Publications at Centre de recherche de mathématiques et économie mathématique (CERMSEM)<BR> Centre d'Économie de la Sorbonne<BR> Université Paris 1 (Panthéon-Sorbonne)<BR> Paris, France

This file is part of IDEAS, which uses RePEc data

Publications

by members of

Centre de recherche de mathématiques et économie mathématique (CERMSEM)
Centre d'Économie de la Sorbonne
Université Paris 1 (Panthéon-Sorbonne)
Paris, France

(Center for Research in Mathematics and Mathematical Economics, Sorbonne Economic Centre, )

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

Undated material is listed at the end

2005

Nguyen Manh Hung & San Nguyen Van, 2005. "The Lagrange multipliers and existence of competitive equilibrium in an intertemporal model with endogenous leisure," Cahiers de la Maison des Sciences Economiques b05041, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
Charalambos Aliprantis & Monique Florenzano & Rabee Tourky, 2005. "Linear and non-linear price decentralization," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00086101_v1, HAL. [Downloadable!]
Agnès Rico & Michel Grabisch & Christophe Labreuche & Alain Chateauneuf, 2005. "Preference modelling on totally ordered sets by the Sugeno integral," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) hal-00268984_v1, HAL. [Downloadable!]
Pedro Miranda & Michel Grabisch & Pedro Gil, 2005. "Axiomatic structure of k-additive capacities," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) hal-00188165_v1, HAL. [Downloadable!]
Michel Grabisch, 2005. "Une approche constructive de la décision multicritère," Post-Print halshs-00268356_v1, HAL. [Downloadable!]
Dominique Guegan, 2005. "How can we define the concept of long memory ? An econometric survey," Post-Print halshs-00179343_v1, HAL. [Downloadable!]
Dominique Guegan & Stéphanie Rioublanc, 2005. "Regime switching models : real or spurious long memory ?," Cahiers de la Maison des Sciences Economiques b05100, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
Dominique Guegan & Sophie A. Ladoucette, 2005. "Dependence modelling of the joint extremes in a portfolio using Archimedean copulas : application to MSCI indices," Cahiers de la Maison des Sciences Economiques b05101, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
Dominique Guegan & Kebira Hoummyia, 2005. "De-noising with wavelets method in chaotic time series: application in climatology, energy and finance," Post-Print halshs-00180873_v1, HAL. [Downloadable!]
Raymond Brummelhuis & Dominique Guegan, 2005. "Multi-period conditional distribution functions for heteroscedastic models with applications to VaR," Post-Print halshs-00179336_v1, HAL. [Downloadable!]
Cyril Caillault & Dominique Guegan, 2005. "Empirical Estimation of Tail Dependence Using Copulas. Application to Asian Markets," Post-Print halshs-00180865_v1, HAL. [Downloadable!]
Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Modelling squared returns using a SETAR model with long-memory dynamics," Post-Print halshs-00179285_v1, HAL. [Downloadable!]
Nicolas Huck & Dominique Guegan, 2005. "On the use of nearest neighbors in finance," Post-Print halshs-00180858_v1, HAL. [Downloadable!]
Dominique Guegan & Laurent Ferrara, 2005. "Detection of the Industrial Business Cycle using SETAR models," Post-Print halshs-00201309_v1, HAL. [Downloadable!]
Dominique Guegan & Sophie A. Ladoucette, 2005. "Dependence modelling of the joint extremes in a portfolio using Archimedean copulas : application to MSCI indices," Post-Print halshs-00189214_v1, HAL. [Downloadable!]
Aliou Diop & Dominique Guegan, 2005. "tail behavior of a threshold autoregressive stochastic volatility model," Post-Print halshs-00188530_v1, HAL. [Downloadable!]
Dominique Guegan & Stéphanie Rioublanc, 2005. "Regime switching models : real or spurious long memory ?," Post-Print halshs-00189208_v1, HAL. [Downloadable!]
Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Long-memory dynamics in a SETAR model - Applications to stock markets," Post-Print halshs-00179339_v1, HAL. [Downloadable!]
Ferrara, Laurent & Guégan, Dominique, 2005. "Detection of the industrial business cycle using SETAR models," MPRA Paper 4389, University Library of Munich, Germany. [Downloadable!]

