# Elsevier

# Journal of Mathematical Economics

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registered editor(s): Bernard Cornet
Atsushi Kajii
Felix Kubler
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(Zhang, Lei)**

**Series handle:**repec:eee:mateco

**ISSN:**0304-4068

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### 2006, Volume 42, Issue 4-5

**499-524 General equilibrium with endogenous uncertainty and default***by*Chichilnisky, Graciela & Wu, Ho-Mou**525-543 Existence of competitive equilibria with externalities: A differential viewpoint***by*del Mercato, Elena L.**544-555 Stabilizing sunspots***by*Goenka, Aditya & Prechac, Christophe**556-564 Limits to arbitrage when market participation is restricted***by*Hens, Thorsten & Jean-Jacques Herings, P. & Predtetchinskii, Arkadi**565-593 The impact of multiperiod planning horizons on portfolios and asset prices in a dynamic CAPM***by*Hillebrand, Marten & Wenzelburger, Jan**594-617 Real indeterminacy of stationary equilibria in matching models with divisible money***by*Kamiya, Kazuya & Shimizu, Takashi**618-625 On the regularity of equilibria in dynamic economies***by*Licari, Juan Manuel**626-635 A new proof of the index formula for incomplete markets***by*Predtetchinski, Arkadi

### 2006, Volume 42, Issue 3

**255-268 Existence of equilibrium and price adjustments in a finance economy with incomplete markets***by*Talman, A.J.J. & Thijssen, J.J.J.**269-290 Stationary Markov equilibria on a non-compact self-justified set***by*Takeoka, Norio**291-300 On freedom of choice and infinite sets: The Suprafinite Rule***by*Ballester, Miguel A. & De Miguel, Juan R.**301-314 Endogenous market integration, manipulation and limits to arbitrage***by*Zigrand, Jean-Pierre**315-324 Implementation of voting operators***by*Stefanescu, Anton & Ferrara, Massimiliano**325-342 Subjective expected utility theory without states of the world***by*Karni, Edi**343-357 What restrictions do Bayesian games impose on the value of information?***by*Lehrer, Ehud & Rosenberg, Dinah**358-363 Capital market equilibrium with moral hazard and flexible technology***by*Quiggin, John & Chambers, Robert G.**364-372 The set of equilibria of first-price auctions***by*Monteiro, Paulo Klinger

### 2006, Volume 42, Issue 2

**121-130 The joint continuity of the expected payoff functions***by*Aliprantis, Charalambos D. & Glycopantis, Dionysius & Puzzello, Daniela**131-160 Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Levy jumps***by*Ma, Chenghu**161-179 Descending price multi-item auctions***by*Mishra, Debasis & Garg, Rahul**180-197 The Walras core of an economy and its limit theorem***by*Qin, Cheng-Zhong & Shapley, Lloyd S. & Shimomura, Ken-Ichi**198-215 Equilibria without the survival assumption***by*Konovalov, Alexander & Marakulin, Valeri**216-226 Competitive equilibria in economies with multiple indivisible and multiple divisible commodities***by*Koshevoy, Gleb A. & Talman, Dolf**228-254 Erratum to "Do pure indivisibilities prevent core equivalence? Core equivalence theorem in an atomless economy with purely indivisible commodities only" [J. Math. Econ. 41 (4-5) (2005) 571-601]***by*Inoue, Tomoki

### 2006, Volume 42, Issue 1

**1-13 An adjustment process for nonconvex production economies***by*van den Elzen, Antoon & Kremers, Hans**14-21 The Solow-Swan model with a bounded population growth rate***by*Guerrini, Luca**22-35 Functional sunspot equilibria***by*Chatterji, Shurojit & Chattopadhyay, Subir**36-45 Dispersed initial ownership and the efficiency of the stock market under moral hazard***by*Calcagno, Riccardo & Wagner, Wolf**46-55 Existence of a competitive equilibrium in the Lucas (1988) model without physical capital***by*d'Albis, Hippolyte & Le Van, Cuong**56-60 A correction to uniqueness in "Competitive Bidding and Proprietary Information"***by*Dubra, Juan**61-73 Multi-agent bilateral bargaining and the Nash bargaining solution***by*Suh, Sang-Chul & Wen, Quan**74-96 Stochastic optimal growth with nonconvexities***by*Nishimura, Kazuo & Rudnicki, Ryszard & Stachurski, John**97-108 Corruption and auctions***by*Menezes, Flavio M. & Monteiro, Paulo Klinger**109-120 Informational cascades with endogenous prices: The role of risk aversion***by*Decamps, Jean-Paul & Lovo, Stefano

