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Bernard De Meyer

Personal Details

First Name:Bernard
Middle Name:
Last Name:De Meyer
Suffix:
RePEc Short-ID:pde381
[This author has chosen not to make the email address public]
Terminal Degree:1993 (from RePEc Genealogy)

Affiliation

(in no particular order)

Paris School of Economics

Paris, France
http://www.parisschoolofeconomics.eu/

33.1.80.52.16.60

48 boulevard Jourdan - 75014 Paris
RePEc:edi:eeparfr (more details at EDIRC)

Centre d'Économie de la Sorbonne (Sorbonne Economic Centre)
Université Paris 1 (Panthéon-Sorbonne) (University of Paris 1)

Paris, France
http://centredeconomiesorbonne.univ-paris1.fr/

+ 33 44 07 81 00
+ 33 1 44 07 83 01
106-112 boulevard de l'Hôpital 75 647 PARIS CEDEX 13
RePEc:edi:cenp1fr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bernard De Meyer & Ehud Lehrer & Dinah Rosenberg, 2009. "Evaluating information in zero-sum games with incomplete information on both sides," Documents de travail du Centre d'Economie de la Sorbonne 09035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.
  3. Pradeep Dubey & Rahul Garg & Bernard De Meyer, 2006. "Competing for Customers in a Social Network," Levine's Bibliography 321307000000000685, UCLA Department of Economics.
  4. Alexandre Marino & Bernard De Meyer, 2005. "Continuous versus Discrete Market Games," Cowles Foundation Discussion Papers 1535, Cowles Foundation for Research in Economics, Yale University.
  5. Bernard De Meyer & Alexandre Marino, 2005. "Duality and optimal strategies in the finitely repeated zero-sum games with incomplete information on both sides," Cahiers de la Maison des Sciences Economiques b05027, Université Panthéon-Sorbonne (Paris 1).
  6. Bernard De Meyer & Alexandre Marino, 2004. "Repeated market games with lack of information on both sides," Cahiers de la Maison des Sciences Economiques bla04066, Université Panthéon-Sorbonne (Paris 1).
  7. DE MEYER, Bernard & MOUSSA SALEY, Hadiza, 2000. "On the strategic origin of Brownian motion in finance," CORE Discussion Papers 2000057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. DE MEYER , Bernard, 1997. "Brownian games : uniqueness and regularity issues," CORE Discussion Papers 1997015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  9. DE MEYER, Bernard & ROSENBERG, Dinah, 1997. "“Cav u” and the dual game," CORE Discussion Papers 1997048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  10. DE MEYER, Bernard, 1996. "The Maximal Variation of a Bounded Martingale and the Central Limit Theorem," CORE Discussion Papers 1996035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. De Meyer , B., 1995. "From Repeated Games to Brownian Games," CORE Discussion Papers 1995039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  12. DE MEYER , Bernard, 1995. "A Bound for Continuous Martingales in a Cone," CORE Discussion Papers 1995015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  13. DE MEYER, Bernard & MONGIN , Philippe, 1994. "A Note on Affine Aggregation," CORE Discussion Papers 1994014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. DE MEYER , Bernard, 1993. "Repeated Games and the Central Limit Theorem," CORE Discussion Papers 1993003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. De Meyer, B., 1989. "Repeated Games And Multidimentional Normal Distribution," CORE Discussion Papers 1989032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. De Meyer, Bernard, 2010. "Price dynamics on a stock market with asymmetric information," Games and Economic Behavior, Elsevier, vol. 69(1), pages 42-71, May.
  2. Hadiza Moussa Saley & Bernard De Meyer, 2003. "On the strategic origin of Brownian motion in finance," International Journal of Game Theory, Springer;Game Theory Society, vol. 31(2), pages 285-319.
  3. 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.
  4. De Meyer, Bernard & Mongin, Philippe, 1995. "A note on affine aggregation," Economics Letters, Elsevier, vol. 47(2), pages 177-183, February.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bernard De Meyer & Ehud Lehrer & Dinah Rosenberg, 2009. "Evaluating information in zero-sum games with incomplete information on both sides," Documents de travail du Centre d'Economie de la Sorbonne 09035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

