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V. Filipe Martins-da-Rocha

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Victor Filipe Martins da Rocha & Mateus Santos, 2019. "Self-Enforcing Debt and Rational Bubbles," Post-Print hal-01951504, HAL.

    Cited by:

    1. Dirk Krueger & Fulin Li & Harald Uhlig, 2024. "Neoclassical Growth Transition Dynamics with One-Sided Commitment," NBER Working Papers 32880, National Bureau of Economic Research, Inc.
    2. V. Filipe Martins-da-Rocha & Toan Phan & Yiannis Vailakis, 2019. "Debt Limits and Credit Bubbles in General Equilibrium," Working Paper 19-19, Federal Reserve Bank of Richmond.
    3. Dirk Krueger & Harald Uhlig, 2024. "Neoclassical Growth with Limited Commitment," PIER Working Paper Archive 24-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

  2. V. Filipe Martins-da-Rocha & Toan Phan & Yiannis Vailakis, 2019. "Debt Limits and Credit Bubbles in General Equilibrium," Working Paper 19-19, Federal Reserve Bank of Richmond.

    Cited by:

    1. Guimaraes, Bernardo & Pannella, Pierluca, 2024. "Short-covering bubbles," Journal of Economic Theory, Elsevier, vol. 219(C).

  3. Victor Filipe Martins da Rocha & Yiannis Vailakis, 2017. "On the Sovereign Debt Paradox," Post-Print hal-01097118, HAL.

    Cited by:

    1. Nicolas Houy & Frédéric Jouneau & François Le Grand, 2020. "Defaulting firms and systemic risks in financial networks: a normative approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 503-526, September.
    2. V. Filipe Martins-da-Rocha & Toan Phan & Yiannis Vailakis, 2019. "Debt Limits and Credit Bubbles in General Equilibrium," Working Paper 19-19, Federal Reserve Bank of Richmond.
    3. Cristina Arellano & Timothy J. Kehoe & Herakles Polemarchakis, 2017. "Introduction to the Special Issue on Models of Debt and Debt Crises," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 605-610, December.
    4. Łukasz Balbus, 2020. "On recursive utilities with non-affine aggregator and conditional certainty equivalent," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 551-577, September.
    5. Bloise, Gaetano & Polemarchakis, Herakles & Vailakis, Yiannis, 2016. "Sovereign Debt and Incentives to Default with Uninsurable Risks," The Warwick Economics Research Paper Series (TWERPS) 1107, University of Warwick, Department of Economics.
    6. Yiannis Vailakis & V. Filipe Martins-da-Rocha, 2016. "Self-enforcing Debt, Reputation, and the Role of Interest Rates," 2016 Meeting Papers 706, Society for Economic Dynamics.
    7. Filipe Martins da Rocha & Yiannis Vailakis, 2017. "Borrowing in Excess of Natural Ability to Repay," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 23, pages 42-59, January.

  4. Victor Filipe Martins da Rocha & Yiannis Vailakis, 2017. "Borrowing in Excess of Natural Ability to Repay," Post-Print hal-01249202, HAL.

    Cited by:

    1. V. Filipe Martins-da-Rocha & Toan Phan & Yiannis Vailakis, 2019. "Debt Limits and Credit Bubbles in General Equilibrium," Working Paper 19-19, Federal Reserve Bank of Richmond.
    2. Ryan Rudderham, 2021. "Birds of a feather: separating spillovers from shocks in sovereign default," Annals of Finance, Springer, vol. 17(3), pages 353-378, September.

  5. Victor Filipe Martins da Rocha & Yiannis Vailakis, 2015. "Constrained Efficiency Without Commitment," Post-Print hal-01097121, HAL.

    Cited by:

    1. Raouf Boucekkine & Kazuo Nishimura & Alain Venditti, 2015. "Introduction to Financial Frictions and Debt Constraints," AMSE Working Papers 1825, Aix-Marseille School of Economics, France.
    2. V. Filipe Martins-da-Rocha & Toan Phan & Yiannis Vailakis, 2019. "Debt Limits and Credit Bubbles in General Equilibrium," Working Paper 19-19, Federal Reserve Bank of Richmond.

  6. Victor Filipe Martins da Rocha & Yiannis Vailakis, 2014. "Self-enforcing Debt, Reputation, and the Role of Interest Rates," Working Papers hal-01097114, HAL.

    Cited by:

    1. Gaetano Bloise, 2020. "Unique Markov Equilibrium Under Limited Commitment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 721-751, May.
    2. Bloise, G. & Citanna, A., 2019. "Asset shortages, liquidity and speculative bubbles," Journal of Economic Theory, Elsevier, vol. 183(C), pages 952-990.

  7. Victor Filipe Martins da Rocha & Yiannis Vailakis, 2013. "Fixed-point for local contractions: applications to recursive utility," Post-Print hal-00734522, HAL.

    Cited by:

    1. Robert A. Becker & Juan Pablo Rincón-Zapatero, 2017. "Arbitration and Renegotiation in Trade Agreements," CAEPR Working Papers 2017-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    2. Robert Becker & Juan Pablo Rincon-Zapatero, 2018. "Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation," CAEPR Working Papers 2018-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    3. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169552, HAL.
    4. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On Temporal Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01437496, HAL.
    5. Becker, Robert A. & Rincón-Zapatero, Juan Pablo, 2021. "Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory," Mathematical Social Sciences, Elsevier, vol. 112(C), pages 84-97.
    6. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Documents de travail du Centre d'Economie de la Sorbonne 15053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    7. Robert Becker & Juan Pablo Rincon-Zapatero, 2018. "Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation," CAEPR Working Papers 2018-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.

  8. Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012. "Harsh default penalties lead to Ponzi schemes: A counterexample," Post-Print hal-00664552, HAL.

