Journal of Mathematical Economics

1974 - 2025

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

From Elsevier
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Accessibility of optima in pure exchange economies pp. 197-216: Stephen Schecter
Singularity theory of utility mappings - I: Degenerate Maxima and Pareto Optima pp. 217-251: Donald G. Saari and Carl P. Simon
A closed economic system with production and exchange modelled as a game of strategy pp. 253-287: Pradeep Dubey and Martin Shubik
The complexity of economic decision rules pp. 289-299: Carl Futia

Values of non-differentiable markets with a continuum of traders pp. 103-116: Sergiu Hart
On the equilibrium price set of an exchange economy pp. 117-126: Andreu Mas-Colell
A remark on boundary restrictions in the Global Newton method pp. 127-130: Hal Varian
Weak versus strong domination in a market with indivisible goods pp. 131-137: Alvin Roth and Andrew Postlewaite
Continuity and uniqueness in revealed preference pp. 139-162: John Chipman and James C. Moore
Quasi-equilibrium in abstract economies without ordered preferences pp. 163-165: Joseph Greenberg
Formation of expectations: A model in temporary general equilibrium theory pp. 167-187: Gerard Fuchs
A further note on arrow's impossibility theorem pp. 189-196: Norbert Schmitz

Concavifiability and constructions of concave utility functions pp. 1-56: Yakar Kannai
Asymptotic value of games with a continuum of players pp. 57-80: Sergiu Hart
Piecewise linear exchange equilibrium pp. 81-86: David Gale
Resource allocation and public commodities pp. 87-99: Wolfram Richter

Exchange processes with price adjustment pp. 211-226: Stephen Smale
Construction of a continuous utility function for a class of preferences pp. 227-245: Kenneth R. Mount and Stanley Reiter
A limit theorem on the core pp. 247-264: Walter Trockel
Preferences which have open graphs pp. 265-268: Ted Bergstrom, Robert Parks and Trout Rader
Court against moral hazard pp. 269-283: Jean-Jacques Laffont
Algebraic results on collective choice rules pp. 285-293: Jerry S. Kelly
Continua of stochastic dominance relations for bounded probability distributions pp. 295-311: Peter C. Fishburn
Existence of equilibrium actions and of equilibrium: A note on the `new' existence theorems pp. 313-316: Anders Borglin and Hans Keiding

A convergent process of price adjustment and global newton methods pp. 107-120: Steve Smale
Least concave utility functions pp. 121-129: Gerard Debreu
How to discard `free disposability' - at no cost pp. 131-134: Ted Bergstrom
Equilibrium in economies without ordered preferences or free disposal pp. 135-137: Wayne J. Shafer
Thresholds in pareto sets pp. 139-154: David Rand
Borel preference orders in markets with a continuum of traders pp. 155-165: Eugene Wesley
Economies with a mean demand function pp. 167-171: Tatsuro Ichiishi
Characterization by prices of optimal programs under uncertainty pp. 173-183: Itzhak Zilcha
Absolute approximations to equilibrium in markets with non-convex preferences pp. 185-196: A. Shaked
A finite algorithm for the linear exchange model pp. 197-203: B. Curtis Eaves
The linear exchange model pp. 205-209: David Gale

Global analysis and economics VI: Geometric analysis of Pareto Optima and price equilibria under classical hypotheses pp. 1-14: S. Smale
An elementary proof that integration preserves uppersemicontinuity pp. 15-18: Robert Aumann
Symmetry and continuity properties of Lindahl equilibria pp. 19-36: Paul Champsaur
Lindahl's solution and values for a public-goods example pp. 37-41: Robert Rosenthal
The characterization of optimal saving programs in a quadratic model pp. 43-74: Frank Spitzer and Henry Wan
Optimal control on an infinite time horizon: The turnpike approach pp. 81-102: A. Haurie
A remark on a smoothness property of convex, complete preorders pp. 103-105: Andreu Mas-Colell

A proof of the existence of equilibrium without the free disposal assumption pp. 335-343: Oliver Hart and Harold W. Kuhn
Equilibrium in abstract economies without ordered preferences pp. 345-348: Wayne Shafer and Hugo Sonnenschein
Stochastic convex programming: Kuhn-Tucker conditions pp. 349-370: R. T. Rockafellar and R. J. -B. Wets
Information and shadow prices for the constrained concave team problem pp. 371-393: James Jordan
Semicontinuous extension of a partial order pp. 395-406: Jean-Yves Jaffray

Editorial pp. 93-93: Werner Hildenbrand and Gerard Debreu
Some results on uniqueness and on stability of equilibrium in general equilibrium theory pp. 95-118: Yves Balasko
Gains and losses at core allocations pp. 119-128: Egbert Dierker
Distributions of agents' characteristics pp. 129-138: Werner Hildenbrand
Structural stability for dynamical economic models pp. 139-154: Gerard Fuchs
Equilibria and core of large economies pp. 155-169: Hildegard Dierker
The rate of convergence of the core for a purely competitive sequence of economies pp. 171-186: Birgit Grodal
General equilibrium and optimal taxes pp. 187-200: Rolf R. Mantel
Smoothing demand by aggregation pp. 201-223: Dieter Sondermann
Tchebyscheff bounds for the space of agent characteristics pp. 225-242: Daniel McFadden
Efficient random variables pp. 243-252: Bezalel Peleg
Satisficing pp. 253-262: Roy Radner
A model of equilibrium with differentiated commodities pp. 263-295: Andreu Mas-Colell
Characterization of optima in smooth Pareto economic systems pp. 297-330: Carl P. Simon and Charles Titus

The rate of convergence of the core of an economy pp. 1-7: Gerard Debreu
An equilibrium existence theorem for a general model without ordered preferences pp. 9-15: D. Gale and Andreu Mas-Colell
An example of the non-existence of Malinvaud prices in a tight economy pp. 17-19: Daniel McFadden
On the continuity of equilibrium prices in constant-returns production economies pp. 21-33: Andreu Mas-Colell
On local Pareto optima pp. 35-42: Yieh-Hei Wan
Smooth preferences and the regularity of equilibria pp. 43-62: Hildegard Dierker
Some approximate equilibria pp. 63-86: M. Khan
A characterization of the nonlinearity of d-stability pp. 87-91: Charles R. Johnson