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Intriligator M.D., Arrow K.J. — Handbook of Mathematical Economics (vol. 4)
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Íàçâàíèå: Handbook of Mathematical Economics (vol. 4)Àâòîðû: Intriligator M.D., Arrow K.J. Àííîòàöèÿ: The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and to appraise the current status and recent developments in their presentations. In addition to its use as a reference, it is intended that this Handbook will assist researchers and students working in one branch of mathematical economics to become acquainted with other branches of this field. Volume 3 covers Mathematical Approaches to Welfare Economics, including social choice theory, optimal taxation, and optimal growth, together with Mathematical Approaches to Economic Organization and Planning, including organization design and decentralization.
ßçûê: Ðóáðèêà: Ýêîíîìèêà è ôèíàíñû /Ñòàòóñ ïðåäìåòíîãî óêàçàòåëÿ: Ãîòîâ óêàçàòåëü ñ íîìåðàìè ñòðàíèö ed2k: ed2k stats Ãîä èçäàíèÿ: 1986Êîëè÷åñòâî ñòðàíèö: 751Äîáàâëåíà â êàòàëîã: 01.03.2007Îïåðàöèè: Ïîëîæèòü íà ïîëêó |
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Aarts, EHL 2078 Abstract exchange economy 1909 1910—1912 1917 1920 Abstract exchange economy, revenue in 1938—1939 Accumulation, bubbles in 1685 Accumulation, capital accumulation 1753 Activity analysis, static economies with taxes 2128 Activity analysis, static production economy 2079 2081 2082 2086 2088 Adaptive learning rules 1749—1750 (see also “Sunspot equilibria learning”) Admati, A. 1667 Aggregate excess demand function 1541 1543 Aggregate excess demand function, OGM 2113 Aggregate excess demand function, static exchange economy 2051 2052 2055 Aggregate excess demand function, static production economy 2083 2085 Aiyagari, S.R. 1758 Alaoglu's theorem 1840—1841 1842 1859 1880 Albeverio, S. 2205 Aliprantis, C.D. 1842 1872 1873 1881 1882 1888 1890 All-solutions algorithm (Drexler) 2061 2064 2065 Allais paradox 1826 Allais, M.A. 1768 1771 1796 1900 1946 Allen — Hicks elasticity of substitution 2011 Allen, B. 1784 2013 Allen, F. 1609 allocation 1883 Allocation, complete contingent-commodity equilibrium consumption 1633 Allocation, contingent market equilibrium allocations 1540 Allocation, financial market equilibrium allocations 1540 Allocation, intertemporal allocation problems 1836—1837 Allocation, OGM 1907 Allocation, OGM, abstract exchange economy 1910 Allocation, OGM, feasible allocation 1907—1908 1921 1930 Allocation, OGM, optimality of equilibrium allocations 1926—1937 Allocation, production economy (GEI) 1578 Allocation, quasi-Walrasian allocation 2184 Allocation, under uncertainty 1837 Allocation, Walrasian allocation 2184 Alternative, theorem of 1626 Anderson — Dierker theorem 2197—2198 2204 Anderson — Rashid theorem 2179 Anderson, P.W. 2210 2220 Anderson, R.M. 2145—2205 Anderson, S.P. 2024 Anger, B. 1805 Anscombe — Aumann preference 1796—1798 Anscombe, F.J. 1796—1797 Anticipated utility theory 1778—1779 Antonelli, G.B. 2077 2085 APT model (asset pricing) 1667 Araujo, A. 1639 1640 1844 1872 1873 1874 1875 1889 2102 Arbitrage, approximate solution of PDE 1664—1665 Arbitrage, arbitrage pricing functional 1649 1653 Arbitrage, arbitrage-free see “No-arbitrage” Arbitrage, meaning of 1648 Arbitrage, no-arbitrage equilibrium 1534—1536 Arbitrage, no-arbitrage equilibrium, stochastic exchange economies 1559—1562 Arbitrage, no-arbitrage pricing 1607 1617 Arbitrage, no-arbitrage pricing, capital asset pricing model (CAPM) 