|
Home
Curriculum Vitae
Published
Papers
Working Papers
Theory of Incomplete Markets
|
Curriculum
Vitae
Martine Quinzii
Department of
Economics,
University of
California, Davis, CA 95616.
e-mail:
mmquinzii@ucdavis.edu
Tel: 530-752
1567
Fax: 530-752
9382
Fields
of Specialization
General
Equilibrium, Public Economics, Financial Economics and Monetary
Theory.
Education
Habilitation a Diriger des Recherches,
Université Paris II, 1988
Doctorate of
Economics, Université Paris II, 1986
Ecole Normale
Supérieure, Paris, 1968-1972
Diplome d'Etudes
Approfondies (DEA): Probability Theory, Université Paris VI, 1972
Aggregation de
Mathematiques, 1971
Maitrise de Mathematiques, Université Paris VI, 1970
Employment
Professor,
University of California, Davis, 1991-present
Chair, Department
of Economics, University of California, Davis, 1995-1999
Associate
Professor, University of Southern California, Los Angeles, 1987-1991
Visiting Associate
Professor, University of Southern California, Los Angeles, 1986-1987
Maitre de
Conference, Department of Economics, Université Paris II, 1983-1986
Maitre-Assistant,
Department of Economics, Université Aix- Marseille III, 1979-1983
Research
Associate, Laboratoire d' Econométrie de l'Ecole Polytechnique,
1979-1986
Assistant,
Departement de Mathematiques, Université Marseille-Luminy, 1975-1979
Lecturer in Mathematics, Lycée H. Daumier, Marseille,
1972-1975
Visiting
Appointments / Research Workshops
Visiting Professor, CERMSEM, University Paris 1, June 2010
Visiting Professor, Swiss Banking Institute, University of Zurich,
Fall 2009
Visiting
Professor, Cowles Foundation, Yale University, Fall 2002
SITE Summer
Workshop, Stanford University, July 2002
SITE Summer
Workshop, Stanford University, July 2001
Visiting
Professor, Cowles Foundation, Yale University, Fall 2000
SITE Summer
Workshop, Stanford University, July 1999
SITE Summer
Workshop, Stanford University, July 1997
SITE Summer
Workshop, Stanford University, July 1996
Visiting
Professor, Department of Economics, University of Bonn,
October-December 1994
Visiting
Professor, CORE, Louvain La Neuve, Belgium, September 1994
BOWO Workshop,
University of Bonn, July 1992
SITE Summer
Workshop, Stanford University, July 1991
Visiting Associate
Professor, Department of Economics, University of Bonn, Spring 1990
Visiting Associate
Professor, Institute of Economics, University of Copenhagen, Feb.
1990
IMSS
Summer Workshop, Stanford University, Summer 1989
BOWO Workshop,
University of Bonn, June 1989
BOWO Workshop,
University of Bonn, June 1988
IMSSS Summer
Workshop, Stanford University, Summer 1987
IMSSS Summer
Workshop, Stanford University, August 1984
Visiting scholar,
Cowles Foundation, Yale University, Spring 1982
Visiting scholar,
Department of Economics, University of Bonn, May 1977
Visiting scholar,
Department of Economics, University of Warwick, May 1976
Editorial Responsabilities
Associate Editor,
Econometrica, 1991 - 2003
Associate Editor,
Mathematical Social Sciences, 1994 to present
Associate Editor,
Journal of Mathematical Economics, 1989-1995
Guest Editor, Journal of
Mathematical Economics, Special Issue on the Conferences at
Davis, Tokyo and Venice, vol 41, Issues 4-5.
Associate Editor,
Annals of Finance, 2005 to present
Associate Editor, Economic Theory, 2009 to present.
