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Barbut, Levy, Les Marchés Efficaces et Arrow

  • Alan Kirman

    ()

    (GREQAM - Groupement de Recherche en Économie Quantitative d'Aix-Marseille - Université de la Méditerranée - Aix-Marseille II - Université Paul Cézanne - Aix-Marseille III - Ecole des Hautes Etudes en Sciences Sociales (EHESS) - CNRS : UMR6579)

Ce papier, préparé pour un symposium en l'honneur de Marc Barbut, discute des thèmes qui ont lié ses intérêts intellectuels et ceux de son laboratoire le CAMS aux thèmes de l'économie. En particulier il s'agit de l'historique de la notion de marchés efficaces et le refus systématique de la profession économique d'écouter les avertissements de Poincaré, Lévy, Mandelbrot et beaucoup d'autres quant à l'applicabilité de la théorie de Bachelier. Car c'est sur celle la qu'est basée la théorie moderne de la mathématique financière. Un deuxième thème concerne la structure mathématique du théorème d'impossibilité d'Arrow, des travaux de Guilbaud, le premier directeur du CAMS et Monjardet membre du CAMS, ayant largement contribué à notre compréhension de ce théorème.

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File URL: http://halshs.archives-ouvertes.fr/docs/00/54/51/50/PDF/DTGREQAM2010_56.pdf
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Paper provided by HAL in its series Working Papers with number halshs-00545150.

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Date of creation: 09 Dec 2010
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Handle: RePEc:hal:wpaper:halshs-00545150
Note: View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00545150/en/
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