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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.
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Ãîä èçäàíèÿ: 1986
Êîëè÷åñòâî ñòðàíèö: 751
Äîáàâëåíà â êàòàëîã: 01.03.2007
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Ñêîïèðîâàòü ññûëêó äëÿ ôîðóìà | Ñêîïèðîâàòü ID
Ïðåäìåòíûé óêàçàòåëü
Talman, A.J.J. 2056
Talman, D. 2069 2086
Tangent bundle 1555
Tangent cones 1968
Tangent cones, Clarke's 1968 1969 1983 1990 1991
Tariffs, two part 1967 1973
Tatonnement 2068—2069 2070 2071 2201
Tatonnement, static production economy 2085—2086
Taxes, dynamic economies with 2131—2134
Taxes, dynamic economies with, multiplicity of equilibria 2134
Taxes, Modigliani and Miller model 1620
Taxes, Negishi approach 2135
Taxes, OGM and revenue 1937—1940
Taxes, optimization problems 2135—2137
Taxes, static economies with 2127—2131
Taxes, static economies with, activity analysis matrix 2128
Taxes, static economies with, index theorem for 2129—2130
Technological transformation, marginal rates of 1886
Temporary equilibrium theory 1526—1527
Tenant farmer economy 2190—2192
Tent maps 2215—2216 2219
Teukolsky, S.A. 2127
Theorem of the alternative 1626
Theory of Value (Debreu) 1617
Thisse, J.F. 2018 2019 2023 2024 2040
Thomsen, G. 1800
Tiffin, R. 2024
Timing premium 1791—1792
Tirole, J. 2040
Tobin, J. 1824
Todd, M.J. 2056 2080 2127
Tokumaru, H. 2216
Topology, bounded functions 2170
Topology, compactness, Ascoli's theorem 2170—2171
Topology, compactness, Bolzano — Weierstrass theorem 2166
Topology, compactness, Euclidian, metric and topological spaces 2165—2167
Topology, continuity 2168—2171
Topology, continuity, S-continuity 2169 2170 2172
Topology, Euclidian, metric and topological spaces, non-standard analysis 2161—2173
Topology, Hausdorff topology 1838 1839 1842 1851 1854 1876 2163—2164 2169 2176 2180 2226—2227
Topology, infinite dimensional spaces 1843—1846
Topology, infinite dimensional spaces, Banach lattice 1841 1847 1850 1851 1864 1870
Topology, infinite dimensional spaces, compatible topology 1843
Topology, infinite dimensional spaces, Hausdorff 1838 1839 1842 1851 1876
Topology, infinite dimensional spaces, Mackey topology 1839 1844—1845 1851 1854 1860
Topology, infinite dimensional spaces, weak topology 1839
Topology, Mackey topology 1839 1844—1845 1851 1854 1860 1905—1906 1914
Topology, mod 2 degree of map 1552—1553
Topology, OGM 1905—1906
Topology, product topology 1905—1906 2167—2168
Topology, product topology, Tychonoff theorem 2168
Topology, Radon measures representation 2176
Topology, vector bundle 1554
Topology, weak topology 1839 1905
Toussaint, S. 1889
Townsend, R. 1668
Trading, continual trading 1633
Trading, frequent trading 1562 1685
Trading, strategy 1559 1634
Trading, weighted net trade vector 1598
Transaction costs, asset pricing and 1668
Transaction costs, Modigliani and Miller model 1620
Transfer principle 2148 2157—2158
Transfer Principle, non-standard analysis 2157 2160 2172 2179 2185 2189 2190 2193 2195—2196 2203
Transversality conditions 1545
Transversality conditions, computational methods 2110
Transversality conditions, dynamic production economy 2096 2097 2098
Transversality conditions, stochastic economy 2101 (see also “Perturbation argument”)
Traub, J.F. 2071
Trockel, W. 2190 2191
Truncation, OGM 1917—1926 1939 2114—2115 2122
Truncation, Possibility of Truncation 1884
Turnpike theorem 2220
Tversky, A. 1771 1778
Two period exchