Victor Filipe Martins-da-Rocha
Contact
- Associate Professor
Graduate School of Economics, Getulio Vargas Foundation EPGE-FGV
Email: <victor DOT rocha AT fgv DOT br>
Education and academic experience
- 2007-present: Associate Professor, Getulio Vargas Foundation (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
- 1996: M.S. Pure Mathematics, Ecole Normale Supérieure de Lyon
Research interests
- Sequential trading with limited commitment
- Decision Theory
- Recursive methods in Economics
Publications
2010
Interim efficiency with MEU-preferences
Journal of Economic Theory, forthcoming
Existence and uniqueness of a fixed-point for local contractions
Econometrica, forthcoming (with Yiannis Vailakis)
On equilibrium pices in continuous time
Journal of Economic Theory, forthcoming (with Frank Riedel)
Financial markets with endogenous transaction costs
Economic Theory, forthcoming (with Yiannis Vailakis)
2009
Unbounded exchange economies with satiation: How far can we go?
Journal of Mathematical Economics 45:7 (2009) (with Paulo Klinger Monteiro)
Large economies with differential information and without free disposal
Economic Theory 38:2 (2009) (with Laura Angeloni)
Equilibrium theory with asymmetric information and infinitely many states of nature
Economic Theory 38:2 (2009) (with Carlos Hervés-Beloso and Paulo K. Monteiro)
2008
Cournot--Nash equilibria in continuum games with non-ordered preferences
Journal of Economic Theory 140:1 (2008) (with Mihaela Topuzu)
2007
Asset market equilibrium with short-selling and differential information
Economic Theory 32:3 (2007) (with Wassim Daher and Yiannis Vailakis)
2006
Stochastic equilibria for economies under uncertainty with intertemporal substitution
Annals of Finance 2:1 (2006) (with Frank Riedel)
2004
Equilibria in reflexive Banach lattices with a continuum of agents
Economic Theory 24:3 (2004) (with Aloisio Araújo and Paulo K. Monteiro)
Equilibrium analysis in financial markets with countably many securities
Journal of Mathematical Economics 40:6 (2004) (with Roko Aliprantis, Monique Florenzano and Rabee Tourky)
Equilibria in large economies with differentiated commodities and non-ordered preferences
Economic Theory 23:3 (2004)
2003
Equilibria in large economies with a separable Banach commodity space and non-ordered preferences
Journal of Mathematical Economics 39:8 (2003)
Recent Working Papers
Interim efficiency with MEU-preferences
EPGE Economic Essays (July 2009)
Collateral, default penalties and endogenous debt constraints
EPGE Economic Essays (March 2008) (with Yiannis Vailakis)
Teaching
General Equilibrium Theory (Mestrado/Doutorado Teoria Microeconômica II)
Some theoretical aspects of Corporate Finance (Mestrado/Doutorado Finanças Corporativas)
Principles of Corporate Finance (Graduação Finanças Corporativas 2009)
Introduction to Game Theory (Graduação Teoria dos Jogos)
Microeconomia (MFEE)
Presentations
- Collateral, default penalties and endogenous debt constraints
- Belief formation and the information revealed by endogenous borrowing constraints
- Pure speculative trade under ambiguity: Characterization of interim efficiency
- Endogenous transaction costs
- On equilibrium prices in continuous time