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: General Economic Theory

  • General Equilibrium
  • Financial Markets
  • Game Theory
  • Corporate Finance
  • Decision Theory
  • Recursive methods in Economics

Publications

  • 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)

  • 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)

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

  • Journal of Economic Theory 140:1 (2008) (with Mihaela Topuzu)

  • Asset market equilibrium with short-selling and differential information

  • Economic Theory 32:3 (2007) (with Wassim Daher and Yiannis Vailakis)

  • Stochastic equilibria for economies under uncertainty with intertemporal substitution

  • Annals of Finance 2:1 (2006) (with Frank Riedel)

  • 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)

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

  • Journal of Mathematical Economics 39:8 (2003)

Recent Working Papers

Teaching

Presentations

VictorRocha (last edited 2010-02-09 08:59:52 by VictorRocha)