    Cited by:

    1. Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012. "Endogenous debt constraints in collateralized economies with default penalties," Post-Print hal-00664551, HAL.
    2. Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012. "On Ponzi schemes in infinite horizon collateralized economies with default penalties," Post-Print hal-00734521, HAL.
    3. Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013. "Equilibrium with limited-recourse collateralized loans," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
    4. Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
    5. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.

  9. Luis H.B. Braido & V. Filipe Martins-da-Rocha, 2012. "Output contingent securities and efficient investment by firms," Levine's Working Paper Archive 786969000000000371, David K. Levine.

    Cited by:

    1. Luis H. B. Braido & V. Filipe Martins†da†Rocha, 2018. "Output Contingent Securities And Efficient Investment By Firms," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(2), pages 989-1012, May.

  10. Martins-da-Rocha, Victor Filipe & Yannelis, Nicholas C., 2011. "Non-emptiness of the alpha-core," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 716, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Youcef Askoura & Mohammed Sbihi & Hamid Tikobaini, 2013. "The ex ante α-core for normal form games with uncertainty," Post-Print hal-00924267, HAL.
    2. Graziano, Maria Gabriella & Meo, Claudia & Yannelis, Nicholas C., 2017. "Stable sets for exchange economies with interdependent preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 267-286.
    3. Achille Basile & Vincenzo Scalzo, 2020. "Non-emptiness of the alpha-core: sufficient and necessary conditions," International Journal of Game Theory, Springer;Game Theory Society, vol. 49(4), pages 1143-1153, December.
    4. Yang, Zhe, 2018. "Some generalizations of Kajii’s theorem to games with infinitely many players," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 131-135.
    5. Lan Di & George X. Yuan & Tu Zeng, 2021. "The consensus equilibria of mining gap games related to the stability of Blockchain Ecosystems," The European Journal of Finance, Taylor & Francis Journals, vol. 27(4-5), pages 419-440, March.
    6. Uyanık, Metin, 2015. "On the nonemptiness of the α-core of discontinuous games: Transferable and nontransferable utilities," Journal of Economic Theory, Elsevier, vol. 158(PA), pages 213-231.
    7. Yang, Zhe & Yuan, George Xianzhi, 2019. "Some generalizations of Zhao’s theorem: Hybrid solutions and weak hybrid solutions for games with nonordered preferences," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 94-100.

  11. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2011. "Endogenous debt constraints in collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 719, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013. "Equilibrium with limited-recourse collateralized loans," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.
    2. Iraola, Miguel A. & Torres-Martínez, Juan Pablo, 2014. "Equilibrium in collateralized asset markets: Credit contractions and negative equity loans," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 113-122.
    3. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.
    4. Werner, Jan, 2014. "Rational asset pricing bubbles and debt constraints," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 145-152.

  12. Martins-da-Rocha, Victor Filipe & Vailakis, Yiannis, 2011. "On Ponzi schemes in infinite horizon collateralized economies with default penalties," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 718, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Uryszek Tomasz, 2015. "Long-term Sustainability Of Public Finance In The Central And Eastern EU Member States / Długoterminowe Zrównoważenie Finansów Publicznych w Krajach Europy Środkowej i Wschodniej Należących Do Ue," Comparative Economic Research, Sciendo, vol. 18(4), pages 47-61, December.
    2. Victor Filipe Martins da Rocha & Yiannis Vailakis, 2012. "Harsh default penalties lead to Ponzi schemes: A counterexample," Post-Print hal-00664552, HAL.
    3. Iraola, Miguel A. & Sepúlveda, Fabián & Torres-Martínez, Juan Pablo, 2019. "Financial segmentation and collateralized debt in infinite-horizon economies," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 56-69.

  13. Martins-da-Rocha, Victor Filipe, 2009. "Interim efficiency with MEU-preferences," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 696, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Takashi Ui, 2023. "Strategic Ambiguity in Global Games," Papers 2303.12263, arXiv.org, revised Nov 2024.
    2. Spyros Galanis, 2021. "Speculative trade and the value of public information," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(1), pages 53-68, February.
    3. Kostas Koufopoulos & Roman Kozhan, 2016. "Optimal insurance under adverse selection and ambiguity aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(4), pages 659-687, October.
    4. Luciano De Castro & Nicholas C. Yannelis, 2011. "Ambiguity aversion solves the conflict between efficiency and incentive compatibility," Economics Discussion Paper Series 1106, Economics, The University of Manchester.
    5. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient Allocations under Ambiguity," Scholarly Articles 11352637, Harvard University Department of Economics.
    6. Nabil I. Al-Najjar & Luciano De Castro, 2010. "Uncertainty, Efficiency and Incentive Compatibility," Discussion Papers 1532, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    7. Eisei Ohtaki, 2023. "Optimality in an OLG model with nonsmooth preferences," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 611-659, September.
    8. Dominiak, Adam & Lefort, Jean-Philippe, 2015. "“Agreeing to disagree” type results under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 119-129.
    9. Jan Werner, 2021. "Participation in risk sharing under ambiguity," Theory and Decision, Springer, vol. 90(3), pages 507-519, May.
    10. De Castro, Luciano & Yannelis, Nicholas C., 2018. "Uncertainty, efficiency and incentive compatibility: Ambiguity solves the conflict between efficiency and incentive compatibility," Journal of Economic Theory, Elsevier, vol. 177(C), pages 678-707.

  14. V. Filipe MARTINS-DA-ROCHA & YIANNIS VAILAKIS, 2008. "Endogenous Transaction Costs," Discussion Papers 0810, University of Exeter, Department of Economics.

