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Education and qualifications (2)

Unversité Paris 1 Panthéon Sorbonne: Paris, FR

2000-01-01 to 2002-06-03 | Doctorat (Mathematical Economics)
Education
Source: Self-asserted source
V. Filipe Martins-da-Rocha

Ecole Normale Supérieure de Lyon: Lyon, FR

1994-09-01 to 1998-08-31 | Graduate (Mathematics)
Education
Source: Self-asserted source
V. Filipe Martins-da-Rocha

Professional activities (2)

American Economic Association: Nashville, Tennessee, US

2017-03-01 to present
Membership
Source: Self-asserted source
V. Filipe Martins-da-Rocha

The Econometric Society: Evanston, Illinois, US

2013-01-01 to present
Membership
Source: Self-asserted source
V. Filipe Martins-da-Rocha

Funding (1)

Dynamic General Equilibrium with Credit Constraints

Grant
Conselho Nacional de Desenvolvimento Científico e Tecnológico (Brasilia, BR)
Source: Self-asserted source
V. Filipe Martins-da-Rocha

Works (24)

Complete markets with bankruptcy risk and pecuniary default punishments

Economic Theory
2023-04 | Journal article
DOI: 10.1007/s00199-022-01429-1
Contributors: V. Filipe Martins-da-Rocha; Rafael Mouallem Rosa
Source: check_circle
Crossref

Fatou's Lemma for Unbounded Gelfand Integrable Mappings

Pure and Applied Functional Analysis
2021 | Journal article | Writing - review & editing
Contributors: Bernard Cornet; V. Filipe Martins-da-Rocha
Source: Self-asserted source
V. Filipe Martins-da-Rocha

OUTPUT CONTINGENT SECURITIES AND EFFICIENT INVESTMENT BY FIRMS

International Economic Review
2018 | Journal article
DOI: 10.1111/iere.12294
EID:

2-s2.0-85046027873
Contributors: Braido, L.H.B.; Martins-da-Rocha, V.F.
Source: Self-asserted source
V. Filipe Martins-da-Rocha via Scopus - Elsevier

On the sovereign debt paradox

Economic Theory
2017 | Journal article
DOI: 10.1007/s00199-016-0971-6
EID:

2-s2.0-84965071580
Contributors: Martins-da-Rocha, V.F.; Vailakis, Y.
Source: Self-asserted source
V. Filipe Martins-da-Rocha via Scopus - Elsevier

Borrowing in excess of natural ability to repay

Review of Economic Dynamics
2017-01 | Journal article
DOI: 10.1016/j.red.2016.09.006
Contributors: V. Filipe Martins-da-Rocha; Yiannis Vailakis
Source: check_circle
Crossref
grade
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Constrained efficiency without commitment

Journal of Mathematical Economics
2015-12 | Journal article
DOI: 10.1016/j.jmateco.2015.09.010
Contributors: V. Filipe Martins-da-Rocha; Yiannis Vailakis
Source: check_circle
Crossref
grade
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Fixed point for local contractions: Applications to recursive utility

International Journal of Economic Theory
2013 | Journal article
DOI: 10.1111/j.1742-7363.2013.12001.x
Part of ISSN: 1742-7363
Contributors: Martins-da-Rocha, V. Filipe; Vailakis, Yiannis
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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Endogenous debt constraints in collateralized economies with default penalties

Journal of Mathematical Economics
2012 | Journal article
DOI: 10.1016/j.jmateco.2011.09.006
Contributors: Filipe Martins-da-Rocha, V.; Vailakis, Yiannis
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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Harsh default penalties lead to Ponzi schemes: A counterexample

Games and Economic Behavior
2012 | Journal article
DOI: 10.1016/j.geb.2011.10.004
Contributors: Filipe Martins-da-Rocha, V.; Vailakis, Yiannis
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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On Ponzi schemes in infinite horizon collateralized economies with default penalties

Annals of Finance
2012 | Journal article
DOI: 10.1007/s10436-012-0209-y
Part of ISSN: 1614-2446
Contributors: Martins-da-Rocha, V. Filipe; Vailakis, Yiannis
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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Existence and Uniqueness of a Fixed Point for Local Contractions

Econometrica
2010 | Journal article
DOI: 10.3982/ECTA7920
Contributors: Martins-da-Rocha, V. Filipe; Vailakis, Yiannis
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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Financial markets with endogenous transaction costs

Economic Theory
2010 | Journal article
DOI: 10.1007/s00199-009-0498-1
Contributors: Martins-da-Rocha, V. Filipe; Vailakis, Yiannis
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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Interim efficiency with MEU-preferences

Journal of Economic Theory
2010 | Journal article
DOI: 10.1016/j.jet.2010.03.002
Contributors: Filipe Martins-da-Rocha, V.
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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On equilibrium prices in continuous time

Journal of Economic Theory
2010 | Journal article
DOI: 10.1016/j.jet.2010.01.001
Contributors: Martins-da-Rocha, V. Filipe; Riedel, Frank
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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Equilibrium theory with asymmetric information and infinitely many states

Economic Theory
2009 | Journal article
DOI: 10.1007/s00199-008-0359-3
Contributors: Herves-Beloso, Carlos; Martins-da-Rocha, V. Filipe; Monteiro, Paulo K.
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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Large economies with differential information and without free disposal

Economic Theory
2009 | Journal article
DOI: 10.1007/s00199-008-0369-1
Contributors: Angeloni, Laura; Martins-da-Rocha, V. Filipe
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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Unbounded exchange economies with satiation: How far can we go?

Journal of Mathematical Economics
2009 | Journal article
DOI: 10.1016/j.jmateco.2009.03.005
Contributors: Martins-da-Rocha, V. Filipe; Monteiro, Paulo K.
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
Preferred source (of 2)‎

Cournot-Nash equilibria in continuum games with non-ordered preferences

Journal of Economic Theory
2008 | Journal article
DOI: 10.1016/j.jet.2007.05.002
Contributors: Martins-da-Rocha, V. Filipe; Topuzu, Mihaela
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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Asset market equilibrium with short-selling and differential information

Economic Theory
2007 | Journal article
DOI: 10.1007/s00199-006-0131-5
Contributors: Daher, Wassim; Martins-da-Rocha, V. Filipe; Vailakis, Yiannis
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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Stochastic equilibria for economies under uncertainty with intertemporal substitution

Annals of Finance
2006 | Journal article
DOI: 10.1007/s10436-005-0025-8
Part of ISSN: 1614-2446
Contributors: Martins-da-Rocha, V. Filipe; Riedel, Frank
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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Equilibria in large economies with differentiated commodities and non-ordered preferences

Economic Theory
2004 | Journal article
DOI: 10.1007/s00199-003-0374-3
Contributors: Martins-da-Rocha, VF
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID

Equilibria in reflexive Banach lattices with a continuum of agents

Economic Theory
2004 | Journal article
DOI: 10.1007/s00199-004-0478-4
Contributors: Araujo, A; Martins-da-Rocha, VF; Monteiro, PK
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
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Equilibrium analysis in financial markets with countably many securities

Journal of Mathematical Economics
2004 | Journal article
DOI: 10.1016/j.jmateco.2003.06.003
Contributors: Aliprantis, CD; Florenzano, M; Martins-da-Rocha, VF; Tourky, R
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
Preferred source (of 2)‎

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

Journal of Mathematical Economics
2003 | Journal article
DOI: 10.1016/S0304-4068(03)00004-1
Contributors: Martins-da-Rocha, VF
Source: Self-asserted source
V. Filipe Martins-da-Rocha via ResearcherID
grade
Preferred source (of 2)‎
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