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Equilibrium, uniqueness and determinacy of equilibrium in CAPM with a riskless asset
Dana, Rose-Anne - In: Journal of mathematical economics 32 (1999) 2, pp. 167-175
Persistent link: https://www.econbiz.de/10001417897
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Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
Carlier, Guillaume; Dana, Rose-Anne - In: Economic theory : official journal of the Society for … 36 (2008) 2, pp. 189-223
Persistent link: https://www.econbiz.de/10003715930
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Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
Dana, Rose-Anne; Le Van, Cuong - In: Mathematical finance : an international journal of … 20 (2010) 3, pp. 327-339
Persistent link: https://www.econbiz.de/10008665093
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Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
Dana, Rose-Anne; Le Van, Cuong - In: Journal of economic theory 145 (2010) 6, pp. 2186-2202
Persistent link: https://www.econbiz.de/10009157159
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Pareto optima and equilibria when preferences are incompletely known
Carlier, Guillaume; Dana, Rose-Anne - In: Journal of economic theory 148 (2013) 4, pp. 1606-1623
Persistent link: https://www.econbiz.de/10009763668
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Efficient allocations and equilibria with short-selling and incomplete preferences
Dana, Rose-Anne; Le Van, Cuong - In: Journal of mathematical economics 53 (2014), pp. 101-105
Persistent link: https://www.econbiz.de/10011297140
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Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
Dana, Rose-Anne - In: Journal of mathematical economics 47 (2011) 3, pp. 328-335
Persistent link: https://www.econbiz.de/10009422734