2004

Mhand Hifi & Slim Sadfi & Abdelkader Sbihi, 2004. "An exact algorithm for the multiple-choice multidimensional knapsack problem," Cahiers de la Maison des Sciences Economiques b04024, Université Panthéon-Sorbonne (Paris 1).
Monique Florenzano & Elena Laureana Del Mercato, 2004. "Edgeworth and Lindahl-Foley equilibria of a general equilibrium model with private provision of pure public goods," Cahiers de la Maison des Sciences Economiques b04082, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
Charalambos D. Aliprantis & Monique Florenzano & Rabee Tourky, 2004. "Equilibria in production economies," Cahiers de la Maison des Sciences Economiques b04116, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
Nizar Allouch & Monique Florenzano, 2004. "Edgeworth and Walras equilibria of an arbitrage-free exchange economy," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00086096_v1, HAL. [Downloadable!]
Charalambos Aliprantis & Monique Florenzano & Rabee Tourky, 2004. "General equilibrium analysis in ordered topological vector spaces," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00086791_v1, HAL. [Downloadable!]
Charalambos Aliprantis & Monique Florenzano & Victor-Filipe Martins-Da-Rocha & Rabee Tourky, 2004. "Equilibrium analysis in financial markets with countably many securities," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00086810_v1, HAL. [Downloadable!]
Dieter Denneberg & Michel Grabisch, 2004. "Measure and integral with purely ordinal scales," Post-Print hal-00272078_v1, HAL. [Downloadable!]
Michel Grabisch, 2004. "The Möbius transform on symmetric ordered structures and its application to capacities on finite sets," Post-Print hal-00188158_v1, HAL. [Downloadable!]
Michel Grabisch & Christophe Labreuche, 2004. "Fuzzy measures and integrals in MCDA," Post-Print halshs-00268985_v1, HAL. [Downloadable!]
Michel Grabisch & Pedro Miranda, 2004. "p-symmetric bi-capacities," Post-Print halshs-00188173_v1, HAL. [Downloadable!]
Michel Grabisch & Bernard De Baets & Janos Fodor, 2004. "The quest for rings on bipolar scales," Post-Print hal-00271217_v1, HAL. [Downloadable!]
Zaier Aouani, 2004. "Exact capacities and star shaped distorted probabilities," Cahiers de la Maison des Sciences Economiques b04117, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
Dominique Guegan, 2004. "How Can We Define the Long Memory Concept? An Econometric Survey," Econometric Society 2004 Australasian Meetings 361, Econometric Society.
Jerome J Collet & Dominique Guegan, 2004. "Another Characterization of Long Memory Behavior," Econometric Society 2004 Australasian Meetings 359, Econometric Society.
Aliou Diop & Dominique Guegan, 2004. "Asymptotic Behavior for the Extreme Values of a Linear Regression Model," Post-Print halshs-00188532_v1, HAL. [Downloadable!]
Abdou Kâ Diongue & Dominique Guegan, 2004. "Estimating parameters for a k-GIGARCH process," Post-Print halshs-00188531_v1, HAL. [Downloadable!]
Dominique Guegan & Abdou Kâ Diongue & Bertrand Vignal, 2004. "A k- factor GIGARCH process : estimation and application to electricity market spot prices," Post-Print halshs-00188533_v1, HAL. [Downloadable!]
Guégan D., 2004. "How Can We Define The Concept of Long Memory? An Econometric Survey," School of Economics and Finance Discussion Papers and Working Papers Series 178, School of Economics and Finance, Queensland University of Technology. [Downloadable!]

