Nonstandard Exchange Economies
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dubey, Pradeep & Neyman, Abraham, 1984.
"Payoffs in Nonatomic Economies: An Axiomatic Approach,"
Econometrica, Econometric Society, vol. 52(5), pages 1129-1150, September.
- Pradeep Dubey & Abraham Neyman, 1981. "Payoffs in Non-Atomic Economies: An Axiomatic Approach," Cowles Foundation Discussion Papers 610, Cowles Foundation for Research in Economics, Yale University.
- Brown, Donald J, 1976.
"Existence of a Competitive Equilibrium in a Nonstandard Exchange Economy,"
Econometrica, Econometric Society, vol. 44(3), pages 537-546, May.
- Donald J. Brown, 1972. "Existence of a Competitive Equilibrium in a Nonstandard Exchange Economy," Cowles Foundation Discussion Papers 342, Cowles Foundation for Research in Economics, Yale University.
- Peter J. Hammond, "undated". "Multilaterally Strategy-Proof Mechanisms in Random Aumann--Hildenbrand Macroeconomies," Working Papers 97022, Stanford University, Department of Economics.
- Frederik Herzberg, 2013. "First steps towards an equilibrium theory for Lévy financial markets," Annals of Finance, Springer, vol. 9(3), pages 543-572, August.
- M. Ali Khan, 2007. "Perfect Competition," PIDE-Working Papers 2007:15, Pakistan Institute of Development Economics.
- Edhan, Omer, 2015. "Payoffs in exact TU economies," Journal of Economic Theory, Elsevier, vol. 155(C), pages 152-184.
- Brown, Donald J. & Robinson, Abraham, 1974. "The cores of large standard exchange economies," Journal of Economic Theory, Elsevier, vol. 9(3), pages 245-254, November.
- Omer Edhan, 2012. "Values of Exact Market Games," Discussion Paper Series dp627, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, November.
- Anderson, Robert M. & Raimondo, Roberto C., 2007. "Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets," Department of Economics, Working Paper Series qt0zq6v5gd, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- He, Wei & Sun, Xiang & Sun, Yeneng, 2017. "Modeling infinitely many agents," Theoretical Economics, Econometric Society, vol. 12(2), May.
- Khan, M. Ali & Qiao, Lei & Rath, Kali P. & Sun, Yeneng, 2020. "Modeling large societies: Why countable additivity is necessary," Journal of Economic Theory, Elsevier, vol. 189(C).
- Dubey, Pradeep & Neyman, Abraham, 1997. "An Equivalence Principle for Perfectly Competitive Economies," Journal of Economic Theory, Elsevier, vol. 75(2), pages 314-344, August.
- Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ecm:emetrp:v:43:y:1975:i:1:p:41-56. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: https://edirc.repec.org/data/essssea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/essssea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.