    Cited by:

    1. Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.
    2. Adam Kalai & Ehud Kalai, 2011. "Cooperation in Strategic Games Revisited," Discussion Papers 1512, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

  2. Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications, Elsevier.
    2. Fabien Gensbittel, 2016. "Continuous-time limit of dynamic games with incomplete information and a more informed player," International Journal of Game Theory, Springer;Game Theory Society, vol. 45(1), pages 321-352, March.
    3. Victor Domansky & Victoria Kreps, 2012. "Game-theoretic model of financial markets with two risky assets," HSE Working papers WP BRP 16/EC/2012, National Research University Higher School of Economics.
    4. Fedor Sandomirskiy, 2014. "Repeated games of incomplete information with large sets of states," International Journal of Game Theory, Springer;Game Theory Society, vol. 43(4), pages 767-789, November.
    5. Fedor Sandomirskiy, 2018. "On Repeated Zero-Sum Games with Incomplete Information and Asymptotically Bounded Values," Dynamic Games and Applications, Springer, vol. 8(1), pages 180-198, March.
    6. Shino Takayama, 2013. "Price Manipulation, Dynamic Informed Trading and Tame Equilibria: Theory and Computation," Discussion Papers Series 492, School of Economics, University of Queensland, Australia.
    7. Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018. "Belief-free price formation," Journal of Financial Economics, Elsevier, vol. 127(2), pages 342-365.
    8. Gensbittel, Fabien & Grün, Christine, 2017. "Zero-sum stopping games with asymmetric information," TSE Working Papers 17-859, Toulouse School of Economics (TSE).
    9. Pierre Cardaliaguet & Catherine Rainer, 2012. "Games with Incomplete Information in Continuous Time and for Continuous Types," Dynamic Games and Applications, Springer, vol. 2(2), pages 206-227, June.
    10. Hörner, Johannes & Lovo, Stefano, 2017. "Belief-free Price Formation," TSE Working Papers 17-790, Toulouse School of Economics (TSE).
    11. Fedor Sandomirskiy, 2016. "On Repeated Zero-Sum Games with Incomplete Information and Asymptotically Bounded Values," HSE Working papers WP BRP 148/EC/2016, National Research University Higher School of Economics.
    12. Bernard De Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169563, HAL.

  3. Pradeep Dubey & Rahul Garg & Bernard De Meyer, 2006. "Competing for Customers in a Social Network," Levine's Bibliography 321307000000000685, UCLA Department of Economics.

    Cited by:

    1. Nicole Tabasso, 2014. "Diffusion of Multiple Information," School of Economics Discussion Papers 0914, School of Economics, University of Surrey.
    2. Antoine Mandel & Xavier Venel, 2017. "Dynamic competition over social networks Dynamic competition over social networks," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01524453, HAL.
    3. Sengupta, Abhijit & Greetham, Danica Vukadinovic, 2010. "Dynamics of brand competition: Effects of unobserved social networks," Journal of Economic Dynamics and Control, Elsevier, vol. 34(12), pages 2391-2406, December.
    4. Aiche, A. & Einy, Ezra & Haimanko, Ori & Moreno, Diego & Selay, A. & Shitovitz, Benyamin, 2016. "Information advantage in common-value classic Tullock contests," UC3M Working papers. Economics 23939, Universidad Carlos III de Madrid. Departamento de Economía.
    5. Bernard De Meyer & Pradeep K. Dubey & Rahul Garg, 2014. "Competing for customers in a social network," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01432210, HAL.
    6. Agnieszka Rusinowka & Akylai Taalaibekova, 2018. "Opinion formation and targeting when persuaders have extreme and centrist opinions," Documents de travail du Centre d'Economie de la Sorbonne 18005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    7. Agnieszka Rusinowska & Akylai Taalaibekova, 2018. "Opinion formation and targeting when persuaders have extreme and centrist opinions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01720017, HAL.
    8. Antoine Mandel & Xavier Venel, 2017. "Dynamic competition over social networks," Documents de travail du Centre d'Economie de la Sorbonne 17021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    9. Nicole Tabasso, 2015. "Diffusion of Multiple Information: On Information Resilience and the Power of Segregation," Working Papers 2015.55, Fondazione Eni Enrico Mattei.