    Cited by:

    1. António Antunes & Tiago Cavalcanti & Anne Villamil, 2010. "Intermediation Costs and Welfare," Centre for Growth and Business Cycle Research Discussion Paper Series 142, Economics, The University of Manchester.
    2. Gruber, Stefan & Marattin, Luigi, 2008. "Taxation, infrastructure, and endogenous trade costs in New Economic Geography," MPRA Paper 1068, University Library of Munich, Germany.
    3. Redding, Stephen, 2009. "Economic geography: a review of the theoretical and empirical literature," LSE Research Online Documents on Economics 25500, London School of Economics and Political Science, LSE Library.
    4. Charles Nolan & Alex Trew, 2011. "Transaction costs and institutions," Working Papers 2011_14, Business School - Economics, University of Glasgow.
    5. V. Martins-da-Rocha & Yiannis Vailakis, 2010. "Financial markets with endogenous transaction costs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 65-97, October.

  15. Martins-da-Rocha, Victor Filipe & Monteiro, P. K., 2008. "Unbounded exchange economies with satiation: how far can we go?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 646, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Allouch, Nizar & Le Van, Cuong, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Journal of Mathematical Economics, Elsevier, vol. 44(9-10), pages 907-918, September.
    2. Nizar Allouch & Monique Florenzano, 2011. "Satiated economies with unbounded consumption sets : fuzzy core and equilibrium," Post-Print halshs-00598038, HAL.
    3. Won, Dong Chul & Yannelis, Nicholas C., 2008. "Equilibrium theory with unbounded consumption sets and non-ordered preferences: Part I. Non-satiation," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1266-1283, December.
    4. Sato, Norihisa, 2010. "Satiation and existence of competitive equilibrium," Journal of Mathematical Economics, Elsevier, vol. 46(4), pages 534-551, July.
    5. Nizar Allouch & Monique Florenzano, 2012. "Fuzzy Rejective Core of Satiated Economies with Unbounded Consumption Sets," Working Papers 690, Queen Mary University of London, School of Economics and Finance.
    6. Allouch, Nizar & Florenzano, Monique, 2013. "Edgeworth rejective core and dividends equilibria of satiated exchange economies," Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 1-6.
    7. Won, Dong Chul & Yannelis, Nicholas C., 2011. "Equilibrium theory with satiable and non-ordered preferences," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 245-250, March.
    8. Guangsug Hahn & Dong Chul Won, 2009. "Satiation and Equilibrium in Unbounded Exchange Economies," Korean Economic Review, Korean Economic Association, vol. 25, pages 349-366.
    9. Sato Norihisa, 2010. "Existence of Competitive Equilibrium in Unbounded Exchange Economies with Satiation: A Note," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-22, July.

  16. Hervés-Beloso, Carlos & Martins-da-Rocha, Victor Filipe & Monteiro, P. K., 2008. "Equilibrium theory with asymmetric information and infinitely many states," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 673, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. João Correia da Silva, 2014. "Two-period economies with price-contingent deliveries," FEP Working Papers 529, Universidade do Porto, Faculdade de Economia do Porto.
    2. He, Wei & Yannelis, Nicholas C., 2015. "Equilibrium theory under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 86-95.
    3. Bhowmik, Anuj & Cao, Jiling, 2018. "Ex-post core, fine core and rational expectations equilibrium allocations," Journal of Mathematical Economics, Elsevier, vol. 74(C), pages 128-138.
    4. Angeloni, Laura & Martins-da-Rocha, Victor Filipe, 2007. "Contract enforcement and incentive compatibility in large economies with differential information: the role of exact feasibility," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 647, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    5. Martins-da-Rocha, Victor Filipe & Angeloni, Laura, 2008. "Large economies with differential information but without free disposal," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 671, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    6. Carlos Hervés-Beloso & Claudia Meo & Emma Moreno-García, 2014. "Information and size of coalitions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(3), pages 545-563, April.
    7. João Correia-da-Silva & Carlos Hervés-Beloso, 2014. "Irrelevance of private information in two-period economies with more goods than states of nature," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(2), pages 439-455, February.
    8. Raad, R., 2012. "Existence of an equilibrium for infinite horizon economies with and without complete information," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 247-262.
    9. Dionysius Glycopantis & Carlos Hervés-Beloso & Konrad Podczeck, 2009. "Symposium on: equilibria with asymmetric information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 217-219, February.
    10. Marta Faias & Carlos Hervés-Beloso & Emma Moreno-García, 2011. "Equilibrium price formation in markets with differentially informed agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(1), pages 205-218, September.
    11. Laura Angeloni & V. Martins-da-Rocha, 2009. "Large economies with differential information and without free disposal," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 263-286, February.
    12. Klishchuk, Bogdan, 2015. "New conditions for the existence of Radner equilibrium with infinitely many states," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 67-73.
    13. Bogdan Klishchuk, 2018. "Multiple markets: new perspective on nonlinear pricing," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 525-545, August.
    14. Carlos Hervés-Beloso & Paulo Monteiro, 2013. "Information and $$\sigma $$ -algebras," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 405-418, October.
    15. João Correia-da-Silva & Carlos Hervés-Beloso, 2012. "General equilibrium in economies with uncertain delivery," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(3), pages 729-755, November.

  17. V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On Equilibrium Prices in Continuous Time," Papers 0802.3585, arXiv.org.

    Cited by:

    1. Puru Gupta & Saul D. Jacka, 2023. "Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot," Papers 2309.16047, arXiv.org.
    2. Ferrari, Giorgio & Riedel, Frank & Steg, Jan-Henrik, 2016. "Continuous-Time Public Good Contribution under Uncertainty," Center for Mathematical Economics Working Papers 485, Center for Mathematical Economics, Bielefeld University.
    3. Riedel, Frank & Herzberg, Frederik, 2013. "Existence of financial equilibria in continuous time with potentially complete markets," Journal of Mathematical Economics, Elsevier, vol. 49(5), pages 398-404.
    4. Ahmet Inci, 2011. "Capital Investment, Earnings, and Annual Stock Returns: Causality Relationships In China," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 1(2), pages 95-125, December.
    5. Beißner, Patrick, 2015. "Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility," Center for Mathematical Economics Working Papers 447, Center for Mathematical Economics, Bielefeld University.
    6. Giorgio Ferrari & Frank Riedel & Jan-Henrik Steg, 2013. "Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach," Papers 1307.2849, arXiv.org, revised Oct 2015.
    7. Patrick Beissner, 2017. "Equilibrium prices and trade under ambiguous volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 213-238, August.
    8. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.