2003

Charalambos D. Apliprantis & Monique Florenzano & Rabee Tourky, 2003. "Linear And Non-Linear Price Decentralization," Department of Economics - Working Papers Series 867, The University of Melbourne. [Downloadable!]
Michel Grabisch & Christophe Labreuche & Jean-Claude Vansnick, 2003. "On the Extension of Pseudo-Boolean Functions for the Aggregation of Interacting Criteria," Post-Print hal-00272780_v1, HAL. [Downloadable!]
Christophe Labreuche & Michel Grabisch, 2003. "The Choquet integral for the aggregation of interval scales in multicriteria decision making," Post-Print hal-00272090_v1, HAL. [Downloadable!]
Michel Grabisch, 2003. "The Symmetric Sugeno Integral," Post-Print hal-00272084_v1, HAL. [Downloadable!]
Dominique Guegan, 2003. "A prospective study of the k-factor Gegenbauer processes with heteroscedastic errors and an application to inflation rates," Post-Print halshs-00201314_v1, HAL. [Downloadable!]
Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE, 2003. "A SETAR model with long-memory dynamics," Econometrics 0309002, EconWPA. [Downloadable!]
Aliou Diop & Dominique Guegan, 2003. "Extreme Distribution of a Generalized Stochastic Volatility Model," Post-Print halshs-00188535_v1, HAL. [Downloadable!]
Dominique Guegan & D. Bosq & Delphine Blanke, 2003. "Modelization and Nonparametric estimation for a dynamical system with noise," Post-Print halshs-00201315_v1, HAL. [Downloadable!]

2002

Pedro Miranda & Michel Grabisch & Pedro Gil, 2002. "p-symmetric fuzzy measures," Post-Print hal-00273960_v1, HAL. [Downloadable!]
Michel Grabisch & Christophe Labreuche, 2002. "The Symmetric and Asymmetric Choquet integrals on finite spaces fordecision making," Post-Print halshs-00273184_v1, HAL. [Downloadable!]
Michel Grabisch & Jacques Duchêne & Frédéric Lino & Patrice Perny, 2002. "Subjective Evaluation of Discomfort in Sitting Positions," Post-Print halshs-00273179_v1, HAL. [Downloadable!]
Dominique Guegan & Sophie A. Ladoucette, 2002. "Extreme values of particular nonlinear processes," Post-Print halshs-00201320_v1, HAL. [Downloadable!]
Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S., 2002. "Une mesure de la persistance dans les indices boursiers," Documents de Travail 94, Banque de France. [Downloadable!]
Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S., 2002. "What is the Best Approach to Measure the Interdependence between Different Markets?," Documents de Travail 95, Banque de France. [Downloadable!]

2000

Hifi, M. & Sadfi, S. & Sbihi, A., 2000. "Efficient Algorithms for the Knapsack Sharing Problem," Papiers d'Economie MathÃÂ©matique et Applications 2000.122, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
Allouch, N. & Florenzano, M., 2000. "Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy," Papiers d'Economie MathÃÂ©matique et Applications 2000.119, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
Florenzano, M. & Marakulin, V., 2000. "Production equilibria in vector lattices : a general approach," Papiers d'Economie MathÃÂ©matique et Applications 2000.79, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
Monique Florenzano & Valeri Marakulin, 2000. "Production Equilibria in Vector Lattices," Econometric Society World Congress 2000 Contributed Papers 1396, Econometric Society. [Downloadable!]

1999

Bottazzi, J.-M., 1999. "Incomplete Markets : "Financial Engineering" of Transverse Asset Structures," Papiers d'Economie MathÃÂ©matique et Applications 1999-64, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
Bottazzi, J.-M. & Meddeb, M., 1999. "On Generically Complete Markets With an Open-Ended Horizon," Papiers d'Economie MathÃÂ©matique et Applications 1999.83, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
Aspandilarov, S. & Bottazzi, J.-M., 1999. "The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach," Papiers d'Economie MathÃÂ©matique et Applications 1999.80, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
Florenzano, M., 1999. "General Equilibrium of FDinancial Markets: An Introduction," Papiers d'Economie MathÃÂ©matique et Applications 1999.76, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
Monique Florenzano, 1999. "General equilibrium of financial markets," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00085543_v1, HAL. [Downloadable!]
Chauveau, T. & Damon, J. & Guegan, D., 1999. "Testing for Non-Linearity in Intra-Day Financial Series : The Cases of Two French Stocks," Papers 1999-06/fi, Caisse des Depots et Consignations - Cahiers de recherche.

1998

Grabisch, M. & Marichal, J.-L. & Roubens, M., 1998. "Equivalent Representations of a Set Function with Applications to Game Theory and Multicriteria Decision Making," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9801, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.
Grabisch, M. & Roubens, M., 1998. "An Axiomatic Approach to the Concept of Interaction Among Players in Cooperative Games," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9818, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.

