Equilibrium with arbitrary market structure

B-Tier
Journal: Economic Theory
Year: 2005
Volume: 25
Issue: 1
Pages: 123-134

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Fifty years ago Arrow [1] introduced contingent commodities and Debreu [4] observed that this reinterpretation of a commodity was enough to apply the existing general equilibrium theory to uncertainty and time. This interpretation of general equilibrium theory is the Arrow-Debreu model. The complete market predicted by this theory is clearly unrealistic, and Radner [10] formulated and proved existence of equilibrium in a multiperiod model with incomplete markets. In this paper the Radner result is extended. Radner assumed a specific structure of markets, independence of preferences, indifference of preferences, and total and transitive preferences. All of these assumptions are dropped here. We - like Radner - keep assumptions implying compactness. Copyright Springer-Verlag Berlin/Heidelberg 2005

Technical Details

RePEc Handle
repec:spr:joecth:v:25:y:2005:i:1:p:123-134
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25