Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models

DOI10.1016/0304-4068(93)90005-6zbMath0790.90012MaRDI QIDQ1319016

Rose-Anne Dana

Publication date: 7 July 1994

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(93)90005-6

zbMATH Keywords

additively separable utilities; Arrow-Debreu equilibria; pure exchange one good economy

Mathematics Subject Classification ID

91B50: General equilibrium theory

Related Items

THE MEANING OF MARKET EFFICIENCY, ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES, Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes, Existence of an endogenously complete equilibrium driven by a diffusion, The stochastic field of aggregate utilities and its saddle conjugate, A simple proof of the existence of an equilibrium when the weak axiom holds, An extension of Milleron, Mitjushin and Polterovich's result, Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset, Existence and uniqueness of Arrow--Debreu equilibria with consumptions in ${\bf L}^0_+$

Cites Work

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