1997

Ben-El-Mechaiekh, H. & Chebbi, S. & Florenzano, M. & Llinares, J.-V., 1997. "Abstract Convexity and Fixed Points," Papiers d'Economie MathÃÂ©matique et Applications 97.87, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
Florenzano, Monique & Deghdak, Messaoud, 1997. "Decentralizing edgeworth equilibria in economies with many commodities," CEPREMAP Working Papers (Couverture Orange) 9721, CEPREMAP.

1996

Ben-El-Mechaiekh, H & Chebbi, S & Florenzano, M, 1996. "A Nonlinear Alternative for Approximable Maps : A Simple Proof," Papiers d'Economie MathÃÂ©matique et Applications 96.45, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
Florenzano, Monique & Moreno Garcia, Emma, 1996. "Linear exchange economies with a continuum of agents," CEPREMAP Working Papers (Couverture Orange) 9609, CEPREMAP.

1994

Florenzano, M. & Gourdel, P., 1994. "Incomplete Markets in Infinite Horizon: Debt Constraints Versus Node Prices," Papiers d'Economie MathÃÂ©matique et Applications 94.76, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).

1993

Jean-Marc Bottazzi & Thorsten Hens, 1993. "Excess Demand with Incomplete Markets," Discussion Paper Serie A 421, University of Bonn, Germany.
Florenzano, Monique & Gourdel, Pascal, 1993. "Incomplete markets in infinite horizon : debt constraints versus node prices," CEPREMAP Working Papers (Couverture Orange) 9329, CEPREMAP.
Florenzano, Monique & Gourdel, Pascal, 1993. "T-period economies with incomplete markets," CEPREMAP Working Papers (Couverture Orange) 9312, CEPREMAP.

1992

Cherif, I. & Deghdak, M. & Florenzano, M., 1992. "Existence of Equilibria in the Overlapping Generations Model; the Nontransitive Case," Papiers d'Economie MathÃÂ©matique et Applications 92-19, UniversitÃ© PanthÃ©on-Sorbonne (Paris 1).
Florenzano Monique & Cherif, Imed & Deghdak M, 1992. "Existence of equilibria in the overlapping generations model. the nontransitive case," CEPREMAP Working Papers (Couverture Orange) 9205, CEPREMAP.

1991

Florenzano Monique, 1991. "Quasiequilibria in abstract economies application to the overlapping generations models," CEPREMAP Working Papers (Couverture Orange) 9117, CEPREMAP.
Florenzano Monique & Cherif, Imed, 1991. "Existence de l'équilibre dans un modèle à générations," CEPREMAP Working Papers (Couverture Orange) 9116, CEPREMAP.

1990

Florenzano Monique, 1990. "Markets with countably many periods," CEPREMAP Working Papers (Couverture Orange) 9019, CEPREMAP.

1988

Abdou, J. & Mertens, J.-F., 1988. "Correlated effectivity functions," CORE Discussion Papers 1988023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
Dana Rose-anne & Florenzano Monique & Le Van Cuong & Levy Dominique, 1988. "Asymptotic properties of a leontief economy," CEPREMAP Working Papers (Couverture Orange) 8814, CEPREMAP.
Florenzano Monique, 1988. "Edgeworth equilibria, fuzzy core and equilibria of a production economy without ordered preferences," CEPREMAP Working Papers (Couverture Orange) 8822, CEPREMAP.

1987

Florenzano Monique & Dana Rose-anne & Le Van Cuong & Levy Dominique, 1987. "Production prices and general equilibrium prices : a long-run property of a leontief economy with an unlimited supply of labour," CEPREMAP Working Papers (Couverture Orange) 8734, CEPREMAP.
Florenzano Monique, 1987. "On the non-emptiness of the core of a coalitional production economy without ordered preferences," CEPREMAP Working Papers (Couverture Orange) 8733, CEPREMAP.
Florenzano Monique, 1987. "Equilibrium in a production economy on an infinite dimensional commodity space. a unifying approach," CEPREMAP Working Papers (Couverture Orange) 8740, CEPREMAP.

