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Market arbitrage, social choice and the core

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Author Info
Graciela Chichilnisky (Program on Information and Resources, Columbia University, 405 Low Memorial Library, New York, NY 10027, USA)

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Abstract

This paper establishes a clear connection between equilibrium theory, game theory and social choice theory by showing that, for a well defined social choice problem, a condition which is necessary and sufficient to solve this problem - limited arbitrage - is the same as the condition which is necessary and sufficient to establish the existence of an equilibrium and the core. The connection is strengthened by establishing that a market allocation, which is in the core, can always be realized as a social allocation, i.e. an allocation which is optimal according to an ordering chosen by a social choice rule. Limited arbitrage characterizes those economies without Condorcet triples, and those for which Arrow's paradox can be resolved on choices of large utility values.

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Publisher Info
Article provided by Springer in its journal Social Choice and Welfare.

Volume (Year): 14 (1997)
Issue (Month): 2 ()
Pages: 161-198
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Handle: RePEc:spr:sochwe:v:14:y:1997:i:2:p:161-198

Note: Received: 30 December 1994/Accepted: 12 August 1996
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