Journal of Mathematical Economics

1974 - 2025

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

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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