1986

Florenzano Monique & Le Van Cuong, 1986. "Gale-nikaido-debreu lemma and the existence of general equilibrium (the)," CEPREMAP Working Papers (Couverture Orange) 8603, CEPREMAP.

1984

Dana, Rose-Anne & Florenzano, Monique & Le Van, Cuong & Lévy, Dominique, 1984. "Production prices and general equilibrium prices," CEPREMAP Working Papers (Couverture Orange) 8422, CEPREMAP.

1982

Florenzano Monique, 1982. "On the existence of equilibria in economies with an infinite dimensional commodity space," CEPREMAP Working Papers (Couverture Orange) 8217, CEPREMAP.

1980

Florenzano Monique & Geistdoerfer Monique, 1980. "Equilibre économique général transitif et intransitif (l'). problèmes d'existence," CEPREMAP Working Papers (Couverture Orange) 8004, CEPREMAP.
Florenzano Monique & Geistdoerfer Monique, 1980. "Quasi-equilibrium in abstract economics without ordered preferences," CEPREMAP Working Papers (Couverture Orange) 8019, CEPREMAP.

Undated

Dominique Guegan ; F, Lisi, . "Predictive Dimension : An Alternative Definition of the Embedding Dimension," Working Papers 97-49, Centre de Recherche en Economie et Statistique. [Downloadable!]
Dominique Guegan ; Rolf Tschernig, . "Prédiction of Chaotic Time Series in the Presence of Measurement Error : The Importance of Initial Conditions," Working Papers 98-02, Centre de Recherche en Economie et Statistique. [Downloadable!]
Dominique Guegan ; Jean-Marc Nguyen, . "The Multivariate Threshold Model -An Alternative to Detect Breaks and Hidden Cycles on Real Data," Working Papers 98-39, Centre de Recherche en Economie et Statistique. [Downloadable!]
Denis Bosq ; Dominique Guegan ; Guillaume Leorat, . "Statistical Estimation of the Embedding Dimension of a Dynamic System," Working Papers 98-03, Centre de Recherche en Economie et Statistique. [Downloadable!]
Laurent Ferrara ; Dominique Guegan, . "Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP," Working Papers 98-42, Centre de Recherche en Economie et Statistique. [Downloadable!]
Delphine Blanke ; Denis Bosq ; Dominique Guegan, . "Modelization and Nonparametric Estimation for a Dynamical System with Noise," Working Papers 98-57, Centre de Recherche en Economie et Statistique. [Downloadable!]
Laurent Ferrara ; Dominique Guegan, . "Estimation and Applications of Gegenbauer Processes," Working Papers 99-27, Centre de Recherche en Economie et Statistique. [Downloadable!]

Journal articles

2009

Michel Grabisch & Agnieszka Rusinowska, 2009. "Measuring influence in command games," Social Choice and Welfare, Springer, vol. 33(2), pages 177-209, August. [Downloadable!] (restricted)
Cyril Caillault, Dominique Guégan, 2009. "Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 6(1), pages 26-50, April. [Downloadable!]

2008

Grabisch, Michel & Kojadinovic, Ivan & Meyer, Patrick, 2008. "A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package," European Journal of Operational Research, Elsevier, vol. 186(2), pages 766-785, April. [Downloadable!] (restricted)
Michel Grabisch, 2008. "Comments on: Transversality of the Shapley value," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 44-47, July. [Downloadable!] (restricted)
Honda, Aoi & Grabisch, Michel, 2008. "An axiomatization of entropy of capacities on set systems," European Journal of Operational Research, Elsevier, vol. 190(2), pages 526-538, October. [Downloadable!] (restricted)
Chateauneuf, A. & Grabisch, M. & Rico, A., 2008. "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1084-1099, December. [Downloadable!] (restricted)
Aouani, Zaier & Chateauneuf, Alain, 2008. "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, vol. 56(2), pages 185-194, September. [Downloadable!] (restricted)
Laurent Ferrara & Dominique Guégan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Economics Bulletin, Economics Bulletin, vol. 3(29), pages 1-10. [Downloadable!]
Zhang, J. & Guégan, D., 2008. "Pricing bivariate option under GARCH processes with time-varying copula," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1095-1103, June. [Downloadable!] (restricted)