1623 Arbitrage, pricing 1625—1627 Arbitrage, pricing, redundant securities 1655—1656 Arbitrage, self-financing strategies and 1648—1649 Archibald, G.C. 2024 2040 Archimedean axiom 1769 1770 1797 1800 1801 1805—1806 Archimedean point 1901 Arnold, L. 1669 Arrow model 1625—1626 1635 Arrow securities 1539 Arrow — Debreu model 1524 1525 1560 1684 1798 1900 1901 1964 1970 1981 Arrow — Hahn monopolistic competition 1984 Arrow — Pratt theory see “Risk aversion” Arrow, K.J. 1539 1573 1617 1666 1809 1811 1813 1814 1822 1854 1855 1900 1903 1917 1923 1929 1946 1964 1984 1997 2031 2052 2068 2069 2071 2099 2210 2220 2221 Arrow, K.J., “Role of Securities” paper 1618—1620 Arthur, W.B. 2220 Ascending bit auctions 1773 Ascoli's theorem 1850 1851 2170—2171 Asset pricing, APT model 1667 Asset pricing, arbitrage pricing 1625—1627 Asset pricing, CAPM see “Capital asset pricing model (CAPM)” Asset pricing, continuous-time derivative 1646—1665 Asset pricing, continuous-time derivative, American put option 1659 1665 Asset pricing, continuous-time derivative, arbitrage PDE 1664—1665 Asset pricing, continuous-time derivative, arbitrage pricing 1648—1649 1655—1656 Asset pricing, continuous-time derivative, Brownian case 1656—1659 Asset pricing, continuous-time derivative, equivalent martigale measure 1650—1652 Asset pricing, continuous-time derivative, equivalent martigale measure, alternative sufficient conditions for 1653—1654 Asset pricing, continuous-time derivative, equivalent martigale measure, state price process and 1654—1655 Asset pricing, continuous-time derivative, equivalent martigale measure, viability 1653 Asset pricing, continuous-time derivative, free lunch 1653—1654 Asset pricing, continuous-time derivative, numeraire-invariance 1650 Asset pricing, continuous-time derivative, PDE method, extensions of 1665 Asset pricing, continuous-time derivative, PDE method, Krylov's theorem 1663 1665 Asset pricing, continuous-time derivative, PDE method, Marklov case 1659—1664 Asset pricing, continuous-time derivative, reading sources 1669 Asset pricing, continuous-time derivative, short-term rate 1647 Asset pricing, continuous-time derivative, spanning and Girsanov's theorem 1656—1659 Asset pricing, equilibrium asset pricing models 1668 Asset pricing, extended recursive preference models 1631—1632 Asset pricing, frictions 1668 Asset pricing, reading sources, asymmetric information 1667 Asset pricing, reading sources, derivative asset pricing 1669 Asset pricing, reading sources, equilibrium models 1668 Asset pricing, reading sources, frictions 1668 Asset pricing, reading sources, mutual funds and 1667 Asset pricing, reading sources, recursive models 1670 Asset pricing, recursive models 1629—1631 1670 Asset pricing, representative-agent pricing 1625 1627—1631 1639—1642 Asset pricing, risk 1632 Asset pricing, security markets 1617 1625—1632 Asset pricing, state-pricing 1626 Asset pricing, stochastic Euler equation 1629—1631 Asset pricing, time consistency 1631—1632 Assets, endogenous asset formation in GEI model 1608—1609 Assets, financial 1530 Assets, goods delivery assets 1593 Assets, income delivery assets 1593 Assets, nominal 1530 (see also “Incomplete markets nominal Assets, numeraire 1532—1523 1594 Assets, secondary or derivative 1530 1607—1608 Assets, social and private consequences 1548—1549 Asymmetric information 1667 Attraction, basin of 2213 Attractors, Feigenbaum attractor 2216 Attractors, Henon attractor 2216—2217 Attractors, Lorenz attractor 2217 Attractors, Mackey — Glass attractor 