### 2005, Volume 41, Issue 8

**937-956 Irreducible economies and strongly connected graphs***by*Baldry, Ruth & Ghosal, Sayantan**957-973 Induced families of choice probabilities***by*Herden, G. & Pallack, A.**974-982 When to accept a sequence of gambles***by*Hammarlid, Ola**983-993 Trading bargaining weights***by*Ervig, U. & Haake, C.-J.**994-1006 Dilatation monotonous Choquet integrals***by*Leitner, Johannes**1007-1029 How to share when context matters: The Mobius value as a generalized solution for cooperative games***by*Billot, Antoine & Thisse, Jacques-Francois**1030-1036 Discrete fixed point theorem reconsidered***by*Iimura, Takuya & Murota, Kazuo & Tamura, Akihisa**1037-1052 A remark on the fiscal theory of price determination***by*Bloise, Gaetano**1053-1059 A positional version of Arrow's theorem***by*Quesada, Antonio**1060-1068 On the non-emptiness of the Mas-Colell bargaining set***by*Peleg, Bezalel & Sudholter, Peter

### 2005, Volume 41, Issue 7

**793-811 Communication equilibria with partially verifiable types***by*Forges, Francoise & Koessler, Frederic**812-825 Continuous lexicographic preferences***by*Knoblauch, Vicki**826-843 Existence and monotonicity of solutions to moral hazard problems***by*Carlier, G. & Dana, R.-A.**844-856 An equivalence theorem for a differential information economy***by*Herves-Beloso, Carlos & Moreno-Garcia, Emma & Yannelis, Nicholas C.**857-874 Debt contracts and cooperative improvements***by*Krasa, Stefan & Sharma, Tridib & Villamil, Anne P.**875-886 Increasing outer risk***by*Menezes, Carmen F. & Wang, X.Henry**887-897 Inefficiency of equilibria with incomplete markets***by*Nagata, Ryo**898-912 Representation of the core of convex measure games via Kantorovich potentials***by*Carlier, G.**913-935 Limiting Dictatorial rules***by*Torres, Ricard

### 2005, Volume 41, Issue 6

**637-645 Iterated weak dominance and subgame dominance***by*Osterdal, Lars Peter**646-664 Rumours and markets***by*Kosfeld, Michael**665-686 Interdependent preferences with a continuum of agents***by*Noguchi, Mitsunori**687-704 Coasian equilibrium***by*Conley, John P. & Smith, Stefani C.**705-721 Monotonic matching in search equilibrium***by*Chen, Frederick H.**722-734 Arbitrage and state price deflators in a general intertemporal framework***by*Jouini, Elyes & Napp, Clotilde & Schachermayer, Walter**735-763 On the computation of stable sets for bimatrix games***by*Vermeulen, Dries & Jansen, Mathijs**764-792 On core-Walras equivalence in Banach lattices***by*Podczeck, K.