2007

Diongue, Abdou Kâ & Guégan, Dominique, 2007. "The stationary seasonal hyperbolic asymmetric power ARCH model," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1158-1164, June. [Downloadable!] (restricted)

2006

MONIQUE FLORENZANO & ELENA L. del MERCATO, 2006. "Edgeworth and Lindahl-Foley equilibria of a General Equilibrium Model with Private Provision of Pure Public Goods," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 8(5), pages 713-740, December. [Downloadable!] (restricted)
Monique Florenzano & Pascal Gourdel & Alejandro Jofré, 2006. "Supporting weakly Pareto optimal allocations in infinite dimensional nonconvex economies," Economic Theory, Springer, vol. 29(3), pages 549-564, November. [Downloadable!] (restricted)
Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2006. "Production equilibria," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 406-421, August. [Downloadable!] (restricted)
Grabisch, Michel, 2006. "Representation of preferences over a finite scale by a mean operator," Mathematical Social Sciences, Elsevier, vol. 52(2), pages 131-151, September. [Downloadable!] (restricted)
Labreuche, Christophe & Grabisch, Michel, 2006. "Generalized Choquet-like aggregation functions for handling bipolar scales," European Journal of Operational Research, Elsevier, vol. 172(3), pages 931-955, August. [Downloadable!] (restricted)
Miranda, Pedro & Grabisch, Michel & Gil, Pedro, 2006. "Dominance of capacities by k-additive belief functions," European Journal of Operational Research, Elsevier, vol. 175(2), pages 912-930, December. [Downloadable!] (restricted)

2005

Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2005. "Linear and non-linear price decentralization," Journal of Economic Theory, Elsevier, vol. 121(1), pages 51-74, March. [Downloadable!] (restricted)
Miranda, P. & Grabisch, M. & Gil, P., 2005. "Axiomatic structure of k-additive capacities," Mathematical Social Sciences, Elsevier, vol. 49(2), pages 153-178, March. [Downloadable!] (restricted)
Cyril Caillault & Dominique Guégan, 2005. "Empirical estimation of tail dependence using copulas: application to Asian markets," Quantitative Finance, Taylor and Francis Journals, vol. 5(5), pages 489-501, October. [Downloadable!] (restricted)
D. Guégan & L. Mercier, 2005. "Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data," European Journal of Finance, Taylor and Francis Journals, vol. 11(2), pages 137-150, April. [Downloadable!] (restricted)
Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Long-memory dynamics in a SETAR model - applications to stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 391-406, December. [Downloadable!] (restricted)
Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Modelling squared returns using a SETAR model with long-memory dynamics," Economics Letters, Elsevier, vol. 86(2), pages 237-243, February. [Downloadable!] (restricted)

2004

Aliprantis, C. D. & Florenzano, M. & Martins-da-Rocha, V. F. & Tourky, R., 2004. "Equilibrium analysis in financial markets with countably many securities," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 683-699, September. [Downloadable!] (restricted)
Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2004. "General equilibrium analysis in ordered topological vector spaces," Journal of Mathematical Economics, Elsevier, vol. 40(3-4), pages 247-269, June. [Downloadable!] (restricted)
Nizar Allouch & Monique Florenzano, 2004. "Edgeworth and Walras equilibria of an arbitrage-free exchange economy," Economic Theory, Springer, vol. 23(2), pages 353-370, January. [Downloadable!] (restricted)

2003

Abdou, Joseph & Keiding, Hans, 2003. "On necessary and sufficient conditions for solvability of game forms," Mathematical Social Sciences, Elsevier, vol. 46(3), pages 243-260, December. [Downloadable!] (restricted)
Bottazzi, Jean-Marc & De Meyer, Bernard, 2003. "A market game for assets and taxed investors," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 657-675, July. [Downloadable!] (restricted)
Grabisch, Michel & Labreuche, Christophe & Vansnick, Jean-Claude, 2003. "On the extension of pseudo-Boolean functions for the aggregation of interacting criteria," European Journal of Operational Research, Elsevier, vol. 148(1), pages 28-47, July. [Downloadable!] (restricted)
D. Blanke & D. Bosq & D. Guégan, 2003. "Modelization and Nonparametric Estimation for Dynamical Systems with Noise," Statistical Inference for Stochastic Processes, Springer, vol. 6(3), pages 267-290, October. [Downloadable!] (restricted)

