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Roberto C. Raimondo

 

 
University of Melbourne
Parkville, VICTORIA, 3010
Australia

Ph:   +61 (3) 8344 4571 Fax:  +61 (3) 8344 6899
Room 641
rraim@unimelb.edu.au                    

 

 

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A curriculum vitae (pdf file)

CV

 

 

 

Education

 

 

 

PhD in Economics, University of California at Berkeley (2002)

 

PhD in Mathematics, State University of New York (1999)

 

Laurea in Mathematics, Universita' degli Studi di Milano (1993)

 

 

 

Areas of Interest

 

  

   

Economic Theory

Incomplete Markets in Continuous Time, Principal-Agent Problem, Contract Theory, Game Theory (Auctions, Repeated Games, and Mechanism Design)

 

Mathematical Economics

Probabilistic Models and Dynamic Models in Economics

 

Functional Analysis

Operators Theory on Bergman Spaces, Hardy Spaces

 

Complex Analysis

One Variable

 

Probability Theory

Probability Theory and Stochastic Calculus

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

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)  

 

 

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)

 

 

 

Working Papers in Mathematics

 

 

 

 

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Hankel Operators” (2003)  

 

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“Hilbert-Schmidt Hankel Operators” (2004) 

 

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"A Note about Bergman Projections”(2005)

 

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Hankel Operators on the Bergman Space of D when Aut (D) is Small”  (In Progress)

 

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"von Neumann-Schatten Class Operators” (In progress) 

 

 

 

Dissertations and Thesis

 

 

 

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"Essays in Incomplete Markets” Ph.D. Dissertation in Economics (2002), University of California at Berkeley

 

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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

 

 

 

 

Teaching

 

 

 

316-450/316-674 Game Theory

 

 

316-469/316-677 Financial Economics

 

 

316-615 Topics in Advanced Economic Analysis