Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models

DOI10.1016/0304-4068(93)90005-6zbMath0790.90012OpenAlexW2026430952MaRDI QIDQ1319016

Rose-Anne Dana

Publication date: 7 July 1994

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(93)90005-6

zbMATH Keywords

additively separable utilitiesArrow-Debreu equilibriapure exchange one good economy

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (9)

Existence and uniqueness of Arrow--Debreu equilibria with consumptions in ${\bf L}^0_+$ ⋮ Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes ⋮ Existence, uniqueness and determinacy of equilibrium in C. A. P. M. with a riskless asset ⋮ Existence of an endogenously complete equilibrium driven by a diffusion ⋮ The stochastic field of aggregate utilities and its saddle conjugate ⋮ THE MEANING OF MARKET EFFICIENCY ⋮ ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES ⋮ An extension of Milleron, Mitjushin and Polterovich's result ⋮ A simple proof of the existence of an equilibrium when the weak axiom holds

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• An Elementary Proof of the Existence of a Competitive Equilibrium with Weak Gross Substitutes*
• The Consumption-Based Capital Asset Pricing Model

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