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Rochet, Jean-Charles

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Author ID: rochet.jean-charles Recent zbMATH articles by "Rochet, Jean-Charles"
Published as: Rochet, J. C.; Rochet, J.-C.; Rochet, Jean; Rochet, Jean Charles; Rochet, Jean-Charles
Documents Indexed: 48 Publications since 1983, including 3 Books

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 707 times in 591 Documents Cited by Year
Changes of numéraire, changes of probability measure and option pricing. Zbl 0829.90007
Geman, Hélyette; El Karoui, Nicole; Rochet, Jean-Charles
169
1995
A necessary and sufficient condition for rationalizability in a quasilinear context. Zbl 0628.90003
Rochet, Jean-Charles
89
1987
Ironing, sweeping and multidimensional screening. Zbl 1015.91515
Rochet, Jean-Charles; Choné, Philippe
81
1998
The taxation principle and multi-time Hamilton-Jacobi equations. Zbl 0594.90006
Rochet, J. C.
50
1985
Contracts and productive information gathering. Zbl 0912.90077
Crémer, Jacques; Khalil, Fahad; Rochet, Jean-Charles
31
1998
Competing mechanisms in a common value environment. Zbl 1055.91538
Biais, Bruno; Martimort, David; Rochet, Jean-Charles
24
2000
Strategic information gathering before a contract is offered. Zbl 0910.90104
Crémer, Jacques; Khalil, Fahad; Rochet, Jean-Charles
24
1998
Large risks, limited liability, and dynamic moral hazard. Zbl 1202.91182
Biais, Bruno; Mariotti, Thomas; Rochet, Jean-Charles; Villeneuve, Stéphane
23
2010
Dynamic security design: convergence to continuous time and asset pricing implications. Zbl 1297.91135
Biais, Bruno; Mariotti, Thomas; Plantin, Guillaume; Rochet, Jean-Charles
22
2007
Nonlinear pricing with random participation. Zbl 1005.91048
Rochet, Jean-Charles; Stole, Lars A.
22
2002
Hopf formula and multitime Hamilton-Jacobi equations. Zbl 0597.35079
Lions, Pierre-Louis; Rochet, J.-C.
22
1986
Multiproduct duopolists. Zbl 0692.90010
Champsaur, Paul; Rochet, Jean-Charles
18
1989
Revealed preferences and differentiable demand. Zbl 0621.90007
Chiappori, Pierre-André; Rochet, Jean-Charles
18
1987
Insider trading without normality. Zbl 0796.90004
Rochet, Jean-Charles; Vila, Jean-Luc
13
1994
Bunching and second-order conditions: A note on optimal tax theory. Zbl 0521.90040
Lollivier, Stefan; Rochet, Jean-Charles
13
1983
Multiproduct duopolists. Zbl 0683.90013
Champsaur, Paul; Rochet, Jean-Charles
12
1989
Multidimensional signalling. Zbl 0597.90018
Quinzii, Martine; Rochet, Jean-Charles
11
1986
Dynamic spanning: Are options an appropriate instrument? Zbl 0917.90029
Bajeux-Besnainou, Isabelle; Rochet, Jean-Charles
9
1996
Regulation of a risk averse firm. Zbl 0912.90079
Laffont, Jean-Jacques; Rochet, Jean-Charles
8
1998
On planning procedures which are locally strategy proof. Zbl 0524.90027
Champsaur, Paul; Rochet, Jean-Charles
5
1983
Outliers in the single ring theorem. Zbl 1342.15027
Benaych-Georges, Florent; Rochet, Jean
4
2016
Optimal dividend policy with random interest rates. Zbl 1296.91274
Akyildirim, Erdinç; Güney, I. Ethem; Rochet, Jean-Charles; Soner, H. Mete
4
2014
