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Discrete time

Dana, Rose-Anne (contributor) - 2006

Persistent link: https://www.econbiz.de/10003305899

Are generalized call-spreads efficient?

Carlier, Guillaume; Dana, Rose-Anne - In: Journal of mathematical economics 43 (2007) 5, pp. 581-596

Persistent link: https://www.econbiz.de/10003487818

Optimal risk sharing with background risk

Dana, Rose-Anne; Scarsini, Marco - In: Journal of economic theory 133 (2007) 1, pp. 152-176

Persistent link: https://www.econbiz.de/10003445685

Optimal growth without discounting

Dana, Rose-Anne; Le Van, Cuong - 2006

Persistent link: https://www.econbiz.de/10003372649

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

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

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 efficiency for the concave order and multivariate comonotonicity

Carlier, Guillaume; Dana, Rose-Anne; Galichon, A. - In: Journal of economic theory 147 (2012) 1, pp. 207-229

Persistent link: https://www.econbiz.de/10009548953

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

Optimal demand for contingent claims when agents have law invariant utilities

Carlier, Guillaume; Dana, Rose-Anne - In: Mathematical finance : an international journal of … 21 (2011) 2, pp. 169-201

Persistent link: https://www.econbiz.de/10008935693

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