2002

Jean-Marc Bottazzi, 2002. "research articles : Incomplete markets: transverse financial structures," Economic Theory, Springer, vol. 20(1), pages 67-82. [Downloadable!] (restricted)
Michel Grabisch & Christophe Labreuche, 2002. "The symmetric and asymmetric Choquet integrals on finite spaces for decision making," Statistical Papers, Springer, vol. 43(1), pages 37-52, January. [Downloadable!] (restricted)

2001

Florenzano, Monique & Gourdel, Pascal & Pascoa, Mario Rui, 2001. "Overlapping generations models with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 36(3), pages 201-218, December. [Downloadable!] (restricted)
Monique Florenzano & Emma Moreno-García, 2001. "Linear exchange economies with a continuum of agents," Spanish Economic Review, Springer, vol. 3(4), pages 253-272. [Downloadable!] (restricted)
Ferrara, Laurent & Guegan, Dominique, 2001. "Forecasting with k-Factor Gegenbauer Processes: Theory and Applications," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(8), pages 581-601, December.

2000

Abdou, J., 2000. "Exact stability and its applications to strong solvability," Mathematical Social Sciences, Elsevier, vol. 39(3), pages 263-275, May. [Downloadable!] (restricted)

1999

Messaoud Deghdak & Monique Florenzano, 1999. "research articles : Decentralizing Edgeworth equilibria in economies with many commodities," Economic Theory, Springer, vol. 14(2), pages 297-310. [Downloadable!] (restricted)
Marc Roubens & Michel Grabisch, 1999. "An axiomatic approach to the concept of interaction among players in cooperative games," International Journal of Game Theory, Springer, vol. 28(4), pages 547-565. [Downloadable!] (restricted)

1998

Abdou, J., 1998. "Tight and Effectively Rectangular Game Forms: A Nash Solvable Class," Games and Economic Behavior, Elsevier, vol. 23(1), pages 1-11, April. [Downloadable!] (restricted)
Bottazzi, Jean-Marc & Hens, Thorsten & Loffler, Andreas, 1998. "Market Demand Functions in the Capital Asset Pricing Model," Journal of Economic Theory, Elsevier, vol. 79(2), pages 192-206, April. [Downloadable!] (restricted)
Bisaglia, Luisa & Guegan, Dominique, 1998. "A comparison of techniques of estimation in long-memory processes," Computational Statistics & Data Analysis, Elsevier, vol. 27(1), pages 61-81, March. [Downloadable!] (restricted)

1997

Dominique Guegan, Guillaume Leorat, 1997. "Consistent estimation to determine the embedding dimension in financial data; with an application to the dollar/deutschmark exchange rate," European Journal of Finance, Taylor and Francis Journals, vol. 3(3), pages 231-242, September. [Downloadable!] (restricted)

1996

Bottazzi, Jean-Marc & Hens, Thorsten, 1996. "Excess Demand Functions and Incomplete Markets," Journal of Economic Theory, Elsevier, vol. 68(1), pages 49-63, January. [Downloadable!] (restricted)
Grabisch, Michel, 1996. "The application of fuzzy integrals in multicriteria decision making," European Journal of Operational Research, Elsevier, vol. 89(3), pages 445-456, March. [Downloadable!] (restricted)
Guegan, Dominique & Wandji, Joseph Ngatchou, 1996. "Power of the Lagrange multiplier test for certain subdiagonal bilinear models," Statistics & Probability Letters, Elsevier, vol. 29(3), pages 201-212, September. [Downloadable!] (restricted)

1995

Abdou, J, 1995. "Nash and Strongly Consistent Two-Player Game Forms," International Journal of Game Theory, Springer, vol. 24(4), pages 345-56.
Bottazzi, Jean-Marc, 1995. "Existence of equilibria with incomplete markets: The case of smooth returns," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 59-72. [Downloadable!] (restricted)
Bosq, D. & Guégan, D., 1995. "Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system," Statistics & Probability Letters, Elsevier, vol. 25(3), pages 201-212, November. [Downloadable!] (restricted)

