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Stochastic equilibria for economies under uncertainty with intertemporal substitution

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  • V. Martins-da-Rocha

    ()

  • Frank Riedel

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s10436-005-0025-8
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Bibliographic Info

Article provided by Springer in its journal Annals of Finance.

Volume (Year): 2 (2006)
Issue (Month): 1 (January)
Pages: 101-122

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Handle: RePEc:kap:annfin:v:2:y:2006:i:1:p:101-122

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Web page: http://www.springerlink.com/link.asp?id=112370

Related research

Keywords: Stochastic pure exchange economies; Intertemporal substitutability of consumption; Arrow–Debreu equilibrium; Local properness; Optional random measures; D51; D91;

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References

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  1. Monique Florenzano, 2008. "General equilibrium," Documents de travail du Centre d'Economie de la Sorbonne b08005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  2. Peleg, Bezalel & Yaari, Menahem E, 1970. "Markets with Countably Many Commodities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(3), pages 369-77, October.
  3. Frank Riedel & Peter Bank, 2001. "Existence and structure of stochastic equilibria with intertemporal substitution," Finance and Stochastics, Springer, vol. 5(4), pages 487-509.
  4. Nizar Allouch & Monique Florenzano, 2004. "Edgeworth and Walras equilibria of an arbitrage-free exchange economy," Economic Theory, Springer, vol. 23(2), pages 353-370, January.
  5. Araujo, A. & Monteiro, P. K., 1989. "Equilibrium without uniform conditions," Journal of Economic Theory, Elsevier, vol. 48(2), pages 416-427, August.
  6. Aliprantis, Charalambos D. & Tourky, Rabee & Yannelis, Nicholas C., 2000. "Cone Conditions in General Equilibrium Theory," Journal of Economic Theory, Elsevier, vol. 92(1), pages 96-121, May.
  7. repec:ltr:wpaper:1997.03 is not listed on IDEAS
  8. Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2005. "Linear and non-linear price decentralization," Journal of Economic Theory, Elsevier, vol. 121(1), pages 51-74, March.
  9. Tourky, Rabee, 1998. "A New Approach to the Limit Theorem on the Core of an Economy in Vector Lattices," Journal of Economic Theory, Elsevier, vol. 78(2), pages 321-328, February.
  10. Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2004. "General equilibrium analysis in ordered topological vector spaces," Journal of Mathematical Economics, Elsevier, vol. 40(3-4), pages 247-269, June.
  11. Florenzano, Monique & Deghdak, Messaoud, 1997. "Decentralizing edgeworth equilibria in economies with many commodities," CEPREMAP Working Papers (Couverture Orange) 9721, CEPREMAP.
  12. Aliprantis, Charalambos D. & Tourky, Rabee & Yannelis, Nicholas C., 2001. "A Theory of Value with Non-linear Prices: Equilibrium Analysis beyond Vector Lattices," Journal of Economic Theory, Elsevier, vol. 100(1), pages 22-72, September.
  13. Mas-Colell, Andreu & Richard, Scott F., 1991. "A new approach to the existence of equilibria in vector lattices," Journal of Economic Theory, Elsevier, vol. 53(1), pages 1-11, February.
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Citations

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Cited by:
  1. Giorgio Ferrari & Frank Riedel & Jan-Henrik Steg, 2013. "Continuous-Time Public Good Contribution under Uncertainty," Papers 1307.2849, arXiv.org.
  2. Martins-da-Rocha, V. Filipe & Riedel, Frank, 2010. "On equilibrium prices in continuous time," Journal of Economic Theory, Elsevier, vol. 145(3), pages 1086-1112, May.

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