Rose-Anne Dana : Citation Profile


Are you Rose-Anne Dana?

Institut de Préparation à l'Administration et à la Gestion (IPAG) (50% share)
Université Paris-Dauphine (Paris IX) (50% share)

13

H index

17

i10 index

506

Citations

RESEARCH PRODUCTION:

22

Articles

4

Papers

RESEARCH ACTIVITY:

   31 years (1986 - 2017). See details.
   Cites by year: 16
   Journals where Rose-Anne Dana has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 10 (1.94 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda647
   Updated: 2020-02-08    RAS profile: 2015-02-28    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Rose-Anne Dana.

Is cited by:

LE VAN, CUONG (42)

Ghossoub, Mario (25)

Chateauneuf, Alain (21)

amarante, massimiliano (16)

Ha-Huy, Thai (15)

Phelps, Edmund (14)

Tallon, Jean-Marc (13)

BONNISSEAU, Jean-Marc (12)

Martins-da-Rocha, V. Filipe (10)

Araujo, Aloisio (9)

Zhang, Wei-Bin (9)

Cites to:

Tallon, Jean-Marc (9)

Dybvig, Philip (7)

Kehoe, Timothy (7)

Dybvig, Phillip (7)

Chateauneuf, Alain (7)

Levine, David (7)

Chew, Soo Hong (6)

Epstein, Larry (5)

Werner, Jan (5)

Chichilnisky, Graciela (5)

Picard, Pierre (5)

Main data


Where Rose-Anne Dana has published?


Journals with more than one article published# docs
Journal of Mathematical Economics9
Journal of Economic Theory4
Economic Theory3

Recent works citing Rose-Anne Dana (2018 and 2017)


YearTitle of citing document
2018On the time consistency of collective preferences. (2018). Alcalá, Luis. In: Papers. RePEc:arx:papers:1607.02688.

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2019Multi-period investment strategies under Cumulative Prospect Theory. (2017). Pirvu, Traian A ; Deng, Liurui. In: Papers. RePEc:arx:papers:1608.08490.

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2018Extended Gini-type measures of risk and variability. (2018). Lakhnati, Ghizlane ; Berkhouch, Mohammed. In: Papers. RePEc:arx:papers:1707.07322.

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2018Quantile optimization under derivative constraint. (2018). Xu, Zuo Quan. In: Papers. RePEc:arx:papers:1803.02546.

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2018Law-invariant insurance pricing and its limitations. (2018). Svindland, Gregor ; Munari, Cosimo ; Koch-Medina, Pablo ; Bellini, Fabio. In: Papers. RePEc:arx:papers:1808.00821.

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2018On the solution uniqueness in portfolio optimization and risk analysis. (2018). Palczewski, Jan ; Grechuk, Bogdan. In: Papers. RePEc:arx:papers:1810.11299.

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2018Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing. (2018). Stadje, Mitja. In: Papers. RePEc:arx:papers:1811.09615.

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2019Systemic Optimal Risk Transfer Equilibrium. (2019). Meyer-Brandis, Thilo ; Frittelli, Marco ; Fouque, Jean-Pierre ; Doldi, Alessandro ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1907.04257.

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2019Multivariate Systemic Optimal Risk Transfer Equilibrium. (2019). Frittelli, Marco ; Doldi, Alessandro. In: Papers. RePEc:arx:papers:1912.12226.

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2017Economic Growth and Structural Change ? A Synthesis of the Walrasian General Equilibrium, Ricardian Distribution and Neoclassical Growth Theories. (2017). Zhang, Wei-Bin. In: Asian Development Policy Review. RePEc:asi:adprev:2017:p:17-36.

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2017Discrimination and Inequality in an Integrated Walrasian-General-Equilibrium and Neoclassical-Growth Theory. (2017). Zhang, Wei-Bin. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2017:p:57-76.

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2018BUSINESS CYCLES IN A GENERAL EQUILIBRIUM DYNAMIC MODEL WITH LAND VALUE AND RENT. (2018). Zhang, Wei-Bin. In: Economic Annals. RePEc:beo:journl:v:62:y:2018:i:216:p:7-34.

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2018BUSINESS CYCLES IN A GENERAL EQUILIBRIUM DYNAMIC MODEL WITH LAND VALUE AND RENT. (2018). Zhang, Wei-Bin. In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:216:p:7-34.

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2018Equilibria under Knightian Price Uncertainty. (2018). Riedel, Frank ; Beiner, Patrick . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:597.

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2017RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES. (2017). Boonen, Tim J. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:47:y:2017:i:01:p:303-329_00.

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2017Dynamics of a Cournot duopoly game with bounded rationality based on relative profit maximization. (2017). Elsadany, A A. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:294:y:2017:i:c:p:253-263.

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2018On the dynamics of Kopel’s Cournot duopoly model. (2018). Canovas, J S ; Muoz-Guillermo, M. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:330:y:2018:i:c:p:292-306.