1994

Abdou, J., 1994. "Strongly consistent two-player game forms," Economics Letters, Elsevier, vol. 44(4), pages 377-380, April. [Downloadable!] (restricted)
Bottazzi, Jean-Marc, 1994. "Accessibility of Pareto optima by Walrasian exchange processes," Journal of Mathematical Economics, Elsevier, vol. 23(6), pages 585-603, November. [Downloadable!] (restricted)
Florenzano, Monique & Gourdel, Pascal, 1994. "T-period economies with incomplete markets," Economics Letters, Elsevier, vol. 44(1-2), pages 91-97. [Downloadable!] (restricted)
Cherif, Imed & Deghdak, Messaoud & Florenzano, Monique, 1994. "Existence of Equilibria in the Overlapping Generations Model: The Nontransitive Case," Economic Theory, Springer, vol. 4(2), pages 217-35, March.
Pham, Dinh Tuan & Guégan, Dominique, 1994. "Asymptotic normality of the discrete Fourier transform of long memory time series," Statistics & Probability Letters, Elsevier, vol. 21(4), pages 299-309, November. [Downloadable!] (restricted)

1991

Abdou, Joseph, 1991. "Maxmin and minmax for coalitional game forms," Games and Economic Behavior, Elsevier, vol. 3(3), pages 267-277, August. [Downloadable!] (restricted)
Florenzano, Monique, 1991. "Markets with countably many periods," Economics Letters, Elsevier, vol. 36(3), pages 233-238, July. [Downloadable!] (restricted)

1989

Abdou, J. & Mertens, J. -F., 1989. "Correlated effectivity functions," Economics Letters, Elsevier, vol. 30(2), pages 97-101, August. [Downloadable!] (restricted)
Dana, Rose-Anne & Florenzano, Monique & Le Van, Cuong & Levy, Dominique, 1989. "Production prices and general equilibrium prices : A long-run property of a Leontief economy," Journal of Mathematical Economics, Elsevier, vol. 18(3), pages 263-280, June. [Downloadable!] (restricted)
Dana, Rose-Anne & Florenzano, Monique & Levan, Cuong & Levy, Dominique, 1989. "Asymptotic properties of a Leontief economy," Journal of Economic Dynamics and Control, Elsevier, vol. 13(4), pages 553-568, October. [Downloadable!] (restricted)

1988

Abdou, J, 1988. "Neutral Veto Correspondences with a Continuum of Alternatives," International Journal of Game Theory, Springer, vol. 17(2), pages 135-64.

1987

Abdou, Joseph, 1987. "Stable effectivity functions with an infinity of players and alternatives," Journal of Mathematical Economics, Elsevier, vol. 16(3), pages 291-295, June. [Downloadable!] (restricted)
Florenzano, Monique, 1987. "On an extension of the Gale-Nikaido-Debreu lemma," Economics Letters, Elsevier, vol. 25(1), pages 51-53. [Downloadable!] (restricted)

1986

Florenzano, Monigue & Le Van, Cuong, 1986. "A note on the Gale-Nikaido-Debreu lemma and the existence of general equilibrium," Economics Letters, Elsevier, vol. 22(2-3), pages 107-110. [Downloadable!] (restricted)

1983

Florenzano, Monique, 1983. "On the existence of equilibria in economies with an infinite dimensional commodity space," Journal of Mathematical Economics, Elsevier, vol. 12(3), pages 207-219, December. [Downloadable!] (restricted)

1982

Geistdoerfer-Florenzano, Monique, 1982. "The gale-nikaido-debreu lemma and the existence of transitive equilibrium with or without the free-disposal assumption," Journal of Mathematical Economics, Elsevier, vol. 9(1-2), pages 113-134, January. [Downloadable!] (restricted)

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This page was last updated on 2009-11-1.

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Publications

by members of

Centre de recherche de mathématiques et économie mathématique (CERMSEM) Centre d'Économie de la Sorbonne Université Paris 1 (Panthéon-Sorbonne) Paris, France

(Center for Research in Mathematics and Mathematical Economics, Sorbonne Economic Centre, )

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Centre de recherche de mathématiques et économie mathématique (CERMSEM)
Centre d'Économie de la Sorbonne
Université Paris 1 (Panthéon-Sorbonne)
Paris, France