V. Filipe MartinsdaRocha
Directeur de Recherche CNRS (2ème classe)
Publications
Output Contingent Securities and Efficient Investment by Firms
International Economic Review, accepted for publication, 2017 (with L. Braido)
Borrowing in excess of natural ability to repay
Review of Economic Dynamics, 2017 (with Y. Vailakis)
On the sovereign debt paradox
Economic Theory, 2017 (with Y. Vailakis)
Constrained efficiency without commitment
Journal of Mathematical Economics, 2015 (with Y. Vailakis)
Fixedpoint for local contractions: applications to recursive utility
International Journal of Economic Theory, 2013 (with Y. Vailakis)
On Ponzi schemes in infinite horizon collateralized economies with default penalties
Annals of Finance, 2012 (with Y. Vailakis)
Harsh default penalties lead to Ponzi schemes: A counterexample
Games and Economic Behavior, 2012 (with Y. Vailakis)
Endogenous debt constraints in collateralized economies with default penalties
Journal of Mathematical Economics, 2012 (with Y. Vailakis)
Interim efficiency with MEUpreferences
Journal of Economic Theory, 2010
Existence and uniqueness of a fixed point for local contractions
Econometrica, 2010 (with Y. Vailakis)
On equilibrium prices in continuous time
Journal of Economic Theory, 2010 (with F. Riedel)
Financial markets with endogenous transaction costs
Economic Theory, 2010 (with Y. Vailakis)
Equilibrium theory with asymmetric information and infinitely many states
Economic Theory, 2009 (with C. HervèsBeloso and P.K. Monteiro)
Large economies with differential information and without free disposal
Economic Theory, 2009 (with L. Angeloni)
Unbounded exchange economies with satiation: How far can we go?
Journal of Economic Theory, 2009 (with P.K. Monteiro)
CournotNash equilibria in continuum games with nonordered preferences
Journal of Economic Theory, 2008 (with M. Topuzu)
Asset market equilibrium with shortselling and differential information
Economic Theory, 2007 (with W. Daher and Y. Vailakis)
Stochastic equilibria for economies under uncertainty with intertemporal substitution
Annals of Finance, 2006 (with F. Riedel)
Equilibria in reflexive Banach commodity spaces with a continuum of agents
Economic Theory, 2004 (with A. Araujo and P.K. Monteiro)
Equilibrium analysis in financial markets with countably many securities
Journal of Mathematical Economics, 2004 (with C.D. Aliprantis, M. Florenzano and R. Tourky)
Equilibria in large economies with differentiated commodities and nonordered preferences
Economic Theory, 2004
Equilibria in large economies with a separable Banach commodity space and nonordered preferences
Journal of Mathematical Economics, 2003
