V. Filipe Martins-da-Rocha

Contact

  • Associate Professor
  • Escola de Pós-Graduação em Economia, Fundação Getulio Vargas EPGE/FGV

  • Email: <victor DOT rocha AT fgv DOT br>

Education and academic experience

  • 2011: Habilitation à diriger des recherches, Université Paris-Dauphine (Contributions to Economic Theory)

  • 2007-present: Associate Professor, Fundação Getulio Vargas (Rio de Janeiro)
  • 2003-2007: Assistant Professor, Université Paris-Dauphine (Paris)
  • 2002: Ph.D. Applied Mathematics, Université Paris-I Panthéon-Sorbonne (Paris)
  • 1998-2000: Lecturer, Galatasaray Universitesi (Istanbul)
  • 1997: Agrégation of Mathematics, France
  • 1996: M.S. Pure Mathematics, Ecole Normale Supérieure de Lyon

Research interests

  • Economic Theory

Publications

2012

  • Harsh default penalties lead to Ponzi schemes: A counterexample

  • Games and Economic Behavior 75:1 (with Yiannis Vailakis)

  • View at publisher

  • Debt constraints in collateralized economies with default penalties

  • Journal of Mathematical Economics 48:1 (with Yiannis Vailakis)

  • View at publisher

2010

  • Interim efficiency with MEU-preferences

  • Journal of Economic Theory 145:5

  • View at publisher

  • Existence and uniqueness of a fixed-point for local contractions

  • Econometrica 78:3 (with Yiannis Vailakis)

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  • On equilibrium prices in continuous time

  • Journal of Economic Theory 145:3 (with Frank Riedel)

  • View at publisher

  • Financial markets with endogenous transaction costs

  • Economic Theory 45:1 (with Yiannis Vailakis)

  • View at publisher

2009

  • Unbounded exchange economies with satiation: How far can we go?

  • Journal of Mathematical Economics 45:7 (with Paulo Klinger Monteiro)

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  • Large economies with differential information and without free disposal

  • Economic Theory 38:2 (with Laura Angeloni)

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  • Equilibrium theory with asymmetric information and infinitely many states of nature

  • Economic Theory 38:2 (with Carlos Hervés-Beloso and Paulo K. Monteiro)

  • View at publisher

2008

  • Cournot--Nash equilibria in continuum games with non-ordered preferences

  • Journal of Economic Theory 140:1 (with Mihaela Topuzu)

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2007

  • Asset market equilibrium with short-selling and differential information

  • Economic Theory 32:3 (with Wassim Daher and Yiannis Vailakis)

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2006

  • Stochastic equilibria for economies under uncertainty with intertemporal substitution

  • Annals of Finance 2:1 (with Frank Riedel)

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2004

  • Equilibria in reflexive Banach lattices with a continuum of agents

  • Economic Theory 24:3 (with Aloisio Araújo and Paulo K. Monteiro)

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  • Equilibrium analysis in financial markets with countably many securities

  • Journal of Mathematical Economics 40:6 (with Roko Aliprantis, Monique Florenzano and Rabee Tourky)

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  • Equilibria in large economies with differentiated commodities and non-ordered preferences

  • Economic Theory 23:3

  • View at publisher

2003

  • Equilibria in large economies with a separable Banach commodity space and non-ordered preferences

  • Journal of Mathematical Economics 39:8

  • View at publisher

Work in progress

  • Refining not-too-tight constraints (with Yiannis Vailakis)

  • Output contingent securities and efficient investment by fi rms (with Luis Braido)

  • Non-emptiness of the alpha-core (with Nicholas Yannelis)

Unpublished Papers

  • Fatou's Lemma for unbounded Gelfand integrable mappings

  • Cahiers du Ceremade (with Bernard Cornet)

  • Equilibria in exchange economies with financial constraints: Beyond the Cass trick

  • Cahiers du Ceremade (with Leila Triki)

Teaching

Seminar

Objective of the firm Slides


VictorRocha (last edited 2012-04-19 09:22:03 by VictorRocha)