Grants
§
National
Science Foundation Grant #SES-8911877: Money, Financial Assets,
and Incomplete Markets, with M. Magill and W. Shafer, 1989-1991
§
National
Science Foundation Grant #SES-8709990: Analysis of Incomplete
Markets, with M. Magill and W. Shafer, 1987-1989
§
Grant from
the French Commissariat General au Plan: Planification et
Incitations, with J.C. Rochet and D. Henriet, 1984-1985
§
Grant from
the French Commissariat General au Plan: Analyse Stratégique Des
Choix Economiques, with H. Moulin, and G. Demange, 1983-1984
§
Grant from
the French Commissariat Général au Plan: Planification
Décentralisée, with H. Moulin and G. Demange, 1981-1983
Awards and Distinctions
-
Presented Arne Ryde Lectures,
Lund, Sweden, September 2009
-
Fellow of the Econometric
Society (2000)
-
Who is
Who’s of Teachers in America,
(1998)
-
Vouters
Prize for Thesis, Rendements Croissants et Equilibre Général,
Université Paris II, (1986)
Publications
BOOKs
-
Incomplete
Markets, Volume I: Finite Horizon Economies,
with M. Magill, The International Library of Critical Writings
in Economics, Cheltenham, UK: Edward Elgar Publishing, 2008.
-
Incomplete Markets,
Volume II: Infinite Horizon Economies,
with M. Magill, The International Library of Critical Writings
in Economics, Cheltenham, UK: Edward Elgar Publishing, 2008.
-
Theory of Incomplete Markets, MIT Press, 1996
-
Increasing Returns and
Efficiency, Oxford
University Press, 1992.
-
Rendements Croissants et
Efficacité Economique,
Monographies d'Econométrie, Editions du Centre National de la
Recherche Scientifique,
Paris, 1988.
ARTICLES
§
■
“A Co-moment Criterion for the Choice of
Risky Investment”, International Economic Review, 2010, 51, pp.
723-744.
-
The Probability Approach to General Equilibrium with Production,
with M. Magill, Economic Theory, 2009, Vol.
39, pp. 1-41.
§
“Introduction”
to Incomplete Markets, Volume I:
Finite Horizon Economies,
with M. Magill, The International Library of Critical Writings in
Economics, Cheltenham, UK: Edward Elgar Publishing, 2008.
§
“Introduction”
to Incomplete Markets, Volume II:
Infinite Horizon Economies,
with M. Magill, The International Library of Critical Writings in
Economics, Cheltenham, UK: Edward Elgar Publishing, 2008.
-
Normative Properties of Stock Market Equilibrium with Moral
Hazard, Journal of
Mathematical Economics,
2008, vol. 44, pp.785-806.
§
“Common Shock and Relative
Compensation”, with M. Magill, Annals of
Finance, 2006, 2, pp. 407-420
§
"Demography and the
Long-run Predictability of the Stock Market", with John
Geanakoplos and M. Magill, in Brookings Papers on Economic
Activity, 2004, 1, pp. 241-307
§
“Nonshiftable Capital,
Affine Price Expectations, and Convergence to the Golden Rule”,
with Michael Magill, Journal of Mathematical Economics, vol 39, 2003, pp 239-272.
§
“Indeterminacy of
Equilibrium in Stochastic OLG models”, with Michael Magill,
Economic Theory,
Vol. 21, 2003, pp 435-454
§
“Incentives and the Stock Market in General Equilibrium,” with
M. Magill, General Equilibrium: Problems, Prospects and
Alternatives, F. Hahn and F. Pietri eds, New-York: Routledge,
2003.
§
“Intermediation, The Stock Market and Intergenerational
Transfers,” with M. Magill, in General Equilibrium: Problems,
Prospects and Alternatives, F. Hahn and F. Pietri eds,
New-York: Routledge, 2003.
§
“Capital Market Equilibrium with Moral Hazard,” with M. Magill,
Journal of Mathematical Economics, vol. 38, 2002,
pp. 149-190 .
§
“Infinite Horizon CAPM Equilibrium”, with M. Magill,
Economic
Theory, vol. 15, 2000, pp. 103-138
-
“Incentives
and Risk Sharing in a Stock Market Equilibrium”, with M. Magill,
in Current Trends in Economics: Theory and
Applications, Volume 8, A. Alkan, C.D. Aliprantis and N.C.
Yannelis eds., Springer-Verlag, 1999.
-
-
“Buying
Several Indivisible Goods”, with C. Bevia, J. A. Silva, Mathematical Social Sciences, vol. 37, 1999, pp 1-25.
§
“Which
Improves Welfare More: a Nominal or an Indexed Bond? “, with M.
Magill, Economic Theory, vol. 10, 1997, pp. 1-38.
§
“Incomplete
Markets Over An Infinite Horizon: Long Lived Securities and
Speculative Bubbles”, with M. Magill, Journal of Mathematical
Economics, vol. 26, 1996, pp. 133-170.
