Journal of Mathematical Economics

1974 - 2025

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

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

On lags and chaos in economic dynamic models pp. 521-550: Sergio Invernizzi and Alfredo Medio
Schumpeterian dynamics as a non-linear wave theory pp. 551-590: Gennadi M. Henkin and Victor M. Polterovich
Approximation of contractible valued correspondences by functions pp. 591-598: Andrew McLennan
Gap-minimizing prices and quadratic core convergence: A correction pp. 599-601: Robert M. Anderson

Computability and randomness of Nash equilibrium in infinite games pp. 429-442: Kislaya Prasad
The value of information - An axiomatic approach pp. 443-459: Itzhak Gilboa and Ehud Lehrer
A group decision device: Its pareto-like optimality pp. 461-464: Lester E. Dubins
A variational problem arising in financial economics pp. 465-487: John C. Cox and Chi-fu Huang
Generic non-existence of equilibria in finance models pp. 489-499: Aloisio Araujo and Paulo Monteiro
Similarity of games with incomplete information pp. 501-520: Kevin D. Cotter

On the use of capacities in modeling uncertainty aversion and risk aversion pp. 343-369: Alain Chateauneuf
Asset pricing for general processes pp. 371-395: Kerry Back
On the finiteness of the number of critical equilibria, with an application to random selections pp. 397-409: Andreu Mas-Colell and John Nachbar
On the zeros of Cauchy polynomials with application to optimal depreciation pp. 411-427: Gunter Meinardus and Guido Walz

The solidarity axiom in parametric surplus-sharing problems pp. 249-270: Hans Keiding and Herve Moulin
Calculus and extensions of Arrow's theorem pp. 271-306: Donald G. Saari
Edgeworth's conjecture in economies with a continuum of agents and commodities pp. 307-326: Aldo Rustichini and Nicholas C. Yannelis
Sunspot equilibria and incomplete financial markets pp. 327-339: Paolo Siconolfi

Optimal growth and Pareto optimality pp. 155-180: Rose-Anne Dana and Cuong Le Van
Smooth indifference sets pp. 181-197: William Neilson
Duality between direct and indirect utility functions under minimal hypotheses pp. 199-209: Juan Enrique Martinez-Legaz
A fixed point theorem and equilibrium point of an abstract economy pp. 211-218: E. Tarafdar
A note on the terminal date security prices in a continuous time trading model with dividends pp. 219-223: Kazuhiko Ohashi
Existence of general equilibria in economies with natural exhaustible resources and an infinite horizon pp. 225-248: Jan van Geldrop, Shou Jilin and Cees Withagen

On the fundamental theorem of asset pricing with an infinite state space pp. 1-18: Kerry Back and Stanley R. Pliska
An existence theorem for a bargaining set pp. 19-34: Rajiv Vohra
Communication requirements and strategic mechanisms for market organization pp. 35-47: Bhaskar Chakravorti
Implementation under strong equilibrium: A complete characterization pp. 49-67: Bhaskar Dutta and Arunava Sen
Some applications of set-valued mappings in mathematical economics pp. 69-87: Vladimir Levin
Upper hemicontinuity of the correspondence of subgame-perfect equilibrium outcomes pp. 89-106: Tilman Börgers
On a representation of a relation by a measure pp. 107-118: Ehud Lehrer
Independent preferences pp. 119-135: Karl Vind
Asset market equilibrium in infinite dimensional complete markets pp. 137-152: Harrison H. C. Cheng

Continuous representation of Von Neumann-Morgenstern preferences pp. 323-340: Mitsunobu Miyake
A generalized economic equilibrium pp. 341-356: Vladimir Danilov and A. I. Sotskov
Nonlinear supporting prices: The superadditive case pp. 357-367: Marcus Berliant and Karl Dunz
A note on the 'surjectivity property' pp. 369-371: Adam Piolunowicz and Andrzej Wieczorek
On the upper and lower semicontinuity of the Aumann integral pp. 373-389: Nicholas C. Yannelis
On non-atomic weighted majority games pp. 391-403: Ezra Einy and Abraham Neyman

Bayesian information topologies pp. 233-253: Maxwell Stinchcombe
Equilibrated states and optimal allocations of resources under rigid prices pp. 255-268: Victor M. Polterovich
Approximation theorems for stochastic economies with incomplete markets pp. 269-284: Joan A. Ketterer
Inefficiency of smooth market mechanisms pp. 285-304: Pradeep Dubey and J. D. Rogawski
Nash equilibrium with strategic complementarities pp. 305-321: Xavier Vives

An introduction to general equilibrium with incomplete asset markets pp. 1-38: John Geanakoplos
Existence of equilibrium with incomplete markets pp. 39-67: S. Y. Husseini, J. -M. Lasry and Michael Magill
Solving systems of simultaneous equations in economics pp. 69-93: John Geanakoplos and Wayne Shafer
A geometric approach to a class of equilibrium existence theorems pp. 95-106: M. D. Hirsch, Michael Magill and Andreu Mas-Colell
Options and equilibrium pp. 107-112: H. M. Polemarchakis and Bon-Il Ku
Generic inefficiency of stock market equilibrium when markets are incomplete pp. 113-151: J. Geanakoplos, Michael Magill, Martine Quinzii and Jacques Dreze
Observability and optimality pp. 153-165: J. D. Geanakoplos and H. M. Polemarchakis
Characterisation of generically complete real asset structures pp. 167-194: Michael Magill and Wayne J. Shafer
The structure of financial equilibrium with exogenous yields: The case of restricted participation pp. 195-216: Yves Balasko, David Cass and Paolo Siconolfi
Structure of financial markets and real indeterminacy of equilibria pp. 217-232: Jan Werner