  18. Martins-da-Rocha, Victor Filipe & Angeloni, Laura, 2008. "Large economies with differential information but without free disposal," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 671, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Dionysius Glycopantis & Carlos Hervés-Beloso & Konrad Podczeck, 2009. "Symposium on: equilibria with asymmetric information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 217-219, February.

  19. Vailakis, Yiannis & Martins-da-Rocha, Victor Filipe, 2008. "Existence and uniqueness of a fixed-point for local contractions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 677, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Agnieszka Wiszniewska-Matyszkiel & Rajani Singh, 2020. "When Inaccuracies in Value Functions Do Not Propagate on Optima and Equilibria," Mathematics, MDPI, vol. 8(7), pages 1-25, July.
    2. Takashi Kamihigashi, 2012. "Existence and Uniqueness of a Fixed Point for the Bellman Operator in Deterministic Dynamic Programming," Discussion Paper Series DP2012-05, Research Institute for Economics & Business Administration, Kobe University.
    3. Takashi Kamihigashi & Cuong Le Van, 2015. "Necessary and Sufficient Conditions for a Solution of the Bellman Equation to be the Value Function: A General Principle," Documents de travail du Centre d'Economie de la Sorbonne 15007, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    4. Gregory Cox, 2018. "Almost Sure Uniqueness of a Global Minimum Without Convexity," Papers 1803.02415, arXiv.org, revised Feb 2019.
    5. Matthias Messner & Nicola Pavoni & Christopher Sleet, "undated". "Contractive Dual Methods for Incentive Problems," GSIA Working Papers 2012-E26, Carnegie Mellon University, Tepper School of Business.
    6. V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2013. "Fixed point for local contractions: Applications to recursive utility," International Journal of Economic Theory, The International Society for Economic Theory, vol. 9(1), pages 23-33, March.
    7. Łukasz Balbus, 2020. "On recursive utilities with non-affine aggregator and conditional certainty equivalent," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 551-577, September.
    8. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On Temporal Aggregators and Dynamic Programming," PSE-Ecole d'économie de Paris (Postprint) halshs-01437496, HAL.
    9. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Post-Print halshs-01169552, HAL.
    10. Jenö Pál & John Stachurski, 2011. "Fitted Value Function Iteration With Probability One Contractions," ANU Working Papers in Economics and Econometrics 2011-560, Australian National University, College of Business and Economics, School of Economics.
    11. Takashi Kamihigashi, 2014. "An order-theoretic approach to dynamic programming: an exposition," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(1), pages 13-21, April.
    12. Bloise, Gaetano & Vailakis, Yiannis, 2018. "Convex dynamic programming with (bounded) recursive utility," Journal of Economic Theory, Elsevier, vol. 173(C), pages 118-141.
    13. Robert A. Becker & Juan Pablo Rincón-Zapatero, 2017. "Arbitration and Renegotiation in Trade Agreements," CAEPR Working Papers 2017-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    14. Anna Jaśkiewicz & Andrzej Nowak, 2011. "Stochastic Games with Unbounded Payoffs: Applications to Robust Control in Economics," Dynamic Games and Applications, Springer, vol. 1(2), pages 253-279, June.
    15. João Brogueira & Fabian Schütze, 2017. "Existence and uniqueness of equilibrium in Lucas’ asset pricing model when utility is unbounded," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(2), pages 179-190, October.
    16. Takashi Kamihigashi, 2014. "Elementary results on solutions to the bellman equation of dynamic programming: existence, uniqueness, and convergence," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(2), pages 251-273, June.
    17. Juan Pablo Rinc'on-Zapatero, 2019. "Existence and Uniqueness of Solutions to the Stochastic Bellman Equation with Unbounded Shock," Papers 1907.07343, arXiv.org.
    18. Robert Becker & Juan Pablo Rincon-Zapatero, 2018. "Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation," CAEPR Working Papers 2018-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    19. Takashi Kamihigashi & Masayuki Yao, 2015. "Infnite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle," Discussion Paper Series DP2015-32, Research Institute for Economics & Business Administration, Kobe University.
    20. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169552, HAL.
    21. Bäuerle, Nicole & Jaśkiewicz, Anna, 2018. "Stochastic optimal growth model with risk sensitive preferences," Journal of Economic Theory, Elsevier, vol. 173(C), pages 181-200.
    22. Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
    23. Kikuchi, Tomoo & Nishimura, Kazuo & Stachurski, John & Zhang, Junnan, 2021. "Coase meets Bellman: Dynamic programming for production networks," Journal of Economic Theory, Elsevier, vol. 196(C).
    24. Takashi Kamihigashi & Masayuki Yao, 2015. "Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle," Discussion Paper Series DP2015-15, Research Institute for Economics & Business Administration, Kobe University.
    25. Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2022. "Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting," Journal of Economic Theory, Elsevier, vol. 204(C).
    26. Bloise, G. & Van, C. Le & Vailakis, Y., 2024. "An approximation approach to dynamic programming with unbounded returns," Journal of Mathematical Economics, Elsevier, vol. 111(C).
    27. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2018. "On Temporal Aggregators and Dynamic Programming," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01437496, HAL.
    28. Gaetano Bloise, 2020. "Unique Markov Equilibrium Under Limited Commitment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(2), pages 721-751, May.
    29. Pinter, Gabor & Uslu, Semih, 2022. "Comparing search and intermediation frictions across markets," Bank of England working papers 974, Bank of England.
    30. Ma, Qingyin & Stachurski, John, 2019. "Optimal timing of decisions: A general theory based on continuation values," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 62-81.
    31. Łukasz Balbus & Kevin Reffett & Łukasz Woźny, 2015. "Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers," International Journal of Game Theory, Springer;Game Theory Society, vol. 44(1), pages 83-112, February.
    32. Janusz Matkowski & Andrzej Nowak, 2011. "On discounted dynamic programming with unbounded returns," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(3), pages 455-474, April.
    33. Becker, Robert A. & Rincón-Zapatero, Juan Pablo, 2021. "Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory," Mathematical Social Sciences, Elsevier, vol. 112(C), pages 84-97.
    34. Ma, Qingyin & Stachurski, John & Toda, Alexis Akira, 2022. "Unbounded dynamic programming via the Q-transform," Journal of Mathematical Economics, Elsevier, vol. 100(C).
    35. John Stachurski & Junnan Zhang, 2019. "Dynamic Programming with State-Dependent Discounting," Papers 1908.08800, arXiv.org, revised Oct 2020.
    36. Philippe Bich & Jean-Pierre Drugeon & Lisa Morhaim, 2015. "On Aggregators and Dynamic Programming," Documents de travail du Centre d'Economie de la Sorbonne 15053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    37. Kazuo Nishimura & Myrna Wooders & Makoto Yano, 2013. "Macroeconomic dynamics and its micro foundation: A special issue in honor of Cuong Le Van," International Journal of Economic Theory, The International Society for Economic Theory, vol. 9(1), pages 1-3, March.
    38. Guanlong Ren & John Stachurski, 2018. "Dynamic Programming with Recursive Preferences: Optimality and Applications," Papers 1812.05748, arXiv.org, revised Jun 2020.
    39. Qingyin Ma & John Stachurski, 2019. "Dynamic Optimal Choice When Rewards are Unbounded Below," Papers 1911.13025, arXiv.org.
    40. Robert Becker & Juan Pablo Rincon-Zapatero, 2018. "Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation," CAEPR Working Papers 2018-008, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    41. Takashi Kamihigashi & Masayuki Yao, 2016. "Infinite-Horizon Deterministic Dynamic Programming in Discrete Time: A Monotone Convergence Principle and a Penalty Method," Discussion Paper Series DP2016-05, Research Institute for Economics & Business Administration, Kobe University, revised May 2016.

