Rate My Professor Roberto Raimondo

Raimondo has made significant contributions through publications in leading journals. Notable works include 'Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets' co-authored with Robert M. Anderson in Econometrica (2008), which proves equilibrium existence in continuous-time securities markets; 'Strategies in the Principal-Agent Model' with James A. Mirrlees in Economic Theory (2013), analyzing incentive schemes in continuous time; 'Pathwise Smooth Splittable Congestion Games and Inefficiency' in the Journal of Mathematical Economics (2020), examining Nash equilibria inefficiency; and 'Compact Operators with BMO Symbols on Multiply-Connected Domains' in Acta Scientiarum Mathematicarum (2018). Other key publications are 'Market Clearing and Derivative Pricing' and 'Market Clearing, Utility Functions, and Securities Prices,' both in Economic Theory (2005), focusing on pricing derivatives in incomplete markets; 'Incomplete Markets with No Hart Points' in Theoretical Economics (2007); 'Quasi-Analytic Solutions of Linear Parabolic Equations' with Yakar Kannai in Journal d’Analyse Mathématique (2013); 'Schatten-von Neumann Hankel Operators on the Bergman Space of Planar Domains' and 'Hilbert-Schmidt Hankel Operators on the Bergman Space of Planar Domains' in Integral Equations and Operator Theory (2008); 'Toeplitz Operators with Essentially Radial Symbols' in International Journal of Mathematics and Mathematical Sciences (2012); and 'Strictly Competitive Games: Finite, Countable and Uncountable Strategies' in Operations Research Letters (2025). His research enhances understanding of market completeness, equilibrium pricing, and strategic interactions in economic settings.