Bilateral Trading Processes, Pairwise Optimally, and Pareto Optimality
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Publication:4766759
DOI10.2307/2296581zbMath0281.90010OpenAlexW2082709240MaRDI QIDQ4766759
Publication date: 1973
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2296581
Related Items (22)
Asset-return anomalies in a monetary economy ⋮ Market equilibria and money ⋮ Decentralised exchange, out-of-equilibrium dynamics and convergence to efficiency ⋮ Monotonicity and market equilibrium ⋮ On the role of a money commodity in a trading process ⋮ Communication in markets. A suggested approach ⋮ Exchanges and measures of risks ⋮ Reaching Cournot-Walras Equilibrium ⋮ Emergence of price-taking behavior ⋮ Unnamed Item ⋮ A study of how the Watts-Strogatz model relates to an economic system's utility ⋮ Learning competitive equilibrium ⋮ The evolution of exchange. ⋮ Blocks of coordinates, stochastic programming, and markets ⋮ A discussion of the favorable factors for the economic system's utility growth rate ⋮ Fiat money in a pairwise-trading, multi-good, overlapping generations model ⋮ Generalized gradients, bid–ask spreads, and market equilibrium ⋮ DIRECT EXCHANGE IN LINEAR ECONOMIES ⋮ Gradient differences and bilateral barters ⋮ Trader-commodity parity theorems ⋮ Money, barter, and convergence to the competitive allocation: Menger's problem ⋮ Bilateral exchange and competitive equilibrium
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