  20. Felipe Martins-da-Rocha & Yiannis Vailakis, 2008. "Collateral, default penalties and almost finite-time solvency," Levine's Working Paper Archive 122247000000002049, David K. Levine.

    Cited by:

    1. Rubén Poblete-Cazenave & Juan Torres-Martínez, 2013. "Equilibrium with limited-recourse collateralized loans," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(1), pages 181-211, May.

  21. Angeloni, Laura & Martins-da-Rocha, Victor Filipe, 2007. "Contract enforcement and incentive compatibility in large economies with differential information: the role of exact feasibility," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 647, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. João Correia-da-Silva & Carlos Hervés-Beloso, 2006. "Prudent Expectations Equilibrium in Economies with Uncertain Delivery," Levine's Bibliography 321307000000000099, UCLA Department of Economics.
    2. Hervés-Beloso, Carlos & Martins-da-Rocha, Victor Filipe & Monteiro, P. K., 2008. "Equilibrium theory with asymmetric information and infinitely many states," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 673, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

  22. Bernard Cornet & V. F. Martins-Da-Rocha, 2005. "Fatou¡¯S Lemma For Unbounded Gelfand Integrable Mappings," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200503, University of Kansas, Department of Economics, revised Feb 2005.

    Cited by:

    1. Page, Frank, 2015. "A fixed point theorem for measurable-selection-valued correspondences arising in game theory," LSE Research Online Documents on Economics 65101, London School of Economics and Political Science, LSE Library.
    2. Monteiro, P. K. & Araújo, Aloísio Pessoa de & Martins-da-Rocha, Victor Filipe, 2003. "Equilibria in security markets with a continuum of agents," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 513, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

  23. Wassim Daher & V. Filipe Martins-Da-Rocha & Yiannis Vailakis, 2005. "Asset market equilibrium with short-selling and differential information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00173787, HAL.

    Cited by:

    1. João Correia da Silva, 2014. "Two-period economies with price-contingent deliveries," FEP Working Papers 529, Universidade do Porto, Faculdade de Economia do Porto.
    2. Thai Ha-Huy & Cuong Le Van & Nguyen Manh Hung, 2016. "Arbitrage and asset market equilibrium in infinite dimensional economies with short-selling and risk-averse expected utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01390954, HAL.
    3. Thai Ha-Huy & Cuong Le Van, 2023. "Existence of equilibrium on asset markets with a countably infinite number of states," Working Papers hal-04130993, HAL.
    4. Angeloni, Laura & Martins-da-Rocha, Victor Filipe, 2007. "Contract enforcement and incentive compatibility in large economies with differential information: the role of exact feasibility," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 647, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    5. João Correia-da-Silva & Carlos Hervés-Beloso, 2006. "Prudent Expectations Equilibrium in Economies with Uncertain Delivery," Levine's Bibliography 321307000000000099, UCLA Department of Economics.
    6. Martins-da-Rocha, Victor Filipe & Angeloni, Laura, 2008. "Large economies with differential information but without free disposal," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 671, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    7. Hervés-Beloso, Carlos & Martins-da-Rocha, Victor Filipe & Monteiro, P. K., 2008. "Equilibrium theory with asymmetric information and infinitely many states," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 673, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    8. Guadalupe Fugarolas-Alvarez-Ude & Carlos Hervés-Beloso & Emma Moreno-García & Juan Torres-Martínez, 2009. "A market game approach to differential information economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 321-330, February.
    9. Wassim Daher & V. Martins-da-Rocha & Yiannis Vailakis, 2007. "Asset market equilibrium with short-selling and differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 425-446, September.
    10. Raad, R., 2012. "Existence of an equilibrium for infinite horizon economies with and without complete information," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 247-262.
    11. Marta Faias & Carlos Hervés-Beloso & Emma Moreno-García, 2011. "Equilibrium price formation in markets with differentially informed agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(1), pages 205-218, September.
    12. Laura Angeloni & V. Martins-da-Rocha, 2009. "Large economies with differential information and without free disposal," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 263-286, February.
    13. Marialaura Pesce, 2010. "On mixed markets with asymmetric information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 23-53, October.