Fair pricing of deposit insurance. Is it possible? Yes. Is it desirable? No. Zbl 0914.90072
Freixas, Xavier; Rochet, Jean-Charles
4
1998
A simple macroeconomic model with extreme financial frictions. Zbl 1395.91331
Klimenko, Nataliya; Pfeil, Sebastian; Rochet, Jean-Charles
3
2017
A theory of the stakeholder corporation. Zbl 1419.91412
Magill, Michael; Quinzii, Martine; Rochet, Jean-Charles
3
2015
Monopoly regulation without the Spence-Mirrlees assumption. Zbl 1195.91039
Rochet, Jean-Charles
3
2009
Corporate portfolio management. Zbl 1233.91310
Rochet, Jean-Charles; Villeneuve, Stéphane
3
2005
An optimal IPO mechanism. Zbl 1005.91046
Biais, Bruno; Bossaerts, Peter; Rochet, Jean-Charles
3
2002
Complex outliers of Hermitian random matrices. Zbl 1382.15052
Rochet, Jean
2
2017
Collusion in organizations. Zbl 0949.91516
Laffont, Jean-Jacques; Rochet, Jean-Charles
2
1997
Risk sharing, adverse selection and market structure. Zbl 0885.90016
Biais, Bruno; Rochet, Jean Charles
2
1997
Fluctuation of matrix entries and application to outliers of elliptic matrices. Zbl 1405.60009
Benaych-Georges, Florent; Cébron, Guillaume; Rochet, Jean
1
2018
Fluctuations for analytic test functions in the single ring theorem. Zbl 1394.60004
Benaych-Georges, Florent; Rochet, Jean
1
2017
Risky utilities. Zbl 1367.91100
Rochet, Jean-Charles; Roger, Guillaume
1
2016
Market frictions and corporate finance: an overview paper. Zbl 1310.91141
Moreno-Bromberg, Santiago; Rochet, Jean-Charles
1
2014
Corrigendum to “Competing mechanisms in a common value environment”. Zbl 1274.91302
Biais, Bruno; Martimort, David; Rochet, Jean-Charles
1
2013
Risk management in turbulent times. Zbl 1267.91001
Bénéplanc, Gilles; Rochet, Jean-Charles
1
2011
A variational approach for pricing options and corporate bounds. Zbl 0883.90012
Décamps, Jean-Paul; Rochet, Jean-Charles
1
1997
Bilateral monopoly with imperfect information. Zbl 0597.90015
Rochet, Jean-Charles
1
1985
Price-quantity duality in planning procedures. Zbl 0578.90014
Laffont, J.-J.; Rochet, J.-C.
1
1985
Myopic versus intertemporal manipulation in decentralized planning procedures. Zbl 0501.90011
Laroque, Guy; Rochet, Jean-Charles
1
1983
Fluctuation of matrix entries and application to outliers of elliptic matrices. Zbl 1405.60009
Benaych-Georges, Florent; Cébron, Guillaume; Rochet, Jean
1
2018
A simple macroeconomic model with extreme financial frictions. Zbl 1395.91331
Klimenko, Nataliya; Pfeil, Sebastian; Rochet, Jean-Charles
3
2017
Complex outliers of Hermitian random matrices. Zbl 1382.15052
Rochet, Jean
2
2017
Fluctuations for analytic test functions in the single ring theorem. Zbl 1394.60004
Benaych-Georges, Florent; Rochet, Jean
1
2017
Outliers in the single ring theorem. Zbl 1342.15027
Benaych-Georges, Florent; Rochet, Jean
4
2016
Risky utilities. Zbl 1367.91100
Rochet, Jean-Charles; Roger, Guillaume
1
2016
A theory of the stakeholder corporation. Zbl 1419.91412
Magill, Michael; Quinzii, Martine; Rochet, Jean-Charles
3
2015
Optimal dividend policy with random interest rates. Zbl 1296.91274
Akyildirim, Erdinç; Güney, I. Ethem; Rochet, Jean-Charles; Soner, H. Mete
