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 0 6 8 129
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 4 10 11 167
Note on the bellman equation of the overtaking criterion (a) 0 0 0 3 0 4 6 305
On a discrete version of kaldor's 1940 cycle model 0 1 3 12 0 8 11 221
On the different notions of arbitrage and existence of equilibrium 0 0 1 3 0 2 5 175
On the structure of pareto-optima in an infinite horizon economy where agents have recursive preferences 0 0 1 3 1 4 5 102
Optimal growth and pareto-optimality 0 0 0 3 0 4 4 250
Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures 0 0 0 7 1 2 3 35
Pareto optima and equilibria when preferences are incompletely known 0 0 0 45 1 4 5 36
Production prices and general equilibrium prices 1 1 2 15 2 8 10 244
Total Working Papers 1 2 7 153 9 54 74 1,693

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 1 2 3 78 2 7 15 171
Ambiguity, uncertainty aversion and equilibrium welfare 0 0 0 57 0 8 13 152
An extension of Milleron, Mitjushin and Polterovich's result 0 0 0 16 0 3 4 108
Are generalized call-spreads efficient? 0 0 0 1 0 4 5 37
Asset Equilibria in Lp spaces with complete markets: A duality approach 0 0 0 20 0 6 10 122
Asymptotic properties of a Leontief economy 0 0 0 10 2 7 11 71
Dynamic complexity in duopoly games 0 0 0 82 1 2 5 194
Existence and Uniqueness of Equilibria When Preferences Are Additively Separable 0 0 1 45 0 3 5 121
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 1 1 1 12 3 5 9 76
On the Different Notions of Arbitrage and Existence of Equilibrium 0 0 0 44 1 6 7 138
Optimal growth and Pareto optimality 0 0 0 30 0 5 5 88
Optimal risk sharing with background risk 0 0 0 60 0 3 4 151
Optimal risk-sharing rules and equilibria with Choquet-expected-utility 0 0 1 74 0 9 18 223
Pareto efficiency for the concave order and multivariate comonotonicity 0 0 0 11 3 12 15 93
Pareto efficient insurance contracts when the insurer's cost function is discontinuous 0 0 1 72 0 6 14 395
Production prices and general equilibrium prices: A long-run property of a Leontief economy 0 1 1 29 0 8 9 94
Rearrangement inequalities in non-convex insurance models 0 0 1 52 0 4 5 151
Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities 0 0 0 10 1 7 7 72
original papers: Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable 0 0 0 151 2 8 11 538
Total Journal Articles 2 4 10 988 15 117 184 3,327

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Statistics updated 2026-03-04