  24. V.F. Martins-da-Rocha & L. Triki, 2005. "Equilibria in exchange economies with financial constraints: Beyond the Cass Trick," Microeconomics 0503013, University Library of Munich, Germany.

    Cited by:

    1. Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
    2. Gori, Michele & Pireddu, Marina & Villanacci, Antonio, 2013. "Regularity and Pareto improving on financial equilibria with price-dependent borrowing restrictions," Research in Economics, Elsevier, vol. 67(1), pages 100-110.
    3. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2016. "Credit segmentation in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01374293, HAL.
    4. Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Post-Print halshs-00426441, HAL.
    5. Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018. "General equilibrium with endogenous trading constraints," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-10, September.
    6. Zaier Aouani & Bernard Cornet, 2011. "Reduced equivalent form of a financial structure," PSE-Ecole d'économie de Paris (Postprint) hal-00629785, HAL.
    7. Bernard Cornet & Abhishek Ranjan, 2013. "Equilibria in a multi-period economy," Documents de travail du Centre d'Economie de la Sorbonne 13021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

  25. Charalambos D. Aliprantis & Monique Florenzano & Victor-Filipe Martins-Da-Rocha & Rabee Tourky, 2004. "Equilibrium analysis in financial markets with countably many securities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086810, HAL.

    Cited by:

    1. Charalambos D. Aliprantis & Monique Florenzano & Rabee Tourky, 2006. "Production equilibria," Post-Print halshs-00092809, HAL.
    2. BLOISE, Gaetano & CALCIANO, Filippo L., 2009. "A characterization of inefficiency in stochastic overlapping generations economies," LIDAM Reprints CORE 2080, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices: anything goes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00112202, HAL.
    4. Ellen Fukuda & L. Graña Drummond, 2013. "Inexact projected gradient method for vector optimization," Computational Optimization and Applications, Springer, vol. 54(3), pages 473-493, April.
    5. Paolo Leonetti, 2022. "Expected multi-utility representations of preferences over lotteries," Papers 2210.04739, arXiv.org, revised Jan 2024.
    6. Charalambos D. Aliprantis & Monique Florenzano & Rabee Tourky, 2004. "Equilibria in production economies," Cahiers de la Maison des Sciences Economiques b04116, Université Panthéon-Sorbonne (Paris 1).
    7. Wang Chen & Xinmin Yang & Yong Zhao, 2023. "Conditional gradient method for vector optimization," Computational Optimization and Applications, Springer, vol. 85(3), pages 857-896, July.

  26. Monteiro, P. K. & Araújo, Aloísio Pessoa de & Martins-da-Rocha, Victor Filipe, 2003. "Equilibria in security markets with a continuum of agents," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 513, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

    Cited by:

    1. Giovanni Facchini; Pedro Cavalcanti Ferreira, 2004. "Trade Liberalization and Industrial Concentration:Evidence from Brazil," Econometric Society 2004 Latin American Meetings 126, Econometric Society.
    2. Paulo Klinger Monteiro, 2004. "The set of equilibria of first-price auctions," Microeconomics 0403001, University Library of Munich, Germany.

Articles

  1. V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2017. "On the sovereign debt paradox," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(4), pages 825-846, December.
    See citations under working paper version above.
  2. Filipe Martins da Rocha & Yiannis Vailakis, 2017. "Borrowing in Excess of Natural Ability to Repay," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 23, pages 42-59, January.
    See citations under working paper version above.
  3. Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2015. "Constrained efficiency without commitment," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 276-286.
    See citations under working paper version above.
  4. V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2013. "Fixed point for local contractions: Applications to recursive utility," International Journal of Economic Theory, The International Society for Economic Theory, vol. 9(1), pages 23-33, March.
    See citations under working paper version above.
  5. Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012. "Endogenous debt constraints in collateralized economies with default penalties," Journal of Mathematical Economics, Elsevier, vol. 48(1), pages 1-13.
    See citations under working paper version above.
  6. Martins-da-Rocha, V. Filipe & Vailakis, Yiannis, 2012. "Harsh default penalties lead to Ponzi schemes: A counterexample," Games and Economic Behavior, Elsevier, vol. 75(1), pages 277-282.
    See citations under working paper version above.
  7. V. Martins-da-Rocha & Yiannis Vailakis, 2012. "On Ponzi schemes in infinite horizon collateralized economies with default penalties," Annals of Finance, Springer, vol. 8(4), pages 455-488, November.
    See citations under working paper version above.
  8. V. Martins-da-Rocha & Yiannis Vailakis, 2010. "Financial markets with endogenous transaction costs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 65-97, October.

    Cited by:

    1. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Post-Print hal-03722920, HAL.
    2. António Antunes & Tiago Cavalcanti & Anne Villamil, 2010. "Intermediation Costs and Welfare," Centre for Growth and Business Cycle Research Discussion Paper Series 142, Economics, The University of Manchester.
    3. Gianluca Cassese, 2014. "Asset Pricing in an Imperfect World," Papers 1410.6408, arXiv.org.
    4. Charles Nolan & Alex Trew, 2011. "Transaction costs and institutions," Working Papers 2011_14, Business School - Economics, University of Glasgow.

