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Roberto C. Raimondo |
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Ph: +61
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8344 4571 Fax: +61 (3) 8344 6899 |
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A curriculum vitae (pdf file) | |
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Education |
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PhD in Economics, University of California at Berkeley (2002) |
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PhD in Mathematics, State University of New York (1999) |
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Laurea in Mathematics, Universita' degli Studi di Milano (1993) |
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Areas of Interest |
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Economic Theory |
Incomplete Markets in Continuous Time, Principal-Agent Problem, Contract Theory, Game Theory (Auctions, Repeated Games, and Mechanism Design) |
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Mathematical Economics |
Probabilistic Models and Dynamic Models in Economics |
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Functional Analysis |
Operators Theory on Bergman Spaces, Hardy Spaces |
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Complex Analysis |
One Variable |
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Probability Theory |
Probability Theory and Stochastic Calculus |
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Publications |
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"Schatten-von Neumann Hankel Operators on the Bergman Space of Planar Domains" accepted and forthcoming in Integral Equations and Operator Theory |
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"Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets" (joint with Robert M. Anderson, UC Berkeley), forthcoming in Econometrica Vol. 76, N. 4, July 2008, 841-907 (See the current version at the Journal website )(pdf) |
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"Incomplete Markets with No Hart Points"(joint with Robert M. Anderson, UC Berkeley) accepted and forthcoming in Theoretical Economics Volume 2, Number 2, 2007 (See the current version at the Journal website (pdf)) |
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"Hilbert-Schmidt Hankel Operators on the Bergman Space of Planar Domains" accepted and forthcoming in Integral Equations and Operator Theory Volume 57, Number 3, 425-449 (2007). (See the current version at the Journal website (pdf)) |
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"Equilibrium Pricing of Derivative
Securities in Dynamically Incomplete Markets"
(joint with Robert M. Anderson, UC Berkeley) in: Institutions, Equilibria and Efficiency
Essays in
Honor of Birgit Grodal
Series: Studies
in Economic Theory, Vol. 25 Schultz, Christian;
Vind, Karl (Eds.) Springer (2006) |
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"Market Clearing, Utility Functions, and Securities Prices" Economic Theory, Volume 25, Number 2, (February 2005 ) 265-285 (pdf) | |
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"Market Clearing and Derivative Pricing" (joint with Robert M. Anderson, UC Berkeley) Economic Theory, Volume 25, Number 1, (January 2005) 21-34 (pdf) (Previously published as Discussion Paper 03-17, Institute of Economics of University of Copenhagen) | |
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"Compact Operators on the Bergman Space of Multiply-Connected Domains" Proc. of the American Mathematical Society, Vol. 129 (2001) 739-747 | |
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"Toeplitz Operators on the Bergman Space of the Unit Ball" Bull. of the Australian Mathematical Society, Vol. 62 (2000) 273-285 |
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Others Prints |
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"Solution for Problem 11202" Amer. Mathematical Monthly Vol. 114 2 (2007) 171-171 (Listed as one of the Solvers) | |
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Working Papers in Economics |
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"Market Clearing and
Derivative Pricing " (November 2002) (with R. Anderson, UC Berkeley) |
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"Incomplete Markets with a Continuum of States" (March 2002) | |
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"Market Clearing, Utility Functions, and Securities Prices " (December 2001) | |
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"An Equilibrium Existence Theorem in Continuous-Time Finance " (with Robert Anderson, UC Berkeley) | |
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"Hart Effect and Equilibrium in Incomplete Markets" (In Progress) |
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"Market Clearing, Utility Functions, and Securities Prices II" (In Progress) |
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“Hart Effect and Discretization of Continuous-Time Models” (with R. Anderson, UC Berkeley) (In Progress) |
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"Incomplete Markets with No Hart Points" (joint with R. Anderson, UC Berkeley) |
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"Qualitative Properties of Equilibrium Option Pricing” (with R. Anderson and T. Diasakos) (In Progress) |
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Working Papers in Mathematics |
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“Hilbert-Schmidt Hankel Operators” (2004) |
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“Hankel Operators on the Bergman Space of D when Aut (D) is Small” (In Progress) |
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Dissertations and Thesis |
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"Compact Toeplitz-type Operators and the Berezin Transform on the Bergman Spaces of the Complex Balls and Multiply-Connected Domains” Ph.D. Dissertation in Mathematics (1999), State University of New York |
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"Geometria del Calcolo Tensoriale” Laurea in Matematica (1993), Universita degli Studi, Milano |
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Teaching |
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316-450/316-674 Game Theory |
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316-469/316-677 Financial Economics |
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316-615 Topics in Advanced Economic Analysis |
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