4
2014
Market frictions and corporate finance: an overview paper. Zbl 1310.91141
Moreno-Bromberg, Santiago; Rochet, Jean-Charles
1
2014
Corrigendum to “Competing mechanisms in a common value environment”. Zbl 1274.91302
Biais, Bruno; Martimort, David; Rochet, Jean-Charles
1
2013
Risk management in turbulent times. Zbl 1267.91001
Bénéplanc, Gilles; Rochet, Jean-Charles
1
2011
Large risks, limited liability, and dynamic moral hazard. Zbl 1202.91182
Biais, Bruno; Mariotti, Thomas; Rochet, Jean-Charles; Villeneuve, Stéphane
23
2010
Monopoly regulation without the Spence-Mirrlees assumption. Zbl 1195.91039
Rochet, Jean-Charles
3
2009
Dynamic security design: convergence to continuous time and asset pricing implications. Zbl 1297.91135
Biais, Bruno; Mariotti, Thomas; Plantin, Guillaume; Rochet, Jean-Charles
22
2007
Corporate portfolio management. Zbl 1233.91310
Rochet, Jean-Charles; Villeneuve, Stéphane
3
2005
Nonlinear pricing with random participation. Zbl 1005.91048
Rochet, Jean-Charles; Stole, Lars A.
22
2002
An optimal IPO mechanism. Zbl 1005.91046
Biais, Bruno; Bossaerts, Peter; Rochet, Jean-Charles
3
2002
Competing mechanisms in a common value environment. Zbl 1055.91538
Biais, Bruno; Martimort, David; Rochet, Jean-Charles
24
2000
Ironing, sweeping and multidimensional screening. Zbl 1015.91515
Rochet, Jean-Charles; Choné, Philippe
81
1998
Contracts and productive information gathering. Zbl 0912.90077
Crémer, Jacques; Khalil, Fahad; Rochet, Jean-Charles
31
1998
Strategic information gathering before a contract is offered. Zbl 0910.90104
Crémer, Jacques; Khalil, Fahad; Rochet, Jean-Charles
24
1998
Regulation of a risk averse firm. Zbl 0912.90079
Laffont, Jean-Jacques; Rochet, Jean-Charles
8
1998
Fair pricing of deposit insurance. Is it possible? Yes. Is it desirable? No. Zbl 0914.90072
Freixas, Xavier; Rochet, Jean-Charles
4
1998
Collusion in organizations. Zbl 0949.91516
Laffont, Jean-Jacques; Rochet, Jean-Charles
2
1997
Risk sharing, adverse selection and market structure. Zbl 0885.90016
Biais, Bruno; Rochet, Jean Charles
2
1997
A variational approach for pricing options and corporate bounds. Zbl 0883.90012
Décamps, Jean-Paul; Rochet, Jean-Charles
1
1997
Dynamic spanning: Are options an appropriate instrument? Zbl 0917.90029
Bajeux-Besnainou, Isabelle; Rochet, Jean-Charles
9
1996
Changes of numéraire, changes of probability measure and option pricing. Zbl 0829.90007
Geman, Hélyette; El Karoui, Nicole; Rochet, Jean-Charles
169
1995
Insider trading without normality. Zbl 0796.90004
Rochet, Jean-Charles; Vila, Jean-Luc
13
1994
Multiproduct duopolists. Zbl 0692.90010
Champsaur, Paul; Rochet, Jean-Charles
18
1989
Multiproduct duopolists. Zbl 0683.90013
Champsaur, Paul; Rochet, Jean-Charles
12
1989
A necessary and sufficient condition for rationalizability in a quasilinear context. Zbl 0628.90003
Rochet, Jean-Charles
89
1987
Revealed preferences and differentiable demand. Zbl 0621.90007
Chiappori, Pierre-André; Rochet, Jean-Charles
18
1987
Hopf formula and multitime Hamilton-Jacobi equations. Zbl 0597.35079
Lions, Pierre-Louis; Rochet, J.-C.
