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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

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

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

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

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

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

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

Efficiency of correlation in a bottleneck game

Rivera, Thomas J.; Scarsini, Marco; Tomala, Tristan - 2018

We consider a model of bottleneck congestion in discrete time with a penalty cost for being late. This model can be applied to several situations where agents need to use a capacitated facility in order to complete a task before a hard deadline. A possible example is a situation where commuters...

Persistent link: https://www.econbiz.de/10012120099