### 2005, Volume 41, Issue 4-5

**407-438 Incomplete-market dynamics in a neoclassical production economy***by*Angeletos, George-Marios & Calvet, Laurent-Emmanuel**439-462 Endogenous collateral***by*Araujo, Aloisio & Fajardo, Jose & Pascoa, Mario R.**463-481 On the existence of approximated equilibria in discontinuous economies***by*Bich, Philippe**483-503 Rearrangement inequalities in non-convex insurance models***by*Carlier, G. & Dana, R.-A.**505-544 Markovian equilibrium in infinite horizon economies with incomplete markets and public policy***by*Datta, Manjira & Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L.**545-556 Bargaining set and anonymous core without the monotonicity assumption***by*Hara, Chiaki**557-570 Sorting in risk-aversion and asset price volatility***by*Herrera, Helios**571-601 Do pure indivisibilities prevent core equivalence? Core equivalence theorem in an atomless economy with purely indivisible commodities only***by*Inoue, Tomoki**603-616 Generic determinacy of equilibria with local substitution***by*Riedel, Frank**617-636 Existence and regularity of equilibria in a general equilibrium model with private provision of a public good***by*Villanacci, Antonio & Zenginobuz, E.Unal

### 2005, Volume 41, Issue 3

**229-251 Revising preferences and choices***by*Freund, Michael**253-264 The women of Cairo: Equilibria in large anonymous games***by*Blonski, Matthias**265-283 Pareto efficiency with spatial rights***by*Perote-Pena, Juan & Piggins, Ashley**285-301 Equilibrium selection in games: the mollifier method***by*Keyzer, Michiel & van Wesenbeeck, Lia**303-324 Hierarchies of beliefs for compact possibility models***by*Mariotti, Thomas & Meier, Martin & Piccione, Michele**325-349 Competitive equilibrium cycles with endogenous labor***by*Bosi, Stefano & Magris, Francesco & Venditti, Alain**351-385 Nash equilibria in a model of multiproduct price competition: an assignment problem***by*Arribas, Ivan & Urbano, Amparo**387-405 Duality and consumption decisions under income and price risk***by*Menezes, Carmen F. & Henry Wang, X. & Bigelow, John P.

### 2005, Volume 41, Issue 1-2

**1-5 Evolutionary finance: introduction to the special issue***by*Hens, Thorsten & Schenk-Hoppe, Klaus Reiner**7-42 Evolutionary dynamics in markets with many trader types***by*Brock, William A. & Hommes, Cars H. & Wagener, Florian O. O.**43-66 Evolutionary stability of portfolio rules in incomplete markets***by*Hens, Thorsten & Schenk-Hoppe, Klaus Reiner**67-90 The asset market game***by*Alos-Ferrer, Carlos & Ania, Ana B.**91-104 Market selection when markets are incomplete***by*Sandroni, Alvaro**105-122 Market selection and survival of investment strategies***by*Amir, Rabah & Evstigneev, Igor V. & Hens, Thorsten & Schenk-Hoppe, Klaus Reiner**123-155 Equilibria in financial markets with heterogeneous agents: a probabilistic perspective***by*Follmer, Hans & Horst, Ulrich & Kirman, Alan**157-168 Is risk-aversion hereditary?***by*Levy, Moshe**169-196 Genetic learning as an explanation of stylized facts of foreign exchange markets***by*Lux, Thomas & Schornstein, Sascha**197-228 Institutional architectures and behavioral ecologies in the dynamics of financial markets***by*Bottazzi, Giulio & Dosi, Giovanni & Rebesco, Igor

### 2004, Volume 40, Issue 8

**869-887 Researching with whom? Stability and manipulation***by*Alcalde, Jose & Revilla, Pablo**889-902 Game contingent claims in complete and incomplete markets***by*Kuhn, Christoph**903-922 Convergence to competitive equilibria and elimination of no-trade (in a strategic market game with limit prices)***by*Weyers, Sonia**923-952 A general equilibrium analysis of strategic arbitrage***by*Zigrand, Jean-Pierre**953-962 Consistency in the probabilistic assignment model***by*Chambers, Christopher P.