22
1986
Multidimensional signalling. Zbl 0597.90018
Quinzii, Martine; Rochet, Jean-Charles
11
1986
The taxation principle and multi-time Hamilton-Jacobi equations. Zbl 0594.90006
Rochet, J. C.
50
1985
Bilateral monopoly with imperfect information. Zbl 0597.90015
Rochet, Jean-Charles
1
1985
Price-quantity duality in planning procedures. Zbl 0578.90014
Laffont, J.-J.; Rochet, J.-C.
1
1985
Bunching and second-order conditions: A note on optimal tax theory. Zbl 0521.90040
Lollivier, Stefan; Rochet, Jean-Charles
13
1983
On planning procedures which are locally strategy proof. Zbl 0524.90027
Champsaur, Paul; Rochet, Jean-Charles
5
1983
Myopic versus intertemporal manipulation in decentralized planning procedures. Zbl 0501.90011
Laroque, Guy; Rochet, Jean-Charles
1
1983
all top 5

Cited by 878 Authors

8 Rochet, Jean-Charles
7 Carlier, Guillaume
7 Pelsser, Antoon A. J.
6 Eberlein, Ernst W.
6 Ekeland, Ivar
6 Mishra, Debasis
6 Moreno-Bromberg, Santiago
6 Müller, Rudolf
6 Weymark, John Allan
5 Ballotta, Laura
5 Deng, Guohe
5 Manelli, Alejandro M.
5 Martimort, David
4 Bernhardt, Dan
4 Carbajal, Juan Carlos
4 Deelstra, Griselda
4 Giannakopoulos, Yiannis
4 Horst, Ulrich
4 Jehiel, Philippe
4 Khalil, Fahad
4 Kleinberg, Robert D.
4 Kyriakou, Ioannis
4 Lambertini, Luca
4 McCann, Robert J.
4 Moldovanu, Benny
4 Penna, Paolo
4 Possamaï, Dylan
4 Sandmann, Klaus
4 Shin, Dongsoo
4 Ventre, Carmine
3 Attar, Andrea
3 Baviera, Roberto
3 Berg, Kimmo
3 Brett, Craig
3 Carvajal, Andrés
3 Chambers, Christopher P.
3 Cheang, Gerald H. L.
3 Choné, Philippe
3 Crémer, Jacques
3 Cvitanić, Jakša
3 Darbon, Jerome
3 Kojima, Naoki
3 Koutsoupias, Elias
3 Kubler, Felix
3 Lavi, Ron
3 Meyer-ter-Vehn, Moritz
3 Narahari, Yadati
3 Noldeke, Georg
3 Nunes, João Pedro Vidal
3 Orsini, Raimondello
3 Papapantoleon, Antonis
3 Piaser, Gwenaël
3 Platen, Eckhard
3 Roy, Souvik
3 Ruf, Johannes
3 Ruiz del Portal, X.
3 Schlogl, Erik
3 Schrager, David F.
3 Sundaresan, Rajesh
3 Swamy, Chaitanya
3 Taub, Bart
3 Terstiege, Stefan
3 Thirumulanathan, D.
3 Treanţă, Savin
3 van Haastrecht, Alexander
3 Vincent, Daniel R.
3 Vohra, Rakesh V.
3 Wong, Bernard
3 Yun, Sungho
3 Zhao, Ruiqing
2 Ales, Laurence
2 Auletta, Vincenzo
2 Bachmann, Rüdiger
2 Baptista, Alexandre M.
2 Bartz, Sedi
2 Basov, Suren
2 Battauz, Anna
2 Bauschke, Heinz H.
2 Bergemann, Dirk
2 Campioni, Eloisa
2 Capponi, Agostino
2 Chawla, Shuchi
2 Chen, An
2 Chiarella, Carl
2 Décamps, Jean-Paul
2 Echenique, Federico
2 Ehtamo, Harri
2 Fajardo, José
2 Feng, Jing
2 Fusai, Gianluca
2 Georgiou, Konstantinos
2 Guillaume, Tristan
2 Haberman, Steven
2 Hartline, Jason D.
2 Hens, Thorsten
2 Hernández-Santibáñez, Nicolás
2 Heyde, Christopher Charles
2 Hinz, Juri
2 Hoogland, Jiri K.
2 Huang, Lihong
...and 778 more Authors
all top 5

Cited in 128 Serials

85 Journal of Economic Theory
39 Journal of Mathematical Economics
34 Economics Letters
31 Games and Economic Behavior
25 Economic Theory
25 Quantitative Finance
21 Insurance Mathematics & Economics
19 International Journal of Theoretical and Applied Finance
13 Applied Mathematical Finance
12 Journal of Economic Dynamics & Control
12 European Journal of Operational Research
12 Annals of Finance
11 Finance and Stochastics