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2018On the indifference relation in Bewley preferences. (2018). Gerasimou, Georgios. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:24-26.

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2018Insurance with multiple insurers: A game-theoretic approach. (2018). Asimit, Vali ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:778-790.

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2017Optimal insurance design in the presence of exclusion clauses. (2017). Chi, Yichun ; Liu, Fangda . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:185-195.

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2017Optimal insurance design with a bonus. (2017). Li, Yongwu ; Xu, Zuo Quan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:111-118.

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2018Optimal insurance design under background risk with dependence. (2018). Lu, ZhiYi ; Han, Ziqi ; Liu, LePing ; Meng, Shengwang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:80:y:2018:i:c:p:15-28.

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2018The average risk sharing problem under risk measure and expected utility theory. (2018). Mao, Tiantian ; Liu, Haiyan ; Hu, Jiuyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:170-179.

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2019Optimal insurance under rank-dependent expected utility. (2019). Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:51-66.

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2019On the existence of a representative reinsurer under heterogeneous beliefs. (2019). Ghossoub, Mario ; Boonen, Tim J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:209-225.

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2017Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks. (2017). Furman, Edward ; Zitikis, Riardas ; Wang, Ruodu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:70-84.

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2018Financial market structures revealed by pricing rules: Efficient complete markets are prevalent. (2018). Faro, José ; Chateauneuf, Alain ; Araujo, Aloisio. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:257-288.

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2018Risk sharing in the small and in the large. (2018). Siniscalchi, Marciano ; Ghirardato, Paolo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:730-765.

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2017The composite iteration algorithm for finding efficient and financially fair risk-sharing rules. (2017). Schumacher, Johannes ; Pazdera, Jaroslav. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:72:y:2017:i:c:p:122-133.

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2017Existence of equilibrium on asset markets with a countably infinite number of states. (2017). Ha-Huy, Thai ; le Van, Cuong. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:73:y:2017:i:c:p:44-53.

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2018Margins on short sales and equilibrium price indeterminacy. (2018). Ma, Chenghu ; Xu, Yifan ; Hu, Jianqiang. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:74:y:2018:i:c:p:79-92.

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2018Equilibria in the CAPM with non-tradeable endowments. (2018). Koch-Medina, Pablo ; Wenzelburger, Jan. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:75:y:2018:i:c:p:93-107.

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2018Arbitrage and equilibrium in economies with short-selling and ambiguity. (2018). Ha-Huy, Thai ; Tran-Viet, Cuong ; le Van, Cuong. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:76:y:2018:i:c:p:95-100.

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2018Real indeterminacy of general equilibrium under Knightian uncertainty. (2018). Ma, Wei. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:79:y:2018:i:c:p:106-111.

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2019Efficient allocations under law-invariance: A unifying approach. (2019). Svindland, Gregor ; Liebrich, Felix-Benedikt. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:84:y:2019:i:c:p:28-45.

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2017No-arbitrage and Equilibrium in Finite Dimension: A General Result. (2017). Wooders, Myrna ; Ha-Huy, Thai ; Page, Frank ; le Van, Cuong. In: Documents de recherche. RePEc:eve:wpaper:17-06.

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2018On the Optimal Risk Sharing in Reinsurance with Random Recovery Rate. (2018). Li, Chen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:114-:d:174388.

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2017Equilibrium of a production economy with noncompact attainable allocation set. (2017). BONNISSEAU, Jean-Marc ; Ounaies, Senda ; Chebbi, Souhail. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01382539.

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2017No-arbitrage and Equilibrium in Finite Dimension: A General Result. (2017). Wooders, Myrna ; Ha-Huy, Thai ; Page, Frank ; le Van, Cuong. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01529663.

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2019Equilibrium of a production economy with non-compact attainable allocations set. (2019). BONNISSEAU, Jean-Marc ; Chebbi, Souhail ; Ounaies, Senda. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01859163.

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2019Market Allocations under Ambiguity: A Survey. (2019). Tallon, Jean-Marc ; Mukerji, Sujoy ; Billot, Antoine. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02173491.

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2018Inf-Convolution of Choquet Integrals and Applications in Optimal Risk Transfer. (2018). Kazi-Tani, Nabil. In: Working Papers. RePEc:hal:wpaper:hal-01742629.

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2019Chaos in Duopoly Games via Furstenberg Family Couple. (2019). Zhao, YU ; Li, Risong. In: Complexity. RePEc:hin:complx:5484629.

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2017Social Status and Inequality in an Integrated Walrasian-General Equilibrium and Neoclassical-Growth Theory. (2017). Zhang, Wei-Bin. In: Journal of Economic Development. RePEc:jed:journl:v:42:y:2017:i:4:p:95-118.

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2018Equilibrium Prices of the Market Portfolio in the CAPM with Incomplete Financial Markets. (2018). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:1005.

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2017Equilibrium of a production economy with noncompact attainable allocations set. (2017). BONNISSEAU, Jean-Marc ; Chebbi, Souhail ; Ounaies, Senda. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16056r.