### 2004, Volume 40, Issue 7

**747-769 The Debreu Gap Lemma and some generalizations***by*Herden, G. & Mehta, G. B.**771-797 Axioms for preferences revealing subjective uncertainty and uncertainty aversion***by*Tapking, Jens**799-813 Two-person bargaining with verifiable information***by*de Clippel, Geoffroy & Minelli, Enrico**815-830 Determinacy in linear rational expectations models***by*Gauthier, Stephane**831-845 A proposal for sharing costs***by*Alcalde, Jose & Angel Silva, Jose**847-868 The pure theory of public goods: the case of many commodities***by*De Simone, Anna & Graziano, Maria Gabriella

### 2004, Volume 40, Issue 6

**619-639 Market behavior when preferences are generated by second-order stochastic dominance***by*Dana, R. A.**641-645 Robust nonexistence of equilibrium with incomplete markets***by*Busch, Lutz-Alexander & Govindan, Srihari**647-681 Decision making with imprecise probabilistic information***by*Gajdos, Thibault & Tallon, Jean-Marc & Vergnaud, Jean-Christophe**683-699 Equilibrium analysis in financial markets with countably many securities***by*Aliprantis, C. D. & Florenzano, M. & Martins-da-Rocha, V. F. & Tourky, R.**701-711 Utility functions on locally connected spaces***by*Candeal, Juan C. & Indurain, Esteban & Mehta, Ghanshyam B.**713-746 Comparative statics, strategic complements and substitutes in oligopolies***by*Bernstein, Fernando & Federgruen, Awi

### 2004, Volume 40, Issue 5

**493-513 On the objective of firms under uncertainty with stock markets***by*Bonnisseau, Jean-Marc & Lachiri, Oussama**515-546 A theory of quantifiable beliefs***by*Grant, Simon & Karni, Edi**547-571 Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model***by*Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac**573-592 Continuous selections from the Pareto correspondence and non-manipulability in exchange economies***by*Ju, Biung-Ghi**593-618 A foundation of location theory: existence of equilibrium, the welfare theorems, and core***by*Berliant, Marcus & Dunz, Karl

### 2004, Volume 40, Issue 3-4

**227-245 Strategic consensus***by*Aidt, Toke S. & Dutta, Jayasri**247-269 General equilibrium analysis in ordered topological vector spaces***by*Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee**271-295 Rationalizing allocation data--a nonparametric Walrasian theory when prices are absent or non-Walrasian***by*Bachmann, Ruediger**297-320 An equilibrium existence result for games with incomplete information and indeterminate outcomes***by*Balder, Erik J.**321-346 Nash competitive equilibria and two-period fund separation***by*Hens, Thorsten & Reimann, Stefan & Vogt, Bodo**347-370 Interim core concepts for a bayesian pure exchange economy***by*Ichiishi, Tatsuro & Yamazaki, Akira**371-392 The relationship between the allocation of goods and a seller's revenue***by*Jackson, Matthew O. & Kremer, Ilan**393-410 Optimal growth models and the Lagrange multiplier***by*Le Van, Cuong & Cagri Saglam, H.**411-428 Duality in procurement design***by*Manelli, Alejandro M. & Vincent, Daniel R.**429-463 On Core-Walras equivalence in Banach spaces when feasibility is defined by the Pettis integral***by*Podczeck, K.**465-491 Simulation-based estimation of dynamic models with continuous equilibrium solutions***by*Santos, Manuel S.**v-v The Conferences at Bielefeld, St. Louis, and Urbana-Champaign***by*Nachbar, John & Trockel, Walter & Yannelis, Nicholas & Cornet, Bernard

### 2004, Volume 40, Issue 1-2

**1-40 Equilibrium behavior in markets and games: testable restrictions and identification***by*Carvajal, Andres & Ray, Indrajit & Snyder, Susan**41-57 Individual excess demands***by*Chiappori, P. A. & Ekeland, I.**59-69 When is individual demand concavifiable?***by*Kannai, Yakar**71-91 The generalized Slutsky relations***by*Aloqeili, Marwan**93-103 A stronger criterion for the Weak Weak Axiom***by*Brighi, Luigi**105-119 Testable implications of general equilibrium theory: a differentiable approach***by*Chiappori, P. -A. & Ekeland, I. & Kubler, F. & Polemarchakis, H. M.**121-143 Testable restrictions on the equilibrium manifold under random preferences***by*Carvajal, Andres**145-152 A weak correspondence principle for models with complementarities***by*Echenique, Federico**153-163 General equilibrium comparative statics: discrete shocks in production economies***by*Nachbar, John H.**165-176 Observable implications of equilibrium behavior on finite data***by*Snyder, Susan K.**177-189 Is intertemporal choice theory testable?***by*Kubler, Felix**191-206 Testable implications of consumption-based asset pricing models with incomplete markets***by*Krebs, Tom**207-226 Efficient consumption set under recursive utility and unknown beliefs***by*Lazrak, Ali & Zapatero, Fernando

