2013

Articles

• Riedel, Frank ; Dana, Rose-Anne . Intertemporal equilibria with Knightian uncertainty. Journal of Economic Theory. Volume 148. n° 4. 2013. pages 1582-1605. Elsevier. DOI http://dx.doi.org/10.1016/j.jet.2013.04.005.
• Dana, Rose-Anne ; Carlier, Guillaume . Pareto optima and equilibria when preferences are incompletely known. Journal of Economic Theory. Volume 148. n° 4. 2013. pages 1606-1623. Elsevier. DOI http://dx.doi.org/10.1016/j.jet.2013.04.014.

2012

Articles

• Galichon, Alfred ; Dana, Rose-Anne ; Carlier, Guillaume . Pareto efficiency for the concave order and multivariate comonotonicity. Journal of Economic Theory. Volume 147. n° 1. 2012. pages 207-229. Elsevier. DOI http://dx.doi.org/10.1016/j.jet.2011.11.011.

2011

Articles

• Dana, Rose-Anne . Comonotonicity, Efficient Risk-Sharing and Equilibria in Markets with Short-Selling for Concave Law-Invariant Utilities. Journal of Mathematical Economics. Volume 47. n° 3. 2011. pages 328-335. Elsevier. DOI http://dx.doi.org/10.1016/j.jmateco.2010.12.016.
• Dana, Rose-Anne ; Carlier, Guillaume . Optimal Demand for Contingent Claims when Agents have law Invariant Utilities. Mathematical Finance. Volume 21. n° 2. 2011. pages 169-201. Wiley-Blackwell. DOI http://dx.doi.org/10.1111/j.1467-9965.2010.00431.x.

2010

Articles

• Le Van, Cuong ; Dana, Rose-Anne . Overlapping Risk Adjusted Sets of Priors and the Existence of Efficient Allocations and Equilibria with Short-Selling. Journal of Economic Theory. Volume 145. n° 6. 2010. pages 2186-2202. Elsevier. DOI http://dx.doi.org/10.1016/j.jet.2010.08.002.
• Dana, Rose-Anne ; Le Van, Cuong . Overlapping Sets of Priors and the Existence of Efficient Allocations and Equilibria for Risk Measures. Mathematical Finance. Volume 20. n° 3. 2010. pages 327-339. Wiley. DOI http://dx.doi.org/10.1111/j.1467-9965.2010.00402.x.

Conference Contributions

• Riedel, Frank ; Dana, Rose-Anne . Intertemporal Equilibria with Knightian Uncertainty. XIXth European Workshop on General Equilibrium Theory (EWGET 2010). Cracovie. Pologne. 2010.

2008

Articles

• Dana, Rose-Anne ; Carlier, Guillaume . Two-Persons Efficient Risk-Sharing and Equilibria for Concave Law-Invariant Utilities. Economic Theory. Volume 36. n° 2. 2008. pages 189-223. Springer. DOI http://dx.doi.org/10.1007/s00199-007-0266-z.
• Dana, Rose-Anne ; Le Van, Cuong . No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity. Journal of Economic Theory. 2008. pages 30. Elsevier.

2007

Articles

• Carlier, Guillaume ; Dana, Rose-Anne . Are generalized call-spreads efficient ?. Journal of Mathematical Economics. Volume 43. n° 5. 2007. pages 581-596. Elsevier B.V.. DOI http://dx.doi.org/10.1016/j.jmateco.2006.07.008.

Books

• Jeanblanc, Monique ; Dana, Rose-Anne . Financial markets in continuous time. Berlin. Springer . 2007 . pages 326 . ISBN 978-3-540-71149-0 .

2006

Articles

• Dana, Rose-Anne ; Carlier, Guillaume . Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. Statistics and Decisions. Volume 24. n° 1. 2006. pages 127-152. Oldenbourg Wissenschaftsverlag. DOI http://dx.doi.org/10.1524/stnd.2006.24.1.127.

Book chapters

• Dana, Rose-Anne ; Le Van, Cuong . Optimal growth without discounting. Rose-Anne Dana, Cuong Le Van, Tapan Mitra, Kazuo Nishimura. Handbook on optimal growth. Berlin. 2006.

2005

Articles

• Carlier, Guillaume ; Dana, Rose-Anne . Existence and monotonicity of solutions to moral hazard problems. Journal of Mathematical Economics. Volume 41. n° 7. 2005. pages 826-843. Elsevier. DOI http://dx.doi.org/10.1016/j.jmateco.2004.08.002.
• Dana, Rose-Anne . A Representation Result for Concave Schur Concave Functions. Mathematical Finance. Volume 15. n° 4. 2005. pages 613-634. Wiley. DOI http://dx.doi.org/10.1111/j.1467-9965.2005.00253.x.
• Carlier, Guillaume ; Dana, Rose-Anne . Rearrangement inequalities in non-convex insurance models. Journal of Mathematical Economics. Volume 41. n° 4-5. 2005. pages 483-503. Elsevier. DOI http://dx.doi.org/10.1016/j.jmateco.2004.12.004.
• Scarsini, Marco ; Dana, Rose-Anne . Optimal risk sharing with background risk. Journal of Economic Theory. Volume 133. 2005. pages 152-176. DOI http://dx.doi.org/10.1016/j.jet.2005.10.002.