  9. Martins-da-Rocha, V. Filipe & Riedel, Frank, 2010. "On equilibrium prices in continuous time," Journal of Economic Theory, Elsevier, vol. 145(3), pages 1086-1112, May.
    See citations under working paper version above.
  10. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
    See citations under working paper version above.
  11. V. Filipe Martins-da-Rocha & Yiannis Vailakis, 2010. "Existence and Uniqueness of a Fixed Point for Local Contractions," Econometrica, Econometric Society, vol. 78(3), pages 1127-1141, May.
    See citations under working paper version above.
  12. Laura Angeloni & V. Martins-da-Rocha, 2009. "Large economies with differential information and without free disposal," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 263-286, February.

    Cited by:

    1. João Correia da Silva, 2014. "Two-period economies with price-contingent deliveries," FEP Working Papers 529, Universidade do Porto, Faculdade de Economia do Porto.
    2. Wei He & Nicholas C. Yannelis, 2013. "A New Perspective on Rational Expectations," Economics Discussion Paper Series 1317, Economics, The University of Manchester.
    3. Basile, Achille & Donnini, Chiara & Graziano, Maria Gabriella, 2009. "Core and equilibria in coalitional asymmetric information economies," Journal of Mathematical Economics, Elsevier, vol. 45(3-4), pages 293-307, March.
    4. He, Wei & Yannelis, Nicholas C., 2015. "Equilibrium theory under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 86-95.
    5. Luciano I. de Castro & Marialaura Pesce & Nicholas C. Yannelis, 2013. "A New Perspective on Rational Expectations," Economics Discussion Paper Series 1316, Economics, The University of Manchester.
    6. Bhowmik, Anuj & Cao, Jiling, 2018. "Ex-post core, fine core and rational expectations equilibrium allocations," Journal of Mathematical Economics, Elsevier, vol. 74(C), pages 128-138.
    7. Bhowmik, Anuj & Cao, Jiling, 2011. "Infinite dimensional mixed economies with asymmetric information," MPRA Paper 35618, University Library of Munich, Germany.
    8. Bhowmik, Anuj, 2014. "Core and Coalitional Fairness: The Case of Information Sharing Rule," MPRA Paper 56644, University Library of Munich, Germany.
    9. Bhowmik, Anuj & Centrone, Francesca & Martellotti, Anna, 2016. "Coalitional Extreme Desirability in Finitely Additive Economies with Asymmetric Information," MPRA Paper 71084, University Library of Munich, Germany.
    10. Bhowmik, Anuj, 2013. "Edgeworth equilibria: separable and non-separable commodity spaces," MPRA Paper 46796, University Library of Munich, Germany.
    11. Anuj Bhowmik & Japneet Kaur, 2022. "Competitive equilibria and robust efficiency with club goods," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2022-014, Indira Gandhi Institute of Development Research, Mumbai, India.
    12. Anuj Bhowmik & Jiling Cao, 2016. "Rational expectations equilibria: existence and representation," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 4(2), pages 367-386, October.
    13. Wei He & Nicholas C. Yannelis, 2013. "Equilibrium Theory under Ambiguity," Economics Discussion Paper Series 1307, Economics, The University of Manchester.
    14. Bhowmik, Anuj & Kaur, Japneet, 2023. "Competitive equilibria and robust efficiency with club goods," Journal of Mathematical Economics, Elsevier, vol. 108(C).
    15. Greinecker, Michael & Podczeck, Konrad, 2017. "Core equivalence with differentiated commodities," Journal of Mathematical Economics, Elsevier, vol. 73(C), pages 54-67.
    16. Luciano I. Castro & Marialaura Pesce & Nicholas C. Yannelis, 2020. "A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility," Annals of Finance, Springer, vol. 16(1), pages 1-61, March.
    17. Dionysius Glycopantis & Carlos Hervés-Beloso & Konrad Podczeck, 2009. "Symposium on: equilibria with asymmetric information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 217-219, February.
    18. Bhowmik, Anuj & Cao, Jiling, 2013. "Robust efficiency in mixed economies with asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 49-57.
    19. Luciano Castro & Marialaura Pesce & Nicholas Yannelis, 2011. "Core and equilibria under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 519-548, October.
    20. Bhowmik, Anuj & Cao, Jiling, 2012. "Blocking efficiency in an economy with asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 48(6), pages 396-403.
    21. Achille Basile & Chiara Donnini & Maria Graziano, 2010. "Economies with informational asymmetries and limited vetoer coalitions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 147-180, October.
    22. Michael Greinecker & Konrad Podczeck, 2016. "Edgeworth’s conjecture and the number of agents and commodities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 93-130, June.
    23. João Correia-da-Silva & Carlos Hervés-Beloso, 2012. "General equilibrium in economies with uncertain delivery," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(3), pages 729-755, November.
    24. Bhowmik, Anuj, 2014. "Coalitional Fairness: The Case of Exact Feasibility with Asymmetric Information," MPRA Paper 52788, University Library of Munich, Germany.
    25. Marialaura Pesce, 2010. "On mixed markets with asymmetric information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 23-53, October.

  13. Carlos Hervés-Beloso & V. Martins-da-Rocha & Paulo Monteiro, 2009. "Equilibrium theory with asymmetric information and infinitely many states," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 38(2), pages 295-320, February.
    See citations under working paper version above.
  14. Martins-da-Rocha, V. Filipe & Monteiro, Paulo K., 2009. "Unbounded exchange economies with satiation: How far can we go?," Journal of Mathematical Economics, Elsevier, vol. 45(7-8), pages 465-478, July.
    See citations under working paper version above.
  15. Filipe Martins-da-Rocha, V. & Topuzu, Mihaela, 2008. "Cournot-Nash equilibria in continuum games with non-ordered preferences," Journal of Economic Theory, Elsevier, vol. 140(1), pages 314-327, May.

