Publications

Books

• "Marchés Financiers en temps Continu, Valorisation et Equilibre" with M. Jeanblanc-Piqué. Economica editor. First version: september 1994. Second version: september 1998. 
• A third version has been translated into english under the title "Financial Markets in continuous time" and published by Springer Finance Textbooks (2003) and reprinted in (2007).
• "Dynamic Optimization in Economics" with C. Le Van, Kluwers Editor (2003).

Published articles or articles accepted for publication

• "Evaluation of development programs in a stationary stochastic economy with bounded primary resources", Mathematical models in economics, J. and M.W. Los eds. North Holland, 1974.
• "Propriétés dynamiques d'une version discrète d'un modèle de croissance cyclique" with P. Malgrange, Cahiers du Séminaire d'Econométrie, 1981
• "The dynamics of a discrete version of a growth cycle model" with P. Malgrange, Analysing the structure of Econometric models, J.P. Ancot editeur Martinus Nijho , 1983.
• "Dynamic Complexity in Duopoly Games" with L. Montrucchio, Journal of Economic Theory, 40, n 1, 1986, special issue on non linear dynamics that appeared as a book Non linear Economic Dynamics edited by J.M. Grandmont, Academic Press, 1987.
• "On Rational Dynamic Strategies in Infinite Horizon Models Where Agents Discount the Future", with L. Montrucchio, Journal of Economic Behavior and Organisation, 8, 1987.  Special issue on non linear dynamics.
• "Production prices and general equilibrium prices", with M. Florenzano, C. Le Van and D. L evy, Journal of Mathematical Economics, 18, 1989.
• "Asymptotic properties of a Léontief economy", with M. Florenzano, C. Le Van and D. L evy, Journal of Dynamics and Control, 13, 1989.
• "On the structure of Pareto-optima in an inffinite horizon economy where agents have recursive preferences", with C. Le Van, Journal of Optimisation Theory and Applications, 69, n 2, 1990.
• "A note on the Bellman's equation of the overtaking criterion", with C. Le Van, Journal of Optimisation Theory and Applications, Vol. 67, n 2, 1990.3
• "Optimal growth and Pareto-optimality", with C. Le Van, Journal of Mathematical Economics, 20 1991.
• "Equilibria of a stationary economy with recursive preferences", with C. Le Van, Journal of Optimisation Theory and Applications, Vol. 71, n 2, 1991.
• "On existence of an Arrow-Radner equilibrium in the case of complete markets. A remark", with M. Pontier Mathematics of Operation Research,Vol. 17, n 1, 1992.
• "Discrete time stationary dynamical games", en collaboration avec L. Montrucchio, in General Equilibrium, Growth and Trade, II. The Legacy of L. Mckenzie, edited by R. Becker , M. Boldrin, R. Jones and W. Thomson, Academic Press, 1993.
• "Existence, Uniqueness and Determinacy of Arrow-Debreu Equilibria in Finance Models", Journal of Mathematical Economics,22 1993.
• "Existence and Uniqueness of Equilibria when preferences are additively separable and gross substitute", Econometrica,61 1993.
• "A note on the Bellman's equation of the overtaking criterion, and addendum", with C. Le Van, Journal of Optimisation Theory and Applications,Vol. 78, n 3, 1994.
• "An extension of Milleron Mitjushin and Polterovich's result", Journal of Mathematical Economics,22, 1995.
• "Existence of Equilibrium in Lp space, a Duality Approach", with C. Le Van . Journal of Mathematical Economics, 25 1995.
• "General equilibrium in Asset Markets with and without Shortselling", with C. Le Van et F. Magnien, Journal of Mathematical Analysis and Applications, 206, 1997.
• "On different notions of Arbitrage and Existence of Equilibrium ", with C. Le Van et F. Magnien, Journal of Economic theory 87, 1999.
• "Uniqueness and local uniqueness of Equilibrium in C.A.P.M.", Journal of Mathematical Economics,32, 1999.4
• "Arbitrage and Existence of Equilibrium in Asset Markets, a Duality Approach", with C. Le Van, Journal of Mathematical Economics 34, 396-413, 2000.
• "Optimal Risk-Sharing Rules and Equilibria with Non-Additive Expected Utility" with Alain Chateauneuf et J.M. Tallon, Journal of Mathematical Economics, 34, 2000.
• "Risk aversion and uniqueness of equilibrium. An application to financial markets" Review of Economic Design 6, 155-173, 2001, special issue in the honor of R. Radner, edited by Ischiishi.T. et Marshak T.
• "On Equilibria When Agents Have Multiple Priors" dans Annals of Operation Research, 114, 105-112, 2002, special issue on Stochastic Equilibrium. E cient Insurance Contracts Under epsilon-contaminated Utilities" with G. Carlier, N. Shahidi. Geneva Papers, 28 59-71, 2003.
• "Pareto efficient Insurance Contracts when the insurer's cost function is discontinuous" with G. Carlier, Economic Theory, 21, 871-893, 2003.
• "Core of convex distortions of a probability on a non atomic space" with G. Carlier, Journal of Economic Theory, 113, 199-222, 2003.
• "Ambiguity, uncertainty aversion and equilibrium Welfare". Economic Theory, 23-3, 569- 587, 2004.
• "Stochastic Dominance, Risk, Dispersion and Equilibrium Asset Pricing", Journal of Mathematical Economics 40, 6, 619-639, September 2004.
• "Existence and monotonicity of solutions to moral hazard problems", with G. Carlier, Journal of Mathematical Economics,41, 793-936, 2005.
• "Rearrangement inequalities in non convex economic models", with G. Carlier, Journal of Mathematical Economics 41, 483-503, 2005.
• "A representation result for concave Schur concave functions", Mathematical Finance, 14, 613-634, 2005.5
• "Optimal Risk Sharing with Background Risk", with M. Scarcini, Journal of Economic Theory, 133, 132-176,  2007. 
• "On the overtaking criterion", with C. Le Van, "A Handbook of Growth Theory", Dana, Le Van Nishimura and Mitra editors, Kluwers, 2006.
• "Law invariant concave utility functions and optimization problems with monotonicity and co monotonicity constraints", with G. Carlier. Statistics and Decisions, 24 , 1001-1026.2006. Special issue on risk measures.
• "Are call-spreads efficient", with G. Carlier. To appear in Journal of Mathematical Economics
• "Risk-Sharing and Equilibria between two agents with concave Rank-Linear Utilities",  with G. Carlier. To appear in   Economic Theory.

Working papers

• "Modelling agents' preferences in complete markets by second order stochastic dominance ", with I. Meilijson, Cahier du Ceremade 0238.
• "Demand for concave Rank-Linear Utilities", working paper 2006 with G. Carlier.

Encyclopedia articles

• "Marchés Financiers en temps Continu" with M. Jeanblanc-Piqué. Encyclopédie de Finance et de Gestion. Editions Economica, 1997.
• "Financial Markets" with M. Jeanblanc-Piqué. Encyclopedia EOLSS. Avril 2005
• "Pareto-optimality", Encyclopedia of Actuarial Science, Wiley, 2004