7
H index
5
i10 index
190
Citations
V. Filipe Martins-da-Rocha : Citation Profile
Fundação Getúlio Vargas (FGV) | RESEARCH PRODUCTION: 21 Articles 40 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2003 - 2018). 
Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with V. Filipe Martins-da-Rocha. | Is cited by:
| Cites to:
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Main data
Where V. Filipe Martins-da-Rocha has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Theory | 7 |
| Journal of Mathematical Economics | 5 |
| Journal of Economic Theory | 3 |
| Annals of Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) | 14 |
| Post-Print / HAL | 10 |
| Working Papers / HAL | 4 |
| Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL | 2 |
Recent works citing V. Filipe Martins-da-Rocha (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Ex-post core, fine core and rational expectations equilibrium allocations. (2017). Cao, Jiling ; Bhowmik, Anuj. In: Papers. RePEc:arx:papers:1703.08807. Full description at Econpapers || Download paper |
| 2019 | Almost Sure Uniqueness of a Global Minimum Without Convexity. (2018). Cox, Gregory. In: Papers. RePEc:arx:papers:1803.02415. Full description at Econpapers || Download paper |
| 2019 | Discrete Time Dynamic Programming with Recursive Preferences: Optimality and Applications. (2019). Ren, Guanlong ; Stachurski, John. In: Papers. RePEc:arx:papers:1812.05748. Full description at Econpapers || Download paper |
| 2019 | Existence and Uniqueness of Solutions to the Stochastic Bellman Equation with Unbounded Shock. (2019). Rinc, Juan Pablo. In: Papers. RePEc:arx:papers:1907.07343. Full description at Econpapers || Download paper |
| 2019 | Optimal timing of decisions: A general theory based on continuation values. (2019). Stachurski, John ; Ma, Qingyin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:62-81. Full description at Econpapers || Download paper |
| 2017 | Stable sets for exchange economies with interdependent preferences. (2017). Graziano, Maria ; Meo, Claudia ; Yannelis, Nicholas C. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:267-286. Full description at Econpapers || Download paper |
| 2018 | Convex dynamic programming with (bounded) recursive utility. (2018). Bloise, Gaetano ; Vailakis, Yiannis. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:118-141. Full description at Econpapers || Download paper |
| 2018 | Stochastic optimal growth model with risk sensitive preferences. (2018). Bauerle, Nicole ; Jakiewicz, Anna. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:181-200. Full description at Econpapers || Download paper |
| 2017 | Existence 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. Full description at Econpapers || Download paper |
| 2017 | Core equivalence with differentiated commodities. (2017). Greinecker, Michael ; Podczeck, Konrad. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:73:y:2017:i:c:p:54-67. Full description at Econpapers || Download paper |
| 2018 | Ex-post core, fine core and rational expectations equilibrium allocations. (2018). Bhowmik, Anuj ; Cao, Jiling. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:74:y:2018:i:c:p:128-138. Full description at Econpapers || Download paper |
| 2018 | Some generalizations of Kajii’s theorem to games with infinitely many players. (2018). Yang, Zhe. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:76:y:2018:i:c:p:131-135. Full description at Econpapers || Download paper |
| 2019 | Financial segmentation and collateralized debt in infinite-horizon economies. (2019). Torres-Martinez, Juan Pablo ; Sepulveda, Fabian ; Iraola, Miguel A. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:80:y:2019:i:c:p:56-69. Full description at Econpapers || Download paper |
| 2017 | On Temporal Aggregators and Dynamic Programming. (2017). Drugeon, Jean-Pierre ; Bich, Philippe ; Morhaim, Lisa . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01437496. Full description at Econpapers || Download paper |
| 2017 | On Temporal Aggregators and Dynamic Programming. (2017). Morhaim, Lisa ; Drugeon, Jean-Pierre ; Bich, Philippe. In: Post-Print. RePEc:hal:journl:halshs-01437496. Full description at Econpapers || Download paper |
| 2017 | Arbitration and Renegotiation in Trade Agreements. (2017). Becker, Robert A ; Rincon-Zapatero, Juan Pablo. In: Caepr Working Papers. RePEc:inu:caeprp:2017007. Full description at Econpapers || Download paper |
| 2018 | Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation. (2018). Becker, Robert ; Rincon-Zapatero, Juan Pablo. In: Caepr Working Papers. RePEc:inu:caeprp:2018008. Full description at Econpapers || Download paper |
| 2017 | Existence and uniqueness of equilibrium in Lucas’ asset pricing model when utility is unbounded. (2017). Schuetze, Fabian ; Schutze, Fabian ; Brogueira, Joo. In: Economic Theory Bulletin. RePEc:spr:etbull:v:5:y:2017:i:2:d:10.1007_s40505-016-0112-1. Full description at Econpapers || Download paper |
| 2017 | Equilibrium 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. Full description at Econpapers || Download paper |
| 2017 | Asset pricing in an imperfect world. (2017). Cassese, Gianluca. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:3:d:10.1007_s00199-016-0999-7. Full description at Econpapers || Download paper |
| 2017 | Introduction to the Special Issue on Models of Debt and Debt Crises. (2017). Kehoe, Timothy ; Polemarchakis, Herakles ; Arellano, Cristina. In: Economic Theory. RePEc:spr:joecth:v:64:y:2017:i:4:d:10.1007_s00199-017-1088-2. Full description at Econpapers || Download paper |
| 2018 | Conditional expectation of correspondences and economic applications. (2018). He, Wei ; Sun, Yeneng. In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:2:d:10.1007_s00199-017-1067-7. Full description at Econpapers || Download paper |
| 2018 | On temporal aggregators and dynamic programming. (2018). Bich, Philippe ; Morhaim, Lisa ; Drugeon, Jean-Pierre. In: Economic Theory. RePEc:spr:joecth:v:66:y:2018:i:3:d:10.1007_s00199-017-1045-0. Full description at Econpapers || Download paper |
| 2017 | Sovereign debt and incentives to default with uninsurable risks. (2017). Bloise, Gaetano ; Polemarchakis, Herakles ; Vailakis, Yiannis. In: Theoretical Economics. RePEc:the:publsh:2146. Full description at Econpapers || Download paper |
Works by V. Filipe Martins-da-Rocha:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | On Equilibrium Prices in Continuous Time In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2011 | On equilibrium prices in continuous time.(2011) In: Center for Mathematical Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | On equilibrium prices in continuous time.(2010) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2008 | On equilibrium prices in continuous time.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Fixed point for local contractions: Applications to recursive utility In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 3 |
