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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

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

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

Existence and monotonicity of solutions to moral hazard problems

Carlier, Guillaume; Dana, Rose-Anne - In: Journal of mathematical economics 41 (2005) 7, pp. 826-843

Persistent link: https://www.econbiz.de/10003154314

Rearrangement inequalities in non-convex insurance models

Carlier, Guillaume; Dana, Rose-Anne - In: Journal of mathematical economics 41 (2005) 4/5, pp. 483-503

Persistent link: https://www.econbiz.de/10002922651

A representation result for concave Schur concave functions

Dana, Rose-Anne - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 613-634

Persistent link: https://www.econbiz.de/10003121134

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