    Cited by:

    1. Wei He & Yeneng Sun, 2018. "Conditional expectation of correspondences and economic applications," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 265-299, August.
    2. Jian Yang, 2023. "Nonatomic game with general preferences over returns," International Journal of Game Theory, Springer;Game Theory Society, vol. 52(3), pages 861-889, September.
    3. Gerasímou, Georgios, 2010. "Consumer theory with bounded rational preferences," Journal of Mathematical Economics, Elsevier, vol. 46(5), pages 708-714, September.
    4. Paulo Barelli & John Duggan, 2011. "Extremal Choice Equilibrium: Existence and Purification with Infinite-Dimensional Externalities," RCER Working Papers 567, University of Rochester - Center for Economic Research (RCER).
    5. Barelli, Paulo & Duggan, John, 2015. "Extremal choice equilibrium with applications to large games, stochastic games, & endogenous institutions," Journal of Economic Theory, Elsevier, vol. 155(C), pages 95-130.
    6. Guilherme Carmona, 2016. "Reducible equilibrium properties: comments on recent existence results," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 61(3), pages 431-455, March.
    7. Carmona, Guilherme & Podczeck, Konrad, 2013. "Existence of Nash Equilibrium in games with a measure space of players and discontinuous payoff functions," MPRA Paper 44263, University Library of Munich, Germany.

  16. Wassim Daher & V. Martins-da-Rocha & Yiannis Vailakis, 2007. "Asset market equilibrium with short-selling and differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 425-446, September.
    See citations under working paper version above.
  17. V. Martins-da-Rocha & Frank Riedel, 2006. "Stochastic equilibria for economies under uncertainty with intertemporal substitution," Annals of Finance, Springer, vol. 2(1), pages 101-122, January.

    Cited by:

    1. Ferrari, Giorgio & Riedel, Frank & Steg, Jan-Henrik, 2016. "Continuous-Time Public Good Contribution under Uncertainty," Center for Mathematical Economics Working Papers 485, Center for Mathematical Economics, Bielefeld University.
    2. V. Filipe Martins-da-Rocha & Frank Riedel, 2008. "On Equilibrium Prices in Continuous Time," Papers 0802.3585, arXiv.org.
    3. Giorgio Ferrari & Frank Riedel & Jan-Henrik Steg, 2013. "Continuous-Time Public Good Contribution under Uncertainty: A Stochastic Control Approach," Papers 1307.2849, arXiv.org, revised Oct 2015.

  18. Aliprantis, C. D. & Florenzano, M. & Martins-da-Rocha, V. F. & Tourky, R., 2004. "Equilibrium analysis in financial markets with countably many securities," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 683-699, September.
    See citations under working paper version above.
  19. Aloisio Araujo & V. Martins-da-Rocha & Paulo Monteiro, 2004. "Equilibria in reflexive Banach lattices with a continuum of agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 469-492, October.

    Cited by:

    1. Bernard Cornet & V. F. Martins-Da-Rocha, 2005. "Fatou¡¯S Lemma For Unbounded Gelfand Integrable Mappings," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200503, University of Kansas, Department of Economics, revised Feb 2005.
    2. M Ali Khan, 2007. "Perfect Competition," Microeconomics Working Papers 22207, East Asian Bureau of Economic Research.
    3. Evren, Özgür & Hüsseinov, Farhad, 2008. "Theorems on the core of an economy with infinitely many commodities and consumers," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1180-1196, December.
    4. Athanasios Andrikopoulos, 2013. "Compactness in the choice and game theories: a characterization of rationality," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(2), pages 105-110, November.

  20. V. Martins-da-Rocha, 2004. "Equilibria in large economies with differentiated commodities and non-ordered preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 23(3), pages 529-552, March.

    Cited by:

    1. Bernard Cornet & V. F. Martins-Da-Rocha, 2005. "Fatou¡¯S Lemma For Unbounded Gelfand Integrable Mappings," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200503, University of Kansas, Department of Economics, revised Feb 2005.
    2. M Ali Khan, 2007. "Perfect Competition," Microeconomics Working Papers 22207, East Asian Bureau of Economic Research.
    3. Filipe Martins-da-Rocha, V. & Topuzu, Mihaela, 2008. "Cournot-Nash equilibria in continuum games with non-ordered preferences," Journal of Economic Theory, Elsevier, vol. 140(1), pages 314-327, May.

  21. Filipe Martins-da-Rocha, V., 2003. "Equilibria in large economies with a separable Banach commodity space and non-ordered preferences," Journal of Mathematical Economics, Elsevier, vol. 39(8), pages 863-889, November.

    Cited by:

    1. M Ali Khan, 2007. "Perfect Competition," Microeconomics Working Papers 22207, East Asian Bureau of Economic Research.
    2. Niccolò Urbinati, 2020. "Walrasian objection mechanism and Mas Colell's bargaining set in economies with many commodities," Working Papers 07, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.
    3. Evren, Özgür & Hüsseinov, Farhad, 2008. "Theorems on the core of an economy with infinitely many commodities and consumers," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1180-1196, December.
    4. Filipe Martins-da-Rocha, V. & Topuzu, Mihaela, 2008. "Cournot-Nash equilibria in continuum games with non-ordered preferences," Journal of Economic Theory, Elsevier, vol. 140(1), pages 314-327, May.
    5. Bernard Cornet & V. Filipe Martins-Da-Rocha, 2021. "Fatou's Lemma for Unbounded Gelfand Integrable Mappings," Post-Print hal-03506933, HAL.
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