2004

Articles

• Dana, Rose-Anne . Market behavior when preferences are generated by second-order stochastic dominance. Journal of Mathematical Economics. Volume 40. n° 6. 2004. pages 619-639. Elsevier. DOI http://dx.doi.org/10.1016/j.jmateco.2003.05.001.
• Dana, Rose-Anne . Ambiguity, uncertainty aversion and equilibrium welfare. Economic Theory. Volume 23. n° 3. 2004. pages 569-587. Springer. DOI http://dx.doi.org/10.1007/s00199-003-0383-2.
• Dana, Rose-Anne . Market behavior when preferences are generated by second-order stochastic dominance. Journal of Mathematical Economics. Volume 40. n° 6. 2004. pages 619-639. Elsevier. DOI http://dx.doi.org/10.1016/j.jmateco.2003.05.001.

2003

Articles

• Carlier, Guillaume ; Dana, Rose-Anne . Pareto efficient insurance contracts when the insurer's cost function is discontinuous. Economic Theory. Volume 21. n° 4. 2003. pages 871-893. Springer. DOI http://dx.doi.org/10.1007/s00199-002-0281-z.
• Carlier, Guillaume ; Dana, Rose-Anne . Core of convex distortions of a probability. Journal of Economic Theory. Volume 113. n° 2. 2003. pages 199-222. Elsevier. DOI http://dx.doi.org/10.1016/S0022-0531(03)00122-4.
• Shahidi, Niousha ; Carlier, Guillaume ; Dana, Rose-Anne . Efficient Insurance Contracts under Epsilon-Contaminated Utilities. Geneva Papers on Risk and Insurance - Theory. Volume 28. n° 1. 2003. pages 59-71. Springer. DOI http://dx.doi.org/10.1023/A:1022195815221.

Working Papers

• Dana, Rose-Anne ; Meilijson, Isaac . Modelling agents’ preferences in complete markets by second order stochastic dominance. Université Paris-Dauphine . 2003 .

Books

• Dana, Rose-Anne ; Le Van, Cuong . Dynamic Programming in Economics. London. Kluwer Academic Publishers . 2003 . pages 201 . ISBN 1-4020-7409-3 .

2002

Articles

• Dana, Rose-Anne . On Equilibria when Agents Have Multiple Priors. Annals of Operations Research. Volume 114. n° 1-4. 2002. pages 105-115. Springer. DOI http://dx.doi.org/10.1023/A:1021006118400.

Working Papers

• Carlier, Guillaume ; Dana, Rose-Anne . Insurance Contracts with deductibles and upper limits. Université Paris-Dauphine . 2002 .

2001

Articles

• Dana, Rose-Anne . Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable. Review of Economic Design. Volume 6. n° 2. 2001. pages 155-173. Springer. DOI http://dx.doi.org/10.1007/PL00013700.

2000

Articles

• Dana, Rose-Anne ; Le Van, Cuong . Arbitrage, duality and asset equilibria. Journal of Mathematical Economics. Volume 34. n° 3. 2000. pages 397-413. Elsevier. DOI http://dx.doi.org/10.1016/S0304-4068(00)00049-5.
• Tallon, Jean-Marc ; Dana, Rose-Anne ; Chateauneuf, Alain . Optimal risk-sharing rules and equilibria with Choquet-expected-utility. Journal of Mathematical Economics. Volume 34. n° 2. 2000. pages 191-214. Elsevier. DOI http://dx.doi.org/10.1016/S0304-4068(00)00041-0.

Working Papers

• Jeanblanc, Monique ; Dana, Rose-Anne . Financial markets survey written for encyclopedia EOLSS. Université Paris-Dauphine . 2000 .

1999

Articles

• Dana, Rose-Anne ; Le Van, Cuong ; Magnien, François . On the Different Notions of Arbitrage and Existence of Equilibrium. Journal of Economic Theory. Volume 87. n° 1. 1999. pages 169-193. Elsevier. DOI http://dx.doi.org/10.1006/jeth.1999.2518.
• Dana, Rose-Anne . Existence, uniqueness and determinacy of equilibrium in C.A.P.M. with a riskless asset. Journal of Mathematical Economics. Volume 32. n° 2. 1999. pages 167-175. Elsevier. DOI http://dx.doi.org/10.1016/S0304-4068(98)00050-0.

1997

Book chapters

• Jeanblanc, Monique ; Dana, Rose-Anne . Arbitrage et équilibre en temps continu. Simon, Yves. Encyclopédie des marchés financiers. Paris. 1997. pages 86-111.