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 7 9 130
General equilibrium in asset markets with or without short-selling 0 0 0 4 0 2 6 29
Intertemporal equilibria with Knightian uncertainty 0 0 0 55 1 9 12 168
Note on the bellman equation of the overtaking criterion (a) 0 0 0 3 0 2 6 305
On a discrete version of kaldor's 1940 cycle model 0 1 3 12 1 5 12 222
On the different notions of arbitrage and existence of equilibrium 0 0 0 3 2 3 6 177
On the structure of pareto-optima in an infinite horizon economy where agents have recursive preferences 0 0 1 3 0 3 5 102
Optimal growth and pareto-optimality 0 0 0 3 1 5 5 251
Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures 0 0 0 7 0 2 3 35
Pareto optima and equilibria when preferences are incompletely known 0 0 0 45 0 2 5 36
Production prices and general equilibrium prices 0 1 2 15 1 8 11 245
Total Working Papers 0 2 6 153 7 48 80 1,700


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 2 3 78 2 8 17 173
Ambiguity, uncertainty aversion and equilibrium welfare 0 0 0 57 0 4 12 152
An extension of Milleron, Mitjushin and Polterovich's result 0 0 0 16 0 2 4 108
Are generalized call-spreads efficient? 0 0 0 1 1 3 6 38
Asset Equilibria in Lp spaces with complete markets: A duality approach 0 0 0 20 0 5 10 122
Asymptotic properties of a Leontief economy 0 0 0 10 0 6 11 71
Dynamic complexity in duopoly games 0 0 0 82 0 2 4 194
Existence and Uniqueness of Equilibria When Preferences Are Additively Separable 0 0 1 45 1 3 6 122
Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models 0 0 1 84 0 2 5 189
Existence, uniqueness and determinacy of equilibrium in C.A.P.M. with a riskless asset 0 0 0 50 0 2 7 143
On rational dynamic strategies in infinite horizon models where agents discount the future 0 1 1 12 0 4 9 76
On the Different Notions of Arbitrage and Existence of Equilibrium 0 0 0 44 0 6 7 138
Optimal growth and Pareto optimality 0 0 0 30 1 5 6 89
Optimal risk sharing with background risk 0 0 0 60 1 2 5 152
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 1 74 1 9 19 224
Pareto efficiency for the concave order and multivariate comonotonicity 0 0 0 11 1 12 16 94
Pareto efficient insurance contracts when the insurer's cost function is discontinuous 0 0 1 72 0 2 14 395
Production prices and general equilibrium prices: A long-run property of a Leontief economy 0 1 1 29 1 6 10 95
Rearrangement inequalities in non-convex insurance models 0 0 1 52 0 3 5 151
Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities 0 0 0 10 0 5 7 72
original papers: Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable 0 0 0 151 0 6 11 538
Total Journal Articles 0 4 10 988 9 97 191 3,336


Statistics updated 2026-04-09