Rose Anne Dana

Centre de Recherche en Mathématiques de la Décision — France

Economics, Econometrics and Finance · Social Sciences

15h-index675citations28works0.02yr avg
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Research Topics

Economic theories and models(22), Decision-Making and Behavioral Economics(9), Risk and Portfolio Optimization(8), Stochastic processes and financial applications(4), Game Theory and Voting Systems(3)

Publications28 total

Equilibrium CEO Contract with Belief Heterogeneity
SSRN Electronic Journal·2020· 1 citedOpen Access
Efficient allocations and Equilibria with short
RePEc: Research Papers in Economics·2014
Pareto optima and equilibria when preferences are incompletely known
Journal of Economic Theory·2013· 20 citedOpen Access
Intertemporal Equilibria with Knightian Uncertainty
RePEc: Research Papers in Economics·2013Open Access
Optimal Risk Sharing with Background Risk
LUISSThesis - Open Archive·2012· 10 citedOpen Access
Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities
Journal of Mathematical Economics·2011· 15 citedOpen Access
Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
Journal of Economic Theory·2010· 10 citedOpen Access
OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES
Mathematical Finance·2010· 39 citedOpen Access
Are generalized call-spreads efficient?
Journal of Mathematical Economics·2007· 4 citedOpen Access
A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
Mathematical Finance·2005· 18 citedOpen Access
Rearrangement inequalities in non-convex insurance models
Journal of Mathematical Economics·2005· 60 cited
Existence and monotonicity of solutions to moral hazard problems
Journal of Mathematical Economics·2004· 31 cited
Market behavior when preferences are generated by second-order stochastic dominance
Journal of Mathematical Economics·2004· 13 cited
Core of convex distortions of a probability
Journal of Economic Theory·2003· 109 cited
Efficient Insurance Contracts under Epsilon-Contaminated Utilities
The Geneva Risk and Insurance Review·2003· 21 cited
Diversification, convex preferences and non-empty core in the Choquet expected utility model
Economic Theory·2002· 80 citedOpen Access
Diversification, convex preferences and non-empty core in the Choquet expected utility model
RePEc: Research Papers in Economics·2002Open Access
Optimal risk-sharing rules and equilibria with Choquet-expected-utility
RePEc: Research Papers in Economics·2000· 4 cited
Asset Equilibria in Lp spaces with complete markets: A duality approach
Journal of Mathematical Economics·1996· 15 cited
Asset Equilibria in "L" Spaces with Complete Markets: A Duality Approach
RePEc: Research Papers in Economics·1996· 6 cited
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Frequent Co-authors

Cuong Le Van(9), Guillaume Carlier(3), Alain Chateauneuf(3), Guillaume Carlier(2), Jean‐Marc Tallon(2), Pierre Malgrange(1), Niousha Shahidi(1), Marco Scarsini(1), G. Carlier(1), Milo Bianchi(1), Elyès Jouini(1), Le Chen(1), Dominique Lévy(1), Frank Riedel(1)