### 2003, Volume 39, Issue 8

**831-847 A solution to the problem of consumption externalities***by*Tian, Guoqiang**849-861 "Agreeing to disagree" type results: a decision-theoretic approach***by*Luo, Xiao & Ma, Chenghu**863-889 Equilibria in large economies with a separable Banach commodity space and non-ordered preferences***by*Filipe Martins-da-Rocha, V.**891-900 History dependence without unstable steady state: a non-differentiable framework***by*Hartl, Richard F. & Kort, Peter M.**901-909 On second-price auctions and imperfect competition***by*Schmitz, Patrick W.**911-929 Deterministic multi-player Dynkin games***by*Solan, Eilon & Vieille, Nicolas**931-959 Strategyproof exchange of indivisible goods***by*Papai, Szilvia

### 2003, Volume 39, Issue 7

**693-724 Pure strategy Markov equilibrium in stochastic games with a continuum of players***by*Chakrabarti, Subir K.**725-742 A discrete fixed point theorem and its applications***by*Iimura, Takuya**743-762 Indeterminacy of rational expectations equilibria in sequential financial markets***by*Donati, Paola & Momi, Takeshi**763-776 A note on the regularity of competitive equilibria and asset structures***by*Gottardi, Piero & Kajii, Atsushi**777-802 Intertemporal equity and the extension of the Ramsey criterion***by*Fleurbaey, Marc & Michel, Philippe**803-830 Mediation: incomplete information bargaining with filtered communication***by*Jarque, Xavier & Ponsati, Clara & Sakovics, Jozsef

### 2003, Volume 39, Issue 5-6

**355-375 Strategic market games: an introduction***by*Giraud, Gael**377-389 Price-mediated trade with quantity signals: an axiomatic approach***by*Dubey, Pradeep & Sahi, Siddhartha**391-400 From Nash to Walras via Shapley-Shubik***by*Dubey, Pradeep & Geanakoplos, John**401-420 Convergence to no arbitrage equilibria in market games***by*Koutsougeras, Leonidas C.**421-431 Self-fulfilling mechanisms and rational expectations in large markets***by*Codognato, Giulio & Ghosal, Sayantan**433-528 The limit-price mechanism***by*Mertens, J. F.**529-558 A strategic market game with limit prices***by*Weyers, Sonia**559-583 Efficiency and imperfect competition with incomplete markets***by*Giraud, Gael & Stahn, Hubert**585-618 Monetary equilibrium with missing markets***by*Dubey, Pradeep & Geanakoplos, John**619-655 Equilibrium analysis, banking and financial instability***by*Tsomocos, Dimitrios P.**657-675 A market game for assets and taxed investors***by*Bottazzi, Jean-Marc & De Meyer, Bernard**677-692 Bertrand-edgeworth equilibria in finite exchange economies***by*Germano, Fabrizio

### 2003, Volume 39, Issue 3-4

**153-174 Regular economies with non-ordered preferences***by*Bonnisseau, Jean-Marc**175-196 Equilibrium theory with a measure space of possibly satiated consumers***by*Cornet, Bernard & Topuzu, Mihaela & Yildiz, Aysegul**197-217 Multiplicity, instability and sunspots in games***by*Davila, Julio**219-237 Imperfect competition a la Negishi, also with fixed costs***by*Dehez, Pierre & Dreze, Jacques H. & Suzuki, Takashi**239-272 Nonshiftable capital, affine price expectations and convergence to the Golden Rule***by*Magill, Michael & Quinzii, Martine**273-297 The index theorem for a GEI economy when the degree of incompleteness is even***by*Momi, Takeshi**299-316 Ellsberg's two-color experiment, portfolio inertia and ambiguity***by*Mukerji, Sujoy & Tallon, Jean-Marc**317-333 Market demand and comparative statics when goods are normal***by*Quah, John K. -H.**335-354 Monetary general equilibrium with transaction costs***by*Starr, Ross M.**v-v Special Issue on the Athens-Minnesota Conferences***by*Cornet, Bernard

