Victor Filipe Martins da Rocha

Discipline

Economies et finances (16)

Type de document

Articles (13) Prépublication (3)

Co-auteur

Yiannis Vailakis

Rabee Tourky

Mateus Santos

Toan Phan

Rafael Mouallem Rosa

Rafael Mouallem

Emy Lécuyer

Monique Florenzano

Luis, H. B. Braido

Charalambos, D. Aliprantis

Date

Source

HAL-SHS : économie et finance (16)

Mot-clé

Finance (16) Finance (16) Equilibrium (11) spectacle (8) Markets (8) papier (7) Paper (7) risque (6) dette (6) Risk (6) Debt (6) Agent (Philosophy) (6) Horizon (5) Infinite (5) Debts, Public (5) Credit (5) modèle (4) information (4) économie (4) crédit (4) ordre (4) budget (4) Order (4) Loans (4) Example (4) Budget (4) Ability (4) Models (4) crédit (4) gestion (3)

Documents écrit par Victor Filipe Martins da Rocha (16) | parle de Victor Filipe Martins da Rocha (1)

Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties

Victor Filipe Martins da Rocha et al. (30 avr. 2023)

Convex Asset Pricing

Emy Lécuyer et al. (31 déc. 2022)

Second-Order Beliefs and Second-Order Expected Utility

Victor Filipe Martins da Rocha et al. (26 août 2020)

Debt Limits and Credit Bubbles in General Equilibrium

Victor Filipe Martins da Rocha et al. (27 oct. 2019)

Self-Enforcing Debt and Rational Bubbles

Victor Filipe Martins da Rocha et al. (30 sept. 2019)

Output contingent securities and efficient investment by firms

Luis H. B. Braido et al. (17 mai 2018)

On the Sovereign Debt Paradox

Victor Filipe Martins da Rocha et al.

Borrowing in Excess of Natural Ability to Repay

Victor Filipe Martins da Rocha et al. (2 janv. 2017)

Constrained Efficiency Without Commitment

Victor Filipe Martins da Rocha et al.

Self-enforcing Debt, Reputation, and the Role of Interest Rates

Victor Filipe Martins da Rocha et al. (18 déc. 2014)

Fixed-point for local contractions: applications to recursive utility

Victor Filipe Martins da Rocha et al. (2013)

Harsh default penalties lead to Ponzi schemes: A counterexample

Victor Filipe Martins da Rocha et al. (2012)

On Ponzi schemes in infinite horizon collateralized economies with default penalties

Victor Filipe Martins da Rocha et al. (2012)

Endogenous debt constraints in collateralized economies with default penalties

Victor Filipe Martins da Rocha et al.

Interim efficiency with MEU-preferences

Victor Filipe Martins da Rocha

Equilibrium analysis in financial markets with countably many securities

Charalambos D. Aliprantis et al.