| Publication | Date of Publication | Type |
|---|
Equilibrium CEO contract with belief heterogeneity
Economic Theory | 2022-10-06 | Paper |
Shareholder heterogeneity, asymmetric information, and the equilibrium manager
Economic Theory | 2022-05-31 | Paper |
Efficient allocations and equilibria with short-selling and incomplete preferences
Journal of Mathematical Economics | 2014-09-08 | Paper |
Intertemporal equilibria with Knightian uncertainty
Journal of Economic Theory | 2014-04-25 | Paper |
Pareto optima and equilibria when preferences are incompletely known
Journal of Economic Theory | 2014-04-25 | Paper |
Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
Journal of Mathematical Economics | 2012-07-13 | Paper |
Pareto efficiency for the concave order and multivariate comonotonicity
Journal of Economic Theory | 2012-03-05 | Paper |
Optimal demand for contingent claims when agents have law invariant utilities
Mathematical Finance | 2011-03-25 | Paper |
Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
Journal of Economic Theory | 2011-01-13 | Paper |
Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures
Mathematical Finance | 2010-08-03 | Paper |
Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities
Economic Theory | 2008-06-17 | Paper |
Are generalized call-spreads efficient?
Journal of Mathematical Economics | 2007-10-30 | Paper |
Optimal risk sharing with background risk
Journal of Economic Theory | 2007-06-26 | Paper |
Optimal Growth Without Discounting
Handbook on Optimal Growth 1 | 2007-03-09 | Paper |
Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints
Statistics & Risk Modeling | 2007-01-30 | Paper |
Existence and monotonicity of solutions to moral hazard problems
Journal of Mathematical Economics | 2006-01-10 | Paper |
A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
Mathematical Finance | 2005-10-27 | Paper |
Rearrangement inequalities in non-convex insurance models
Journal of Mathematical Economics | 2005-09-02 | Paper |
Market behavior when preferences are generated by second-order stochastic dominance
Journal of Mathematical Economics | 2005-02-09 | Paper |
Ambiguity, uncertainty aversion and equilibrium welfare
Economic Theory | 2004-09-22 | Paper |
Core of convex distortions of a probability.
Journal of Economic Theory | 2004-02-03 | Paper |
Dynamic programming in economics.
Dynamic Modeling and Econometrics in Economics and Finance | 2003-11-09 | Paper |
Pareto efficient insurance contracts when the insurer's cost function is discontinuous
Economic Theory | 2003-08-20 | Paper |
Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable
Review of Economic Design | 2003-02-03 | Paper |
On equilibria when agents have multiple priors
Annals of Operations Research | 2003-01-27 | Paper |
Financial markets in continuous time. Translated from the French by Anna Kennedy
Springer Finance | 2003-01-21 | Paper |
Arbitrage, duality and asset equilibria
Journal of Mathematical Economics | 2001-08-20 | Paper |
Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
Journal of Mathematical Economics | 2000-11-20 | Paper |
Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset
Journal of Mathematical Economics | 2000-03-30 | Paper |
On the different notions of arbitrage and existence of equilibrium
Journal of Economic Theory | 1999-10-05 | Paper |
General equilibrium in asset markets with or without short-selling
Journal of Mathematical Analysis and Applications | 1997-04-27 | Paper |
Asset equilibria in \(L^ p\) spaces with complete markets: A duality approach
Journal of Mathematical Economics | 1997-01-19 | Paper |
An extension of Milleron, Mitjushin and Polterovich's result
Journal of Mathematical Economics | 1995-05-14 | Paper |
Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models
Journal of Mathematical Economics | 1994-07-07 | Paper |
Equilibria of a stationary economy with recursive preferences
Journal of Optimization Theory and Applications | 1994-04-27 | Paper |
On the Bellman equation of the overtaking criterion: Addendum
Journal of Optimization Theory and Applications | 1994-04-27 | Paper |
Existence and Uniqueness of Equilibria When Preferences are Additively Separable
Econometrica | 1993-12-20 | Paper |
On the Existence of an Arrow-Radner Equilibrium in the Case of Complete Markets. A Remark
Mathematics of Operations Research | 1993-01-16 | Paper |
Optimal growth and Pareto optimality
Journal of Mathematical Economics | 1991-01-01 | Paper |
On the Bellman equation of the overtaking criterion
Journal of Optimization Theory and Applications | 1990-01-01 | Paper |
Structure of Pareto optima in an infinite-horizon economy where agents have recursive preferences
Journal of Optimization Theory and Applications | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4091153 (Why is no real title available?) | 1989-01-01 | Paper |
Production prices and general equilibrium prices. A long-run property of a Leontief economy
Journal of Mathematical Economics | 1989-01-01 | Paper |
Asymptotic properties of a Leontief economy
Journal of Economic Dynamics and Control | 1989-01-01 | Paper |
Dynamic complexity in duopoly games
Journal of Economic Theory | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3460060 (Why is no real title available?) | 1974-01-01 | Paper |
