Rose-Anne Dana

Available identifiers

zbMath Open dana.rose-anneMaRDI QIDQ226693

List of research outcomes

Publication	Date of Publication	Type
Equilibrium CEO contract with belief heterogeneity	2022-10-06	Paper
Shareholder heterogeneity, asymmetric information, and the equilibrium manager	2022-05-31	Paper
Efficient allocations and equilibria with short-selling and incomplete preferences	2014-09-08	Paper
Intertemporal equilibria with Knightian uncertainty	2014-04-25	Paper
Pareto optima and equilibria when preferences are incompletely known	2014-04-25	Paper
Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities	2012-07-13	Paper
Pareto efficiency for the concave order and multivariate comonotonicity	2012-03-05	Paper
OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES	2011-03-25	Paper
Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling	2011-01-13	Paper
OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES	2010-08-03	Paper
Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities	2008-06-17	Paper
Are generalized call-spreads efficient?	2007-10-30	Paper
Optimal risk sharing with background risk	2007-06-26	Paper
Optimal Growth Without Discounting	2007-03-09	Paper
Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints	2007-01-30	Paper
Existence and monotonicity of solutions to moral hazard problems	2006-01-10	Paper
A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS	2005-10-27	Paper
Rearrangement inequalities in non-convex insurance models	2005-09-02	Paper
Market behavior when preferences are generated by second-order stochastic dominance	2005-02-09	Paper
Ambiguity, uncertainty aversion and equilibrium welfare	2004-09-22	Paper
Core of convex distortions of a probability.	2004-02-03	Paper
Dynamic programming in economics.	2003-11-09	Paper
Pareto efficient insurance contracts when the insurer's cost function is discontinuous	2003-08-20	Paper
Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable	2003-02-03	Paper
On equilibria when agents have multiple priors	2003-01-27	Paper
Financial markets in continuous time. Translated from the French by Anna Kennedy	2003-01-21	Paper
Arbitrage, duality and asset equilibria	2001-08-20	Paper
Optimal risk-sharing rules and equilibria with Choquet-expected-utility.	2000-11-20	Paper
Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset	2000-03-30	Paper
On the different notions of arbitrage and existence of equilibrium	1999-10-05	Paper
General equilibrium in asset markets with or without short-selling	1997-04-27	Paper
Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach	1997-01-19	Paper
An extension of Milleron, Mitjushin and Polterovich's result	1995-05-14	Paper
Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models	1994-07-07	Paper
Equilibria of a stationary economy with recursive preferences	1994-04-27	Paper
On the Bellman equation of the overtaking criterion: Addendum	1994-04-27	Paper
Existence and Uniqueness of Equilibria When Preferences are Additively Separable	1993-12-20	Paper
On the Existence of an Arrow-Radner Equilibrium in the Case of Complete Markets. A Remark	1993-01-16	Paper
Optimal growth and Pareto optimality	1991-01-01	Paper
On the Bellman equation of the overtaking criterion	1990-01-01	Paper
Structure of Pareto optima in an infinite-horizon economy where agents have recursive preferences	1990-01-01	Paper
Asymptotic properties of a Leontief economy	1989-01-01	Paper
Production prices and general equilibrium prices. A long-run property of a Leontief economy	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3818776	1989-01-01	Paper
Dynamic complexity in duopoly games	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4045851	1974-01-01	Paper

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