Access Statistics for Rose-Anne Dana

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Arbitrage, duality and asset equilibria 0 0 0 3 1 1 12 134
General equilibrium in asset markets with or without short-selling 0 0 0 4 0 0 6 30
Intertemporal equilibria with Knightian uncertainty 0 0 0 55 0 1 16 172
Note on the bellman equation of the overtaking criterion (a) 0 0 0 3 0 0 6 306
On a discrete version of kaldor's 1940 cycle model 0 0 2 12 1 4 17 228
On the different notions of arbitrage and existence of equilibrium 0 0 0 3 1 1 10 182
On the structure of pareto-optima in an infinite horizon economy where agents have recursive preferences 0 0 0 3 1 1 8 106
Optimal growth and pareto-optimality 0 0 0 3 1 1 7 253
Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures 0 0 0 7 0 0 7 39
Pareto optima and equilibria when preferences are incompletely known 0 0 0 45 0 1 6 38
Production prices and general equilibrium prices 0 0 1 15 0 0 10 246
Total Working Papers 0 0 3 153 5 10 105 1,734

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS 0 1 3 79 1 3 20 179
Ambiguity, uncertainty aversion and equilibrium welfare 0 0 0 57 0 2 15 156
An extension of Milleron, Mitjushin and Polterovich's result 0 0 1 17 0 0 4 109
Are generalized call-spreads efficient? 0 0 0 1 0 0 7 39
Asset Equilibria in Lp spaces with complete markets: A duality approach 0 0 0 20 0 0 11 125
Asymptotic properties of a Leontief economy 0 0 0 10 1 2 10 73
Dynamic complexity in duopoly games 0 0 0 82 0 0 4 194
Existence and Uniqueness of Equilibria When Preferences Are Additively Separable 0 0 1 45 0 2 10 126
Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models 0 0 0 84 0 0 5 191
Existence, uniqueness and determinacy of equilibrium in C.A.P.M. with a riskless asset 0 0 0 50 0 0 4 143
On rational dynamic strategies in infinite horizon models where agents discount the future 0 0 1 12 0 0 6 76
On the Different Notions of Arbitrage and Existence of Equilibrium 0 0 0 44 0 1 7 139
Optimal growth and Pareto optimality 0 0 0 30 0 1 9 92
Optimal risk sharing with background risk 0 0 0 60 0 0 8 155
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 0 74 1 2 19 229
Pareto efficiency for the concave order and multivariate comonotonicity 0 0 0 11 0 0 20 99
Pareto efficient insurance contracts when the insurer's cost function is discontinuous 0 0 0 72 0 0 9 395
Production prices and general equilibrium prices: A long-run property of a Leontief economy 0 0 1 29 0 1 14 99
Rearrangement inequalities in non-convex insurance models 0 1 1 53 0 1 6 153
Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities 0 0 0 10 0 0 8 73
original papers: Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable 0 0 0 151 0 1 13 542
Total Journal Articles 0 2 8 991 3 16 209 3,387

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Statistics updated 2026-09-10