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Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable
Dana, Rose-Anne - In: Review of economic design : RED 6 (2001) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001646228
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Ambiguity, uncertainty aversion and equilibrium welfare
Dana, Rose-Anne - In: Economic theory : official journal of the Society for … 23 (2004) 3, pp. 569-587
Persistent link: https://www.econbiz.de/10002059636
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Intertemporal equilibria with knightian uncertainty
Dana, Rose-Anne; Riedel, Frank - 2010
We study a dynamic and infinite-dimensional model with Knightian uncertainty modeled by incomplete multiple prior preferences. In interior efficient allocations, agents share a common risk-adjusted prior and use the same subjective interest rate. Interior efficient allocations and equilibria...
Persistent link: https://www.econbiz.de/10008736535
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Optimal risk-sharing rules and equilibria with Choquet-expected-utility
Chateauneuf, Alain; Dana, Rose-Anne; Tallon, Jean-Marc - In: Journal of mathematical economics 34 (2000) 2, pp. 191-214
Persistent link: https://www.econbiz.de/10001499094
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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique; Jeanblanc, Monique - 2003
Persistent link: https://www.econbiz.de/10001702715
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Existence and uniqueness of equilibria when preferences are additively separable
Dana, Rose-Anne - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 953-957
Persistent link: https://www.econbiz.de/10001147100
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Financial markets in continuous time
Dana, Rose-Anne; Jeanblanc, Monique - 2007 - Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129