Cournot-Walras Equilibria in Markets with a Continuum of Traders
AbstractIn a model with a nonatomic continuum of traders some of which behave strategically while the others remain price-takers, the set of Cournot-Walras equilibria coincides with the set of Walras equilibria. This property is no longer valid when the strategic agents are represented by atoms.
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Bibliographic InfoArticle provided by Springer in its journal Economic Theory.
Volume (Year): 3 (1993)
Issue (Month): 3 (July)
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Web page: http://link.springer.de/link/service/journals/00199/index.htm
Other versions of this item:
- CODOGNATO, Giulio & GABSZEWICZ, Jean J., . "Cournot-Walras equilibria in markets with a continuum of traders," CORE Discussion Papers RP -1041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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