### 2003, Volume 39, Issue 1-2

**1-25 Subcalculus for set functions and cores of TU games***by*Marinacci, Massimo & Montrucchio, Luigi**27-38 Globally stable price dynamics***by*Arkit, Aleksandra**39-49 Supermodular games and potential games***by*Branzei, Rodica & Mallozzi, Lina & Tijs, Stef**51-62 Coalition structure values in differential information economies: is unity a strength?***by*Krasa, Stefan & Temimi, Akram & Yannelis, Nicholas C.**63-109 Three principles of competitive nonlinear pricing***by*Page, Frank Jr. & Monteiro, Paulo K.**111-126 The Dalang-Morton-Willinger theorem under cone constraints***by*Napp, C.**127-134 The incentive compatible coarse core when information is almost complete***by*Bahceci, Serkan**135-152 Economic dynamical systems with multiplicative noise***by*Stachurski, John

### 2002, Volume 38, Issue 4

**371-371 Special Issue on the Brown-Maastricht Conferences***by*Herings, Jean-Jacques & Polemarchakis, Herakles & Vohra, Rajiv & Cornet, Bernard**373-391 The geometry of arbitrage and the existence of competitive equilibrium***by*Allouch, Nizar & Le Van, Cuong & Page, Frank Jr.**393-410 Arbitrage and price revelation with asymmetric information and incomplete markets***by*Cornet, Bernard & De Boisdeffre, Lionel**411-439 Stable risk-sharing***by*Dutta, Jayasri & Prasad, Kislaya**441-463 Consistent collusion-proofness and correlation in exchange economies***by*Giraud, Gael & Rochon, Celine**465-482 The strong sequential core for two-period economies***by*Predtetchinski, Arkadi & Herings, P. Jean-Jacques & Peters, Hans**483-508 Convergence of Bayesian learning to general equilibrium in mis-specified models***by*Schinkel, Maarten Pieter & Tuinstra, Jan & Vermeulen, Dries

### 2002, Volume 38, Issue 3

**293-309 Information, measurability, and continuous behavior***by*Van Zandt, Timothy**311-328 Existence of a semicontinuous or continuous utility function: a unified approach and an elementary proof***by*Bosi, G. & Mehta, G. B.**329-339 Strategy-proofness and population-monotonicity for house allocation problems***by*Ehlers, Lars & Klaus, Bettina & Papai, Szilvia**341-370 Universally converging adjustment processes--a unifying approach***by*Jean-Jacques Herings, P.

### 2002, Volume 38, Issue 1-2

**1-41 Incentives and the core of an exchange economy: a survey***by*Forges, Francoise & Minelli, Enrico & Vohra, Rajiv**43-63 The core of economies with asymmetric information: an axiomatic approach***by*Lee, Darin & Volij, Oscar**65-89 Decentralized information and the Walrasian outcome: a pairwise meetings market with private values***by*Serrano, Roberto**91-116 The anonymous core of an exchange economy***by*Hara, Chiaki**117-147 Competitive equilibrium with moral hazard in economies with multiple commodities***by*Citanna, Alessandro & Villanacci, Antonio**149-190 Capital market equilibrium with moral hazard***by*Magill, Michael & Quinzii, Martine**191-196 Universal state prices and asymmetric information***by*Duffie, Darrell & Kan, Rui**197-218 Informational smallness in rational expectations equilibria***by*Heifetz, Aviad & Minelli, Enrico**219-248 Asset pricing in an intertemporal partially-revealing rational expectations equilibrium***by*Detemple, Jerome B.**249-270 Default and efficient debt markets***by*Dutta, Jayasri & Kapur, Sandeep