| 2013 | Fixed-point for local contractions: applications to recursive utility.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | Collateral, default penalties and almost finite-time solvency In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Collateral, default penalties and almost finite-time solvency.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Output contingent securities and efficient investment by firms In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Output contingent securities and efficient investment by firms.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Existence and Uniqueness of a Fixed Point for Local Contractions In: Econometrica. [Full Text][Citation analysis] | article | 36 |
| 2008 | Existence and uniqueness of a fixed-point for local contractions.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2012 | Harsh default penalties lead to Ponzi schemes: A counterexample In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 4 |
| 2012 | Harsh default penalties lead to Ponzi schemes: A counterexample.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2008 | Cournot-Nash equilibria in continuum games with non-ordered preferences In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 7 |
| 2010 | Interim efficiency with MEU-preferences In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 6 |
| 2009 | Interim efficiency with MEU-preferences.(2009) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | Interim efficiency with MEU-preferences.(2010) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2003 | Equilibria in large economies with a separable Banach commodity space and non-ordered preferences In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 6 |
| 2004 | Equilibrium analysis in financial markets with countably many securities In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 7 |
| 2004 | Equilibrium analysis in financial markets with countably many securities.(2004) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Unbounded exchange economies with satiation: How far can we go? In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 11 |
| 2008 | Unbounded exchange economies with satiation: how far can we go?.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2012 | Endogenous debt constraints in collateralized economies with default penalties In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
| 2011 | Endogenous debt constraints in collateralized economies with default penalties.(2011) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2012 | Endogenous debt constraints in collateralized economies with default penalties.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | Constrained efficiency without commitment In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Constrained efficiency without commitment.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Constrained Efficiency Without Commitment.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Endogenous Transaction Costs In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Endogenous Transaction Costs.(2008) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2003 | Equilibria in security markets with a continuum of agents In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 2007 | Contract enforcement and incentive compatibility in large economies with differential information: the role of exact feasibility In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 1 |
| 2008 | Large economies with differential information but without free disposal In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 1 |
| 2008 | Equilibrium theory with asymmetric information and infinitely many states In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 14 |
| 2009 | Equilibrium theory with asymmetric information and infinitely many states.(2009) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2010 | Competitive equilibria in infinite-horizon collateralized economies with default penalties In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2011 | Non-emptiness of the alpha-core In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 5 |
| 2011 | Nonemptiness of the alpha-core.(2011) In: The School of Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2011 | On Ponzi schemes in infinite horizon collateralized economies with default penalties In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 2012 | On Ponzi schemes in infinite horizon collateralized economies with default penalties.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | On Ponzi schemes in infinite horizon collateralized economies with default penalties.(2012) In: Annals of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2005 | Asset market equilibrium with short-selling and differential information In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 15 |
| 2005 | Asset market equilibrium with short-selling and differential information..(2005) In: Cahiers de la Maison des Sciences Economiques. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2007 | Asset market equilibrium with short-selling and differential information.(2007) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2017 | Borrowing in Excess of Natural Ability to Repay In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Borrowing in excess of natural ability to repay.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Borrowing in Excess of Natural Ability to Repay.(2017) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2016 | On the sovereign debt paradox In: Post-Print. [Citation analysis] | paper | 6 |
| 2015 | On the Sovereign Debt Paradox.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2017 | On the sovereign debt paradox.(2017) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2014 | Self-enforcing Debt, Reputation, and the Role of Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Self-enforcing Debt, Reputation, and the Role of Interest Rates.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Self-enforced debt and rational Ponzi games In: Working Papers. [Citation analysis] | paper | 0 |
| 2005 | FATOU¡¯S LEMMA FOR UNBOUNDED GELFAND INTEGRABLE MAPPINGS In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Stochastic equilibria for economies under uncertainty with intertemporal substitution In: Annals of Finance. [Full Text][Citation analysis] | article | 2 |
| 2004 | Equilibria in large economies with differentiated commodities and non-ordered preferences In: Economic Theory. [Full Text][Citation analysis] | article | 2 |
| 2004 | Equilibria in reflexive Banach lattices with a continuum of agents In: Economic Theory. [Full Text][Citation analysis] | article | 4 |
| 2009 | Large economies with differential information and without free disposal In: Economic Theory. [Full Text][Citation analysis] | article | 25 |
| 2010 | Financial markets with endogenous transaction costs In: Economic Theory. [Full Text][Citation analysis] | article | 4 |
| 2005 | Equilibria in exchange economies with financial constraints: Beyond the Cass Trick In: Microeconomics. [Full Text][Citation analysis] | paper | 6 |
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