10 Social Choice and Welfare
10 Review of Derivatives Research
9 Mathematics and Financial Economics
8 Journal of Economics
8 Review of Economic Design
6 Mathematical Social Sciences
5 Journal of Mathematical Analysis and Applications
5 International Journal of Game Theory
5 Annals of Operations Research
5 Mathematical Finance
5 SIAM Journal on Financial Mathematics
4 Journal of Optimization Theory and Applications
4 Numerische Mathematik
4 Operations Research
4 Theoretical Computer Science
4 Stochastic Processes and their Applications
4 Journal of Systems Science and Complexity
4 Decisions in Economics and Finance
4 North American Actuarial Journal
3 Applied Mathematics and Optimization
3 Journal of Computational and Applied Mathematics
3 Mathematics of Operations Research
3 SIAM Journal on Control and Optimization
3 Operations Research Letters
3 The Annals of Applied Probability
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Mathematical Methods of Operations Research
3 Journal of Industrial and Management Optimization
3 Theoretical Economics
2 Applicable Analysis
2 Communications on Pure and Applied Mathematics
2 International Economic Review
2 Journal of Applied Probability
2 Journal of Differential Equations
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Proceedings of the American Mathematical Society
2 Applied Mathematics. Series B (English Edition)
2 Calculus of Variations and Partial Differential Equations
2 Monte Carlo Methods and Applications
2 Complexity
2 Mathematical Problems in Engineering
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Asia-Pacific Financial Markets
2 Journal of Dynamics and Games
2 Research in the Mathematical Sciences
1 Advances in Applied Probability
1 Artificial Intelligence
1 Computers & Mathematics with Applications
1 Journal of Statistical Physics
1 Physica A
1 Chaos, Solitons and Fractals
1 The Annals of Statistics
1 Applied Mathematics and Computation
1 Automatica
1 Duke Mathematical Journal
1 Journal of Econometrics
1 Journal of Mathematical Psychology
1 Monatshefte für Mathematik
1 Numerical Functional Analysis and Optimization
1 Quarterly of Applied Mathematics
1 SIAM Journal on Computing
1 Journal of Information & Optimization Sciences
1 Stochastic Analysis and Applications
1 Parallel Computing
1 Acta Mathematicae Applicatae Sinica. English Series
1 Statistics
1 Optimization
1 Algorithmica
1 Information and Computation
1 Journal of Theoretical Probability
1 Applied Mathematics Letters
1 Journal of Applied Mathematics and Stochastic Analysis
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 Bulletin of the American Mathematical Society. New Series
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Mathematical Programming. Series A. Series B
1 Indagationes Mathematicae. New Series
1 Computational Economics
1 Theory of Probability and Mathematical Statistics
1 Journal of Mathematical Sciences (New York)
1 NoDEA. Nonlinear Differential Equations and Applications
1 Opuscula Mathematica
1 Discrete and Continuous Dynamical Systems
1 Theory of Computing Systems
1 Vietnam Journal of Mathematics
1 Abstract and Applied Analysis
...and 28 more Serials

Citations by Year