Listagem por autor "Chateauneuf, Alain"

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    • Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents 

      Araújo, Aloísio Pessoa de; Bonnisseau, Jean-Marc; Chateauneuf, Alain; Novinski, Rodrigo
      2017-01
      We prove that under mild conditions individually rational Pareto optima will exist even in the presence of non-convex preferences. We consider decision-makers (DMs) dealing with a countable flow of pay-offs or choosing ...

    • Pricing rules and Arrow-Debreu ambiguous valuation 

      Araújo, Aloísio Pessoa de; Chateauneuf, Alain; Faro, José Heleno
      2012
      This paper considers pricing rules of single-period securities markets with finitely many states. Our main result characterizes those pricing rules C that are super-replication prices of a frictionless and arbitrage-free ...