Journal of Mathematical Economics

1974 - 2025

Current editor(s): Atsushi (A.) Kajii

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Volume 40, issue 8, 2004

Researching with whom? Stability and manipulation pp. 869-887

Jose Alcalde and Pablo Revilla

Game contingent claims in complete and incomplete markets pp. 889-902

Christoph Kuhn

Convergence to competitive equilibria and elimination of no-trade (in a strategic market game with limit prices) pp. 903-922

Sonia Weyers

A general equilibrium analysis of strategic arbitrage pp. 923-952

Jean-Pierre Zigrand

Consistency in the probabilistic assignment model pp. 953-962

Christopher Chambers

Volume 40, issue 7, 2004

The Debreu Gap Lemma and some generalizations pp. 747-769

G. Herden and G. B. Mehta

Axioms for preferences revealing subjective uncertainty and uncertainty aversion pp. 771-797

Jens Tapking

Two-person bargaining with verifiable information pp. 799-813

Geoffroy de Clippel and Enrico Minelli

Determinacy in linear rational expectations models pp. 815-830

Stephane Gauthier

A proposal for sharing costs pp. 831-845

Jose Alcalde and Jose Silva

The pure theory of public goods: the case of many commodities pp. 847-868

Anna De Simone and Maria Graziano

Volume 40, issue 6, 2004

Market behavior when preferences are generated by second-order stochastic dominance pp. 619-639

R. A. Dana

Robust nonexistence of equilibrium with incomplete markets pp. 641-645

Lutz-Alexander Busch and Srihari Govindan

Decision making with imprecise probabilistic information pp. 647-681

Thibault Gajdos, Jean-Marc Tallon and Jean-Christophe Vergnaud

Equilibrium analysis in financial markets with countably many securities pp. 683-699

C. D. Aliprantis, Monique Florenzano, V. Filipe Martins-da-Rocha and R. Tourky

Utility functions on locally connected spaces pp. 701-711

Juan C. Candeal, Esteban Indurain and Ghanshyam B. Mehta

Comparative statics, strategic complements and substitutes in oligopolies pp. 713-746

Fernando Bernstein and Awi Federgruen

Volume 40, issue 5, 2004

On the objective of firms under uncertainty with stock markets pp. 493-513

Jean-Marc Bonnisseau and Oussama Lachiri

A theory of quantifiable beliefs pp. 515-546

Simon Grant and Edi Karni

Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model pp. 547-571

Alain Chateauneuf, Michèle Cohen and Isaac Meilijson

Continuous selections from the Pareto correspondence and non-manipulability in exchange economies pp. 573-592

Biung-Ghi Ju

A foundation of location theory: existence of equilibrium, the welfare theorems, and core pp. 593-618

Marcus Berliant and Karl Dunz

Volume 40, issue 3-4, 2004

The Conferences at Bielefeld, St. Louis, and Urbana-Champaign pp. v-v

John Nachbar, Walter Trockel, Nicholas Yannelis and Bernard Cornet

Strategic consensus pp. 227-245

Toke Aidt and Jayasri Dutta

General equilibrium analysis in ordered topological vector spaces pp. 247-269

Charalambos D. Aliprantis, Monique Florenzano and Rabee Tourky

Rationalizing allocation data--a nonparametric Walrasian theory when prices are absent or non-Walrasian pp. 271-295

Ruediger Bachmann

An equilibrium existence result for games with incomplete information and indeterminate outcomes pp. 297-320

Erik Balder

Nash competitive equilibria and two-period fund separation pp. 321-346

Thorsten Hens, Stefan Reimann and Bodo Vogt

Interim core concepts for a bayesian pure exchange economy pp. 347-370

Tatsuro Ichiishi and Akira Yamazaki

The relationship between the allocation of goods and a seller's revenue pp. 371-392

Matthew Jackson and Ilan Kremer

Optimal growth models and the Lagrange multiplier pp. 393-410

Cuong Le van and Çağrı Sağlam

Duality in procurement design pp. 411-428

Alejandro Manelli and Daniel Vincent

On Core-Walras equivalence in Banach spaces when feasibility is defined by the Pettis integral pp. 429-463

K. Podczeck

Simulation-based estimation of dynamic models with continuous equilibrium solutions pp. 465-491

Manuel S. Santos

Volume 40, issue 1-2, 2004

Equilibrium behavior in markets and games: testable restrictions and identification pp. 1-40

Andres Carvajal, Indrajit Ray and Susan Snyder

Individual excess demands pp. 41-57

Pierre Chiappori and I. Ekeland

When is individual demand concavifiable? pp. 59-69

Yakar Kannai

The generalized Slutsky relations pp. 71-91

Marwan Aloqeili

A stronger criterion for the Weak Weak Axiom pp. 93-103

Luigi Brighi

Testable implications of general equilibrium theory: a differentiable approach pp. 105-119

Pierre Chiappori, I. Ekeland, Felix Kubler and H. M. Polemarchakis

Testable restrictions on the equilibrium manifold under random preferences pp. 121-143

Andres Carvajal

A weak correspondence principle for models with complementarities pp. 145-152

Federico Echenique

General equilibrium comparative statics: discrete shocks in production economies pp. 153-163