2217 Attractors, strange 2215 Auerbach and Kotlikoff model 2122 2123—2125 2126 Auerbach, A.J. 2122 2123—2125 2126 Aumann continuum economy 2180 2182 2184 2192—2193 2194 2195 2203 Aumann continuum economy, hyperfinite exchange economy compared 2187—2190 Aumann equivalence theorem 1888 2190 2192 Aumann, R.J. 1796—1797 2177 Autarky, OGM 1920—1921 1942 Average cost pricing 1967 1972 1974 1976 1981 1984 Azariadis, C. 1689—1690 1696 1715 1726 1728 1733 1734 1738 1740 1758 Azema's martingale 1639 Bachelier, L. 1669 Back, K. 1668 1868 1888 Balasko, Y. 1551 1685 1688 1692 1758 1914 1922 1932 2112 2114—2115 Banach lattice 1841 1847 1850 1851 1864 1870 Bankruptcy, costs in Modigliani and Miller model 1620 Bankruptcy, GEI model 1579 1609 Barnett, W.A. 2210 Barone-Adesi, G. 1669 Basin of attraction 2213 Baumol, W. 2210 Beato and Mas — Colell model 1977—1980 1981 1983 1984 Beato, P. 1968—1969 1971 1974 1976 1977 1989 Becker, R.A. 1890 2136 Belief generation 1745 Bellman equation 1643 Bellman, R. 2094 Benassy, J.—P. 1997—2045 Benhabib, J. 1943 2110 2116 2210 2217 2219 2221 2223 Benveniste, L.M. 1932 1936 2094 2102 Bercovici, H. 1890 Bergman, Y. 1668 Berndt, E.R. 2210 Bernoulli's hypothesis 1777—1778 Bertrand — Edgeworth model 2001—2003 2011—2013 2015 Bertrand's rule 2000 2002 Bertsekas, D. 2105 2107 2109 Beta pricing formula 1607 Betweenness property 1773—1776 Betweenness property, behavioural implications of 1773 Betweenness property, very weak substitution 1776 Betweenness property, weighted utility theory 1774—1776 Bewley, T.F. 1836 1837 1844 1845 1849 1854 1858 1860 1861 1863 1864 1879—1881 1880 1883 1884 1905 2075 2090 2199 2204 2220 Bhattacharya, S. 1667 Bifurcation theory 1722—1723 1725 Bifurcation theory, in space of economies 1741—1743 Bifurcation theory, subcritical Flip bifurcation 1742 Bifurcation theory, supercritical Flip bifurcation 1742 Billingsley, P. 2176 2179 Binmore, K. 1748 Birkhoff ergodic theorem 2215 Black — Scholes call option pricing model 1660 Black — Scholes formula 1647 Black — Scholes model 1562 1565 1660 Black — Scholes option pricing formula 1658—1659 1660 1664 Black, F. 1622 1651 1665 1669 Blackwell, D. 2094 Blanchard, O.J. 1717 1752 Blaschke, W. 1800 Block, H.D. 2069 Blume's theorem 1709 Blume, L. 2103 2205 Boiteux, M. 1971—1972 Bojan, P. 1860 1882 Boldrin and Montrucchio theorem 2224 Boldrin, M. 2102 2111 2210 2219 2220 2223 2224 Bollerslev, T. 2231 Bolzano — Weierstrass theorem 2166 Bona, J.L. 1945 2122 Bonnisseau and Cornet theorem 1969 1971 1972 1977—1978 1981—1983 1984 Bonnisseau, J.M. 1969 1977—1978 Borel measure 1659 1837 1845 1846 Borel probability 1790 Borel sets 1845 2176 2179 Borsuk — Ulam theorem 1551 Bounded functions 2170 Bounded quantifiers 2157 Bounded rationality 1667 Bowen, R. 2214 Boyd, J.H. 1888 Boyle, P. 1669 Brandenburger, A. 2205 Braun, R.A. 2137 Bray, M. 1667 Breeden, D. 1643 1646 1668 1669 1670 Brock, W.A. 1670 2099 2209—2234 Brouwer's fixed-point theorem 1550 1551 1964 1971 1977 1979 1985 2053—2054 2055 2057 2115 Brown — Robinson theorem 2185 2196—2197 Brown, D. 1668 1670 1844 Brown, D.J. 1842 1872 1873 1881 1882 1888 1930 1940 1945 1963—1995 2122 2181 2196—2197 2198 2204 2205 Brownian motion 1647 1669 1671 Brownian motion, dynamic spanning 1636 1638 1656—1659 Brownian motion, Girsanov's theorem 1656—1659 Brownian motion, standard filtration 1671 bubbles 1685 Budget gap 2183 Bulirsch — Stoer method 2063 Bulirsch, R. 2063 Bundles, cartesian product bundle 1555 1557 Bundles, commodity bundles 1574 1590 1687 1798 1836 1847 