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 This property is no longer valid when the strategic agents are represented by atoms.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 InfoPaper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers RP with number -1041.
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Note: In : Economic Theory, 3, 453-464, 1993
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- Codognato, Giulio & Gabszewicz, Jean J, 1993. "Cournot-Walras Equilibria in Markets with a Continuum of Traders," Economic Theory, Springer, vol. 3(3), pages 453-64, July.
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