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2017No-arbitrage and Equilibrium in Finite Dimension: A General Result. (2017). Wooders, Myrna ; Ha-Huy, Thai ; Page, Frank ; le Van, Cuong. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17023.

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2019Nonnegative Square Matrices: Irreducibility, Reducibility, Primitivity and Some Economic Applications. (2019). Giorgi, Giorgio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0175.

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2017Extended Gini-type measures of risk and variability. (2017). Berkhouch, Mohammed ; Lakhnati, Ghizlane. In: MPRA Paper. RePEc:pra:mprapa:80329.

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2019Market Allocations under Ambiguity: A Survey. (2019). Tallon, Jean-Marc ; Mukerji, Sujoy ; Billot, Antoine. In: Working Papers. RePEc:qmw:qmwecw:897.

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2017Certainty equivalent measures of risk. (2017). Vinel, Alexander ; Krokhmal, Pavlo A. In: Annals of Operations Research. RePEc:spr:annopr:v:249:y:2017:i:1:d:10.1007_s10479-015-1801-0.

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2018Some reflections on past and future of nonlinear dynamics in economics and finance. (2018). Anufriev, Mikhail ; Tramontana, Fabio ; Radi, Davide. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0229-9.

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2018Evolutionary Competition Between Adjustment Processes in Cournot Oligopoly: Instability and Complex Dynamics. (2018). Tuinstra, Jan ; Ochea, Marius I ; Hommes, Cars H. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:8:y:2018:i:4:d:10.1007_s13235-018-0238-x.

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2018Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty. (2018). Riedel, Frank ; Beissner, Patrick. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:3:d:10.1007_s00780-018-0362-x.

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2017Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents. (2017). Chateauneuf, Alain ; BONNISSEAU, Jean-Marc ; Araujo, Aloisio ; Novinski, Rodrigo. In: Economic Theory. RePEc:spr:joecth:v:63:y:2017:i:1:d:10.1007_s00199-016-0985-0.

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2017Equilibrium prices and trade under ambiguous volatility. (2017). Beissner, Patrick. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:2:d:10.1007_s00199-016-0979-y.

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2017Business Cycles in a Two-Sector Growth Model with Heterogeneous Households and Endogenous Human Capital. (2017). Zhang, Wei-Bin. In: Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series. RePEc:vra:journl:y:2017:i:1:p:14-27.

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Works by Rose-Anne Dana:


YearTitleTypeCited
2017Intertemporal equilibria with Knightian uncertainty In: Center for Mathematical Economics Working Papers.
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paper16
2005A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS In: Mathematical Finance.
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article35
2006Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints In: Statistics & Risk Modeling.
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article12
1993Existence and Uniqueness of Equilibria When Preferences Are Additively Separable. In: Econometrica.
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article26
1989Asymptotic properties of a Leontief economy In: Journal of Economic Dynamics and Control.
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article3
1987On rational dynamic strategies in infinite horizon models where agents discount the future In: Journal of Economic Behavior & Organization.
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article8
2007Optimal risk sharing with background risk In: Journal of Economic Theory.
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article28
2012Pareto efficiency for the concave order and multivariate comonotonicity In: Journal of Economic Theory.
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article23
1986Dynamic complexity in duopoly games In: Journal of Economic Theory.
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article37
1999On the Different Notions of Arbitrage and Existence of Equilibrium In: Journal of Economic Theory.
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article59
1989Production prices and general equilibrium prices : A long-run property of a Leontief economy In: Journal of Mathematical Economics.
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article14
1991Optimal growth and Pareto optimality In: Journal of Mathematical Economics.
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article11
1993Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models In: Journal of Mathematical Economics.
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article5
1995An extension of Milleron, Mitjushin and Polterovichs result In: Journal of Mathematical Economics.
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article3
1996Asset Equilibria in Lp spaces with complete markets: A duality approach In: Journal of Mathematical Economics.
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article12
1999Existence, uniqueness and determinacy of equilibrium in C.A.P.M. with a riskless asset In: Journal of Mathematical Economics.
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article10
2000Optimal risk-sharing rules and equilibria with Choquet-expected-utility In: Journal of Mathematical Economics.
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article88
2005Rearrangement inequalities in non-convex insurance models In: Journal of Mathematical Economics.
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article21
2007Are generalized call-spreads efficient? In: Journal of Mathematical Economics.
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article2
2007Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper14
2013Pareto optima and equilibria when preferences are incompletely known In: Post-Print.
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paper8
2003Pareto efficient insurance contracts when the insurers cost function is discontinuous In: Economic Theory.
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article8
2004Ambiguity, uncertainty aversion and equilibrium welfare In: Economic Theory.
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article38
2008Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities In: Economic Theory.
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article21
2001original papers : Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable In: Review of Economic Design.
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article1
1994General equilibrium in asset markets with or without short-selling In: Discussion Paper.
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paper3

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