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)

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2010

• Interim efficiency with MEU-preferences

• Journal of Economic Theory 145:5

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• 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)

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• Financial markets with endogenous transaction costs

• Economic Theory 45:1 (with Yiannis Vailakis)

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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)

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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

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2003

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

• Journal of Mathematical Economics 39:8

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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

• General Equilibrium Theory (Mestrado/Doutorado Teoria Microeconômica II)

• Asymmetric information (Mestrado/Doutorado Teoria Microeconômica IV)

• Some theoretical aspects of Corporate Finance (Mestrado/Doutorado Finanças Corporativas)

• Introduction to Game Theory (Graduação Teoria dos Jogos)

Seminar

Objective of the firm Slides

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