Journal of Mathematical Economics

1974 - 2025

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

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A new axiomatization of rank-dependent expected utility with tradeoff consistency for equally likely outcomes pp. 483-491: Ulrich Schmidt and Horst Zank
Private provision of discrete public goods with incomplete information pp. 493-514: Flavio Menezes, Paulo Monteiro and Akram Temimi
Hierarchic competitive equilibria pp. 515-546: Michael Florig
Rank-dependent preferences without ranking axioms pp. 547-562: Zvi Safra and Uzi Segal
Negotiation games with unobservable mixed disagreement actions pp. 563-579: Lutz-Alexander Busch and Quan Wen

Pricing issues with investment flows Applications to market models with frictions pp. 383-408: Clotilde Napp
Profitability of price and quantity strategies in an oligopoly pp. 409-418: Yasuhito Tanaka
Strong optimality in OG economies: convergence pp. 419-425: Mich Tvede
Implementation by self-relevant mechanisms pp. 427-444: Yoshikatsu Tatamitani
Cost sharing: the nondifferentiable case pp. 445-462: Ori Haimanko
Majority decisions based on difference of votes pp. 463-481: José Luis García-Lapresta and Bonifacio Llamazares

Arbitrage and control problems in finance: A presentation pp. 167-183: Elyès Jouini
The Harrison-Pliska arbitrage pricing theorem under transaction costs pp. 185-196: Yu. M. Kabanov and Ch. Stricker
Arbitrage and viability in securities markets with fixed trading costs pp. 197-221: Elyès Jouini, Hedi Kallal and Clotilde Napp
On optimal terminal wealth under transaction costs pp. 223-231: Jaksa Cvitanic and Hui Wang
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs pp. 233-257: Nils Framstad, Bernt Oksendal and Agnes Sulem
Wealth optimization in an incomplete market driven by a jump-diffusion process pp. 259-287: Nadine Bellamy
Optimal investment strategies with bounded risks, general utilities, and goal achieving pp. 289-309: Nikolai Dokuchaev and Xun Yu Zhou
Equilibrium in a stochastic model with consumption, wages and investment pp. 311-346: Maria B. Chiarolla and Ulrich G. Haussmann
Non-linear taxation, tax-arbitrage and equilibrium asset prices pp. 347-382: Suleyman Basak and Benjamin Croitoru

On the Shapley-Scarf economy: the case of multiple types of indivisible goods pp. 1-15: Hideo Konishi, Thomas Quint and Jun Wako
A general Lagrangian approach for non-concave moral hazard problems pp. 17-39: Aloisio Araujo and Humberto Moreira
Non-existence of equilibrium in an incomplete stock market economy pp. 41-70: Takeshi Momi
Adoption of uncertain multi-stage technology projects: a real options approach pp. 71-97: Luis Alvarez and Rune Stenbacka
Long gestation in an overlapping generations economy: endogenous cycles and indeterminacy of equilibria pp. 99-127: Akiomi Kitagawa and Akihisa Shibata
A general existence result for the principal-agent problem with adverse selection pp. 129-150: Guillaume Carlier
Default and exogenous collateral in incomplete markets with a continuum of states pp. 151-165: Jaime Orrillo

Inconsequential arbitrage pp. 439-469: Frank H. PageJr., Myrna Wooders and Paulo Monteiro
Incentive compatibility constraints and dynamic programming in continuous time pp. 471-508: Emilio Barucci, Fausto Gozzi and Andrzej Swiech
An existence theorem of intertemporal recursive utility in the presence of Levy jumps pp. 509-526: Chenghu Ma
Rational expectations equilibria and the ex-post core of an economy with asymmetric information pp. 527-535: Ezra Einy, Diego Moreno and Benyamin Shitovitz
Some consequences of the unknottedness of the Walras correspondence pp. 537-545: Stefano DeMichelis and Fabrizio Germano
Price functionals with bid-ask spreads: an axiomatic approach pp. 547-558: Elyès Jouini

Properties of bid and ask reservation prices in the rank-dependent expected utility model pp. 269-285: Patrick Roger
Revealed homothetic preference and technology pp. 287-314: Pak-Wai Liu and Kam-Chau Wong
An extension of a theorem of von Neumann and Morgenstern with an application to social choice theory pp. 315-327: Edi Karni and Zvi Safra
A uniform neighborhood turnpike theorem and applications pp. 329-357: C.L. Guerrero-Luchtenberg
A strategic market game with active bankruptcy pp. 359-396: J. Geanakoplos, I. Karatzas, Martin Shubik and W. Sudderth
Arbitrage, duality and asset equilibria pp. 397-413: Rose-Anne Dana and Cuong Le van
Acceptable and Walrasian allocations pp. 415-438: Yair Tauman and Yan Chen

Definable utility in o-minimal structures pp. 159-172: Marcel Richter and Kam-Chau Wong
Global convergence of the stochastic tatonnement process pp. 173-190: Yu. Ermoliev, Michiel Keyzer and V. Norkin
Optimal risk-sharing rules and equilibria with Choquet-expected-utility pp. 191-214: Alain Chateauneuf, Rose-Anne Dana and Jean-Marc Tallon
Restricting independence to convex cones pp. 215-223: Erio Castagnoli and Fabio Maccheroni
Characterization of pure strategy equilibria in finite anonymous games pp. 225-233: Matthias Blonski
Stochastically stable states in an oligopoly with differentiated goods: equivalence of price and quantity strategies pp. 235-253: Yasuhito Tanaka
Lexicographic orders and preference representation pp. 255-267: Vicki Knoblauch

Existence and regularity of partially revealing rational expectations equilibrium in finite economies pp. 1-26: Alessandro Citanna and Antonio Villanacci
A note on ordinally equivalent Pareto surfaces pp. 27-38: Yves Sprumont
Cournot-Nash equilibria in limit exchange economies with complete markets and consistent prices pp. 39-53: Giulio Codognato and Sayantan Ghosal
The Riesz-Kantorovich formula and general equilibrium theory pp. 55-76: C. D. Aliprantis, R. Tourky and N. C. Yannelis
Consistency in house allocation problems pp. 77-97: Haluk I. Ergin
Subgame-perfect equilibrium outcomes in continuous games of almost perfect information1 pp. 99-128: Thomas Mariotti
A trade-off result for preference revelation pp. 129-141: Donald E. Campbell and Jerry S. Kelly
A fuzzy core equivalence theorem pp. 143-158: Mitsunori Noguchi