repeated games. It also discusses applications to market games, regulation and R&D games.

Persistent link: https://www.econbiz.de/10005775632

Self-Fulfilling Mechanisms and Rational Expectations.

Forges, F.; Minelli, E. - Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. - 1996

We introduce a class of communication equilibria, which we call self-fulfilling mechanisms, and show that they provide a game-theoretic foundation to rational expectations equilibria.

Persistent link: https://www.econbiz.de/10005618870

Private Versus Public Product Labeling.

Bourgeon, J.M.; Coestier, B. - Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. - 1996

A market with asymmetric information on product quality that entails both adverse selection and moral hazard problems …

Persistent link: https://www.econbiz.de/10005618871

Asymetrie d'information, reputation et signes de Qualites.

Coestier, B. - Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. - 1995

Persistent link: https://www.econbiz.de/10005618881