  4. Alexandre Marino & Bernard De Meyer, 2005. "Continuous versus Discrete Market Games," Cowles Foundation Discussion Papers 1535, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Victor Domansky, 2007. "Repeated games with asymmetric information and random price fluctuations at finance markets," International Journal of Game Theory, Springer;Game Theory Society, vol. 36(2), pages 241-257, October.
    2. Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.
    3. Marina Sandomirskaia, 2017. "Repeated Bidding Games with Incomplete Information and Bounded Values: On the Exponential Speed of Convergence," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-7, March.

  5. Bernard De Meyer & Alexandre Marino, 2005. "Duality and optimal strategies in the finitely repeated zero-sum games with incomplete information on both sides," Cahiers de la Maison des Sciences Economiques b05027, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications, Elsevier.
    2. Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.

  6. Bernard De Meyer & Alexandre Marino, 2004. "Repeated market games with lack of information on both sides," Cahiers de la Maison des Sciences Economiques bla04066, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Bernard De Meyer & Alexandre Marino, 2005. "Duality and optimal strategies in the finitely repeated zero-sum games with incomplete information on both sides," Cahiers de la Maison des Sciences Economiques b05027, Université Panthéon-Sorbonne (Paris 1).
    2. Fedor Sandomirskiy, 2016. "On Repeated Zero-Sum Games with Incomplete Information and Asymptotically Bounded Values," HSE Working papers WP BRP 148/EC/2016, National Research University Higher School of Economics.

  7. DE MEYER, Bernard & MOUSSA SALEY, Hadiza, 2000. "On the strategic origin of Brownian motion in finance," CORE Discussion Papers 2000057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications, Elsevier.
    2. Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.
    3. Marcel Ausloos & Franck Jovanovic & Christophe Schinckus, 2016. "On the "usual" misunderstandings between econophysics and finance: some clarifications on modelling approaches and efficient market hypothesis," Papers 1606.02045, arXiv.org.
    4. Jovanovic, Franck & Andreadakis, Stelios & Schinckus, Christophe, 2016. "Efficient market hypothesis and fraud on the market theory a new perspective for class actions," Research in International Business and Finance, Elsevier, vol. 38(C), pages 177-190.
    5. Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
    6. Victor Domansky & Victoria Kreps, 2012. "Game-theoretic model of financial markets with two risky assets," HSE Working papers WP BRP 16/EC/2012, National Research University Higher School of Economics.
    7. Johannes Horner & Julian Jamison, 2006. "Private Information in Sequential Common-Value Auctions," Discussion Papers 1422, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    8. Fedor Sandomirskiy, 2018. "On Repeated Zero-Sum Games with Incomplete Information and Asymptotically Bounded Values," Dynamic Games and Applications, Springer, vol. 8(1), pages 180-198, March.
    9. Miles Gietzmann & Adam Ostaszewski, 2014. "Why managers with low forecast precision select high disclosure intensity: an equilibrium analysis," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 121-153, July.
    10. Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018. "Belief-free price formation," Journal of Financial Economics, Elsevier, vol. 127(2), pages 342-365.
    11. Marina Sandomirskaia, 2017. "Repeated Bidding Games with Incomplete Information and Bounded Values: On the Exponential Speed of Convergence," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-7, March.
    12. Hörner, Johannes & Lovo, Stefano, 2017. "Belief-free Price Formation," TSE Working Papers 17-790, Toulouse School of Economics (TSE).
    13. Fedor Sandomirskiy, 2016. "On Repeated Zero-Sum Games with Incomplete Information and Asymptotically Bounded Values," HSE Working papers WP BRP 148/EC/2016, National Research University Higher School of Economics.
    14. Bernard De Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169563, HAL.
    15. Domansky, V. & Kreps, V., 2011. "Game Theoretic Bidding Model: Strategic Aspects of Price Formation at Stock Markets," Journal of the New Economic Association, New Economic Association, issue 11, pages 39-62.
    16. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
    17. Alexandre Marino & Bernard De Meyer, 2005. "Continuous versus Discrete Market Games," Cowles Foundation Discussion Papers 1535, Cowles Foundation for Research in Economics, Yale University.