§
“Infinite
Horizon Incomplete Markets”, with M. Magill, Econometrica,
vol. 62, 1994, pp. 853-880.
§
“Real
Effects of Money in General Equilibrium,” with M. Magill, Journal
of Mathematical Economics, vol. 21, 1992, pp. 301-342.
§
“Efficiency
of Marginal Cost Pricing Equilibrium”, in Equilibrium and
Dynamics, Essays in Honor of David Gale, M. Majumdar ed.,
Macmillan, 1992.
§
“The
Non-Neutrality of Money in a Production Economy with Nominal
Assets,” with M. Magill, in Equilibrium Theory and Applications,
W.A. Barnett et al., eds, Cambridge University Press, 1991.
§
“On the
Optimality of Central Places” with J. Thisse, Econometrica,
1990, vol. 58, pp. 1101-1120.
§
“Generic
Inefficiency of Stock Market Equilibrium When Markets are
Incomplete” with J. Geanakoplos, M. Magill and J. Dreze, Journal
of Mathematical Economics, 1990, vol. 19, pp. 113-152.
§
“The
Dynamics of Capacity Adjustments in a Competitive Economy,” with J.
Jaskold-Gabszewicz, European Economic Review, 1986, vol. 30,
pp. 729-748.
§
“Multidimensional Signalling” with J.C. Rochet,
Journal of
Mathematical Economics, vol. 14, 1985, pp. 261-284.
§
“Core and
Competitive Equilibria with Indivisibilities,” International
Journal of Game Theory, vol. 13, 1984, pp. 41-60.
§
“Decentralization for the Core of a Production Economy with
Increasing Returns” with T. Ichiishi, International Economic
Review, vol. 24, 1983, pp. 397-412.
§
“An
Existence Theorem for the Core of a Productive Economy with
Increasing Returns,” Journal of Economic Theory, vol. 18,
1982, pp. 32-50.
§
“Définition
et Existence du Noyau dans un Modèle d'Economie où la Production
Présente des Rendements Croissants”, Cahiers du Séminaire
d'Econométrie, no. 23, 1981, pp. 105-119.
§
“Asymptotic
Value of Mixed Games” with F. Fogelman, Mathematics of Operations
Research, vol. 5, 1980, pp. 86-93.
§
“A Stable
Path to Optimal Taxation,” with F. Fogelman and R. Guesnerie, in
New Trends in Dynamic System Theory and Economics, Academic
Press, 1979, pp. 365-375.
§
“Dynamic
Processes for Tax Reform Theory” with F. Fogelman and R. Guesnerie,
Journal of Economic Theory, vol. 17, 1978, pp. 200-226.
BOOK REVIEWs and Miscelleanous
§
“General Equilibrium with
Incomplete Markets, with M. Magill, The New Palgrave Dictionary
of Economics, Online Edition, S.N. Durlauf and L.E. Blume eds,
Palgrave MacMillan,
2009.
§
Review of:
Speculative Bubbles, Speculative Attacks, and Policy Switching,
by R.P. Flood and P.M. Garber, MIT Press, 1994, with M. Magill, in
Journal of Economics, vol. 63, 1996, pp. 114-118.
§
“Convexe (Economie)”,
in Dictionnaire des Sciences Economiques, D. Gaumont, C.
Jessua, C. Labrousse and D. Vitry eds, Paris: Presses Universitaires
de France, 2001.
§
Review of:
General Equilibrium Foundation of Finance—Structure of Incomplete
Markets models, by T. Hens and B. Pilgrim, in Journal of
Economics, vol. 82, 2004, pp. 315-317.
Invited Lectures
§
Arne Ryde Lectures:
“Uncertainty and Equilibrium: Exploration of New Concepts”, Lund
University , September 2009.
§
Pareto
Lecture, ASSET Meeting, University of Bologna, October 1998
§
The Firm
with Incomplete Markets, Lecture at the University of Strasbourg,
April 1990
§
Lectures on
Incomplete Markets, with M. Magill, W. Shafer, University of Bonn,
March 1990
§
Lectures on
Incomplete Markets, with M. Magill, W. Shafer, University of
Copenhagen, February 1990
§
The Firm
with Incomplete Markets, Series of Lectures on Incomplete Markets,
BOWO, University of Bonn, June 1988
|