John Nachbar

Observable implications of equilibrium behavior on finite data pp. 165-176

Susan Snyder

Is intertemporal choice theory testable? pp. 177-189

Felix Kubler

Testable implications of consumption-based asset pricing models with incomplete markets pp. 191-206

Tom Krebs

Efficient consumption set under recursive utility and unknown beliefs pp. 207-226

Ali Lazrak and Fernando Zapatero

Volume 39, issue 8, 2003

A solution to the problem of consumption externalities pp. 831-847

Guoqiang Tian

"Agreeing to disagree" type results: a decision-theoretic approach pp. 849-861

Xiao Luo and Chenghu Ma

Equilibria in large economies with a separable Banach commodity space and non-ordered preferences pp. 863-889

V. Filipe Martins-da-Rocha

History dependence without unstable steady state: a non-differentiable framework pp. 891-900

Richard F. Hartl and Peter Kort

On second-price auctions and imperfect competition pp. 901-909

Patrick Schmitz

Deterministic multi-player Dynkin games pp. 911-929

Eilon Solan and Nicolas Vieille

Strategyproof exchange of indivisible goods pp. 931-959

Szilvia Pápai

Volume 39, issue 7, 2003

Pure strategy Markov equilibrium in stochastic games with a continuum of players pp. 693-724

Subir K. Chakrabarti

A discrete fixed point theorem and its applications pp. 725-742

Takuya Iimura

Indeterminacy of rational expectations equilibria in sequential financial markets pp. 743-762

Paola Donati and Takeshi Momi

A note on the regularity of competitive equilibria and asset structures pp. 763-776

Piero Gottardi and Atsushi Kajii

Intertemporal equity and the extension of the Ramsey criterion pp. 777-802

Marc Fleurbaey and Philippe Michel

Mediation: incomplete information bargaining with filtered communication pp. 803-830

Xavier Jarque, Clara Ponsati and József Sákovics

Volume 39, issue 5-6, 2003

Strategic market games: an introduction pp. 355-375

Gaël Giraud

Price-mediated trade with quantity signals: an axiomatic approach pp. 377-389

Pradeep Dubey and Siddhartha Sahi

From Nash to Walras via Shapley-Shubik pp. 391-400

Pradeep Dubey and John Geanakoplos

Convergence to no arbitrage equilibria in market games pp. 401-420

Leonidas C. Koutsougeras

Self-fulfilling mechanisms and rational expectations in large markets pp. 421-431

Giulio Codognato and Sayantan Ghosal

The limit-price mechanism pp. 433-528

Jean-François Mertens

A strategic market game with limit prices pp. 529-558

Sonia Weyers

Efficiency and imperfect competition with incomplete markets pp. 559-583

Gaël Giraud and Hubert Stahn

Monetary equilibrium with missing markets pp. 585-618

Pradeep Dubey and John Geanakoplos

Equilibrium analysis, banking and financial instability pp. 619-655

Dimitrios Tsomocos

A market game for assets and taxed investors pp. 657-675

Jean-Marc Bottazzi and Bernard De Meyer

Bertrand-edgeworth equilibria in finite exchange economies pp. 677-692

Fabrizio Germano

Volume 39, issue 3-4, 2003

Special Issue on the Athens-Minnesota Conferences pp. v-v

Bernard Cornet

Regular economies with non-ordered preferences pp. 153-174

Jean-Marc Bonnisseau

Equilibrium theory with a measure space of possibly satiated consumers pp. 175-196

Bernard Cornet, Mihaela Topuzu and Aysegul Yildiz

Multiplicity, instability and sunspots in games pp. 197-217

Julio Dávila

Imperfect competition a la Negishi, also with fixed costs pp. 219-237

Pierre Dehez, Jacques Dreze and Takashi Suzuki

Nonshiftable capital, affine price expectations and convergence to the Golden Rule pp. 239-272

Michael Magill and Martine Quinzii

The index theorem for a GEI economy when the degree of incompleteness is even pp. 273-297

Takeshi Momi

Ellsberg's two-color experiment, portfolio inertia and ambiguity pp. 299-316

Sujoy Mukerji and Jean-Marc Tallon

Market demand and comparative statics when goods are normal pp. 317-333

John Quah

Monetary general equilibrium with transaction costs pp. 335-354

Ross M. Starr

Volume 39, issue 1-2, 2003

Subcalculus for set functions and cores of TU games pp. 1-25

Massimo Marinacci and Luigi Montrucchio

Globally stable price dynamics pp. 27-38

Aleksandra Arkit

Supermodular games and potential games pp. 39-49

Rodica Branzei, Lina Mallozzi and Stef Tijs

Coalition structure values in differential information economies: is unity a strength? pp. 51-62

Stefan Krasa, Akram Temimi and Nicholas C. Yannelis

Three principles of competitive nonlinear pricing pp. 63-109

Frank Page and Paulo Monteiro

The Dalang-Morton-Willinger theorem under cone constraints pp. 111-126

Clotilde Napp

The incentive compatible coarse core when information is almost complete pp. 127-134

Serkan Bahceci

Economic dynamical systems with multiplicative noise pp. 135-152

John Stachurski