  8. DE MEYER, Bernard & ROSENBERG, Dinah, 1997. "“Cav u” and the dual game," CORE Discussion Papers 1997048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications, Elsevier.
    2. R. Buckdahn & P. Cardaliaguet & M. Quincampoix, 2011. "Some Recent Aspects of Differential Game Theory," Dynamic Games and Applications, Springer, vol. 1(1), pages 74-114, March.
    3. Pierre Cardaliaguet & Catherine Rainer, 2012. "Games with Incomplete Information in Continuous Time and for Continuous Types," Dynamic Games and Applications, Springer, vol. 2(2), pages 206-227, June.
    4. Sylvain Sorin, 2011. "Zero-Sum Repeated Games: Recent Advances and New Links with Differential Games," Dynamic Games and Applications, Springer, vol. 1(1), pages 172-207, March.

  9. DE MEYER, Bernard, 1996. "The Maximal Variation of a Bounded Martingale and the Central Limit Theorem," CORE Discussion Papers 1996035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Bernard De Meyer, 2007. "Price Dynamics on a Stock Market with Asymmetric Information," Cowles Foundation Discussion Papers 1604, Cowles Foundation for Research in Economics, Yale University.
    2. Fedor Sandomirskiy, 2014. "Repeated games of incomplete information with large sets of states," International Journal of Game Theory, Springer;Game Theory Society, vol. 43(4), pages 767-789, November.
    3. Fedor Sandomirskiy, 2016. "On Repeated Zero-Sum Games with Incomplete Information and Asymptotically Bounded Values," HSE Working papers WP BRP 148/EC/2016, National Research University Higher School of Economics.
    4. Jeffrey Ely & Alexander Frankel & Emir Kamenica, 2015. "Suspense and Surprise," Journal of Political Economy, University of Chicago Press, vol. 123(1), pages 215-260.

  10. De Meyer , B., 1995. "From Repeated Games to Brownian Games," CORE Discussion Papers 1995039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications, Elsevier.
    2. Fedor Sandomirskiy, 2016. "On Repeated Zero-Sum Games with Incomplete Information and Asymptotically Bounded Values," HSE Working papers WP BRP 148/EC/2016, National Research University Higher School of Economics.
    3. Bernard De Meyer & Gaëtan Fournier, 2015. "Price dynamics on a risk averse market with asymmetric information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169563, HAL.
    4. Sylvain Sorin, 2011. "Zero-Sum Repeated Games: Recent Advances and New Links with Differential Games," Dynamic Games and Applications, Springer, vol. 1(1), pages 172-207, March.

