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Dana, Rose-Anne 1947-

Overview
Works: 34 works in 119 publications in 2 languages and 1,363 library holdings
Genres: Handbooks, manuals, etc 
Roles: Editor, Thesis advisor
Classifications: HG6024.A3, 332.0151955
Publication Timeline
Key
Publications about Rose-Anne Dana
Publications by Rose-Anne Dana
Most widely held works by Rose-Anne Dana
Financial markets in continuous time by Rose-Anne Dana( file )
26 editions published between 2002 and 2007 in English and held by 542 libraries worldwide
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, determined by equality of demand and supply on some market. This approach has its roots in the foundational work on General Equilibrium of the Nobel laureates Arrow and Debreu and in the work of McKenzie. This book has four parts. The first brings toget
Handbook on optimal growth by Rose-Anne Dana( file )
10 editions published in 2006 in English and Undetermined and held by 366 libraries worldwide
The problem of efficient or optimal allocation of resources is a fundamental concern of economic analysis. This book provides surveys of significant results of the theory of optimal growth, as well as the techniques of dynamic optimization theory on which they are based
Marchés financiers en temps continu : valorisation et équilibre by Rose-Anne Dana( Book )
11 editions published between 1994 and 1998 in French and held by 155 libraries worldwide
Dynamic programming in economics by Cuong Le Van( Book )
10 editions published between 2003 and 2010 in English and held by 139 libraries worldwide
Handbook of optimal growth by Rose-Anne Dana( Computer File )
19 editions published between 2006 and 2011 in English and Undetermined and held by 90 libraries worldwide
The problem of efficient or optimal allocation of resources is a fundamental concern of economic analysis. The theory of optimal economic growth can be viewed as an aspect of this central theme, which emphasizes in general the issues arising in the allocation of resources over an infinite time horizon, and in particular the consumption-investment decision process in models in which there is no natural "terminal date". This broad scope of "optimal growth theory" is one which has evolved over time, as economists have discovered new interpretations of its central results, as well as new applications of its basic methods. "The Handbook on Optimal Growth" provides surveys of significant results of the theory of optimal growth, as well as the techniques of dynamic optimization theory on which they are based. Armed with the results and methods of this theory, a researcher will be in an advantageous position to apply these versatile methods of analysis to new issues in the area of dynamic economics
On the different notions of arbitrage and existence of equilibrium by Rose-Anne Dana( Book )
4 editions published between 1996 and 1999 in English and held by 6 libraries worldwide
On a discrete version of Kaldor's 1940 cycle model by Rose-Anne Dana( Book )
2 editions published in 1981 in English and held by 6 libraries worldwide
Arbitrage, duality and asset equilibria by Rose-Anne Dana( Book )
3 editions published in 1996 in English and held by 5 libraries worldwide
Discrete time ( Computer File )
1 edition published in 2006 in English and held by 5 libraries worldwide
Production prices and general equilibrium prices : a long-run property of a Leontief economy with an unlimited supply of labour by CEPREMAP (Center)( Book )
3 editions published between 1985 and 1987 in English and held by 4 libraries worldwide
Asymptotic properties of a Leontief economy ( Book )
2 editions published in 1988 in English and held by 4 libraries worldwide
On the structure of Pareto-optima in an infinite horizon economy where agents have recursive preferences by Rose-Anne Dana( Book )
2 editions published in 1987 in English and held by 4 libraries worldwide
General equilibrium in asset markets with or without short-selling by Rose-Anne Dana( Book )
1 edition published in 1994 in English and held by 4 libraries worldwide
Optimal risk-sharing rules and equilibria with non-additive expected utility by Alain Chateauneuf( Book )
2 editions published in 1997 in English and held by 3 libraries worldwide
Optimal growth and Pareto-optimality by Rose-Anne Dana( Book )
1 edition published in 1987 in French and held by 3 libraries worldwide
A note on the Bellman equation of the "overtaking criterion" by Rose-Anne Dana( Book )
2 editions published in 1988 in French and English and held by 3 libraries worldwide
Stabilité et instabilité de modèles intertemporels de croissance, d'équilibre et de jeux by Rose-Anne Dana( Book )
3 editions published in 1987 in French and held by 3 libraries worldwide
Asymptotic properties of a general equilibrium model with a Leontieff technology and an unlimited supply of labour by Rose-Anne Dana( Book )
1 edition published in 1987 in French and held by 3 libraries worldwide
Optimal growth in a stationary stochastic economy by Rose-Anne Dana( Book )
1 edition published in 1974 in English and held by 2 libraries worldwide
 
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Alternative Names
Dana, R. A.
Dana, Rose Anne
Languages
English (85)
French (18)
Covers
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