1871 Bundles, commodity bundles, not present in market 1871 Bundles, commodity bundles, OGM 1901 1902 1903—1904 1905—1906 1913 Bundles, commodity bundles, pricing 1847 Bundles, consumption bundles 1528 1540 1852 Bundles, mod 2 Euler number of 1555—1557 Bundles, tangent bundle 1555 Bundles, vector bundles 1553—1555 1564 Bundles, “present in the market” 1847 1871 Burke, J.L. 1906 1916 1919 1920 1922 2112 2114 Burkinshaw, O. 1842 1872 1873 1881 1888 1890 Burmeister, E. 2108 Bushaw, D.W. 2026 Capital Accumulation 1753 Capital Asset Pricing Model (CAPM) 1607 1622—1625 1642—1646 Capital asset pricing model (CAPM), consumption-based (CCAPM) 1642—1646 1667 Capital asset pricing model (CAPM), consumption-based (CCAPM), Ito's endowments 1644—1645 Capital asset pricing model (CAPM), consumption-based (CCAPM), Ito's lemma 1643—1644 Capital asset pricing model (CAPM), endowment spanning 1622 Capital asset pricing model (CAPM), market portfolio 1624 Capital asset pricing model (CAPM), no-arbitrage pricing 1623 Capital asset pricing model (CAPM), non-triviality assumption 1624 Capital asset pricing model (CAPM), reading sources 1667 Capital asset pricing model (CAPM), utility function 1622 Capital asset pricing model (CAPM), variance aversion 1622 Caplin, A. 2005 CAPM see “Capital asset pricing model (CAPM)” Cardinal coordinate independence 1799 Cardinal coordinate independence, comonotonicity 1809—1810 Carino, D. 1667 Carr, P. 1669 Cartesian product bundle 1555 1557 Cash-in-advance constraints 1668 1757 Cass, D. 1539 1667 1686 1688 1690 1691 1692 1903 1914 1922 1932 1936 1940 2112 2114—2115 Cauchy sequency 2103 CCAPM (consumption-based CAPM) 1642—1646 1667 Cellina's theorem 1979 Certainty equivalent 1778—1779 Chamberlain, G. 1622 1623 1667 Chamberlin model 2003—2005 Chamberlin model, Edgeworth non-existence problem 2005—2007 Chamberlin model, entry, with 2007—2008 Chamberlin model, numbers of competitors 2011 Chamberlin model, reviewed of 2013—2014 Chamberlin model, substitutability and 2010—2011 Chamberlin, E.H. 1997 Chang, L.J. 2137 Chaos 2209—2234 Chaos, attractors, Feigenbaum attractor 2216 Chaos, attractors, Henon attractor 2216—2217 Chaos, attractors, Lorenz attractor 2217 Chaos, attractors, Mackey — Glass attractor 2217 Chaos, attractors, strange 2215 Chaos, chaotic dynamics 2213—2215 Chaos, chaotic dynamics, basin of attraction 2213 Chaos, chaotic dynamics, ergodic measure 2214 Chaos, chaotic dynamics, eventually periodic 2215 Chaos, chaotic dynamics, forward orbit 2213 Chaos, chaotic dynamics, prime period 2215 Chaos, chaotic dynamics, quadratic maps 2216—2217 2219 Chaos, chaotic dynamics, tent maps 2215—2216 2219 Chaos, chaotic equilibrium dynamics 2219—2224 Chaos, detection in dynamic time series 2224—2228 Chaos, detection in dynamic time series, fractal dimension 2226—2228 Chaos, detection in dynamic time series, reconstruction of dynamics 2224—2226 Chaos, detection in dynamic time series, smooth deterministic explanation 2224 Chaos, detection in dynamic time series, Takens' theorem 2224 2225 2226 Chaos, Feigenbaum and 2216 2222 Chaos, growth theory 2220 2223—2224 Chaos, Li — Yorke theorem 2217—2218 Chaos, Liapunov exponents 2212—2213 2214—2215 2216 2219 2227 Chaos, OGM 2217—2218 2219 2221—2223 Chaos, OGM, perfect foresight dynamics, backward 2222 Chaos, OGM, perfect foresight dynamics, forward 2222 Chaos, OGM, Ruelle — Takens scenario 2222 Chaos, period doubling route to 2211—2212 2222 2223 Chaos, period three 2217—2218
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