  11. DE MEYER, Bernard & MONGIN , Philippe, 1994. "A Note on Affine Aggregation," CORE Discussion Papers 1994014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2016. "Utilitarianism with and without expected utility," MPRA Paper 72578, University Library of Munich, Germany.
    2. Charles Blackorby & Walter Bossert & David Donaldson, 2007. "Variable-population extensions of social aggregation theorems," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 28(4), pages 567-589, June.
    3. Chambers, Christopher & Takashi Hayashi, 2003. "Preference Aggregation under Uncertainty: Savage vs. Pareto," Working Papers 1184, California Institute of Technology, Division of the Humanities and Social Sciences.
    4. Eric Danan & Thibault Gajdos & Jean-Marc Tallon, 2012. "Harsanyi's aggregation theorem with incomplete preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00768894, HAL.
    5. Itzhak Gilboa & D. Samet & D. Schmeidler, 2004. "Utilitarian Aggregation of Beliefs and Tastes," Post-Print hal-00481249, HAL.
    6. BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David, 2003. "Harsanyi’s Social Aggregation Theorem : A Multi-Profile Approach with Variable-Population Extensions," Cahiers de recherche 2003-05, Universite de Montreal, Departement de sciences economiques.
    7. Eric Danan & Thibault Gajdos & Brian Hill & Jean-Marc Tallon, 2015. "Robust Social Decisions," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01241819, HAL.
    8. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2005. "On the impossibility of preference aggregation under uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00193578, HAL.
    9. Mongin, Philippe & Fleurbaey, Marc, 2015. "The Utilitarian Relevance of the Aggregation Theorem," Les Cahiers de Recherche 1115, HEC Paris.
    10. Federica Ceron & Vassili Vergopoulos, 2017. "Aggregation of Bayesian preferences: Unanimity vs Monotonicity," Documents de travail du Centre d'Economie de la Sorbonne 17028, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    11. Federica Ceron & Vassili Vergopoulos, 2017. "Aggregation of Bayesian preferences: Unanimity vs Monotonicity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01539444, HAL.
    12. Nascimento, Leandro, 2011. "Zhou’s aggregation theorems with multiple welfare weights," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 654-658.
    13. Marc Fleurbaey & Stéphane Zuber, 2016. "Fair management of social risk," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00973480, HAL.
    14. Thibault Gajdos & Feriel Kandil, 2008. "The ignorant observer," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 31(2), pages 193-232, August.
    15. Blackorby, Charles & Donaldson, David & Weymark, John A., 1999. "Harsanyi's social aggregation theorem for state-contingent alternatives1," Journal of Mathematical Economics, Elsevier, vol. 32(3), pages 365-387, November.
    16. Mongin, Philipppe & Fleurbaey, Marc, 2011. "The relevance of utilirianism," Les Cahiers de Recherche 955, HEC Paris.
    17. Gajdos, T. & Tallon, J.-M. & Vergnaud, J.-C., 2008. "Representation and aggregation of preferences under uncertainty," Journal of Economic Theory, Elsevier, vol. 141(1), pages 68-99, July.
    18. Mandler, Michael, 2005. "Harsanyi's utilitarianism via linear programming," Economics Letters, Elsevier, vol. 88(1), pages 85-90, July.
    19. MONGIN, Philippe, 1996. "The Paradox of the Bayesian Experts and State-Dependent Utility Theory," CORE Discussion Papers 1996026, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    20. Xiangyu Qu, 2017. "Separate aggregation of beliefs and values under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 503-519, February.
    21. Marc Fleurbaey & Philippe Monginy, 2011. "The Relevance of Utilitarianism," Working Papers 1369, Princeton University, Department of Economics, Econometric Research Program..
    22. Xiangyu Qu, 2016. "Commitment and anticipated utilitarianism," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 47(2), pages 349-358, August.
    23. Arja Turunen-Red & John Weymark, 1999. "Linear Aggregation of SSB Utility Functionals," Theory and Decision, Springer, vol. 46(3), pages 281-294, June.

  12. DE MEYER , Bernard, 1993. "Repeated Games and the Central Limit Theorem," CORE Discussion Papers 1993003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications, Elsevier.
    2. Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2002. "Stochastic Games with a Single Controller and Incomplete Information," Working Papers hal-00593394, HAL.
    3. Bernard De Meyer & Alexandre Marino, 2005. "Duality and optimal strategies in the finitely repeated zero-sum games with incomplete information on both sides," Cahiers de la Maison des Sciences Economiques b05027, Université Panthéon-Sorbonne (Paris 1).
    4. Fedor Sandomirskiy, 2014. "Repeated games of incomplete information with large sets of states," International Journal of Game Theory, Springer;Game Theory Society, vol. 43(4), pages 767-789, November.
    5. R. Buckdahn & P. Cardaliaguet & M. Quincampoix, 2011. "Some Recent Aspects of Differential Game Theory," Dynamic Games and Applications, Springer, vol. 1(1), pages 74-114, March.
    6. Rainer Buckdahn & Marc Quincampoix & Catherine Rainer & Yuhong Xu, 2016. "Differential games with asymmetric information and without Isaacs’ condition," International Journal of Game Theory, Springer;Game Theory Society, vol. 45(4), pages 795-816, November.
    7. Gensbittel, Fabien & Grün, Christine, 2017. "Zero-sum stopping games with asymmetric information," TSE Working Papers 17-859, Toulouse School of Economics (TSE).
    8. Fedor Sandomirskiy, 2016. "On Repeated Zero-Sum Games with Incomplete Information and Asymptotically Bounded Values," HSE Working papers WP BRP 148/EC/2016, National Research University Higher School of Economics.
    9. Sylvain Sorin, 2011. "Zero-Sum Repeated Games: Recent Advances and New Links with Differential Games," Dynamic Games and Applications, Springer, vol. 1(1), pages 172-207, March.
    10. Alexandre Marino & Bernard De Meyer, 2005. "Continuous versus Discrete Market Games," Cowles Foundation Discussion Papers 1535, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. De Meyer, Bernard, 2010. "Price dynamics on a stock market with asymmetric information," Games and Economic Behavior, Elsevier, vol. 69(1), pages 42-71, May.
    See citations under working paper version above.
  2. Hadiza Moussa Saley & Bernard De Meyer, 2003. "On the strategic origin of Brownian motion in finance," International Journal of Game Theory, Springer;Game Theory Society, vol. 31(2), pages 285-319.
    See citations under working paper version above.
  3. 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.

    Cited by:

    1. Jean-Marc Bonnisseau & Michael Florig, 2003. "Existence and optimality of oligopoly equilibria in linear exchange economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(4), pages 727-741, November.
    2. Gaël Giraud, 2004. "The limit-price exchange process," Cahiers de la Maison des Sciences Economiques b04118, Université Panthéon-Sorbonne (Paris 1).
    3. Giraud, Gael, 2003. "Strategic market games: an introduction," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 355-375, July.
    4. Bacchiega, Emanuele, 2013. "A note on the effects of market power distribution in Cordella and Gabszewicz's Ricardian model," Research in Economics, Elsevier, vol. 67(2), pages 111-116.
    5. M. Florig, 2004. "Equilibrium Correspondence of Linear Exchange Economies," Journal of Optimization Theory and Applications, Springer, vol. 120(1), pages 97-109, January.

  4. De Meyer, Bernard & Mongin, Philippe, 1995. "A note on affine aggregation," Economics Letters, Elsevier, vol. 47(2), pages 177-183, February.
    See citations under working paper version above.

More information

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Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CSE: Economics of Strategic Management (2) 2006-11-18 2006-12-16
  2. NEP-GTH: Game Theory (2) 2005-04-16 2009-06-17
  3. NEP-NET: Network Economics (2) 2006-11-18 2006-12-16
  4. NEP-SOC: Social Norms & Social Capital (2) 2006-11-18 2006-12-16
  5. NEP-CTA: Contract Theory & Applications (1) 2009-06-17
  6. NEP-FMK: Financial Markets (1) 2007-03-10
  7. NEP-HPE: History & Philosophy of Economics (1) 2009-06-17
  8. NEP-MIC: Microeconomics (1) 2006-11-18
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2009-06-17

Corrections

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To update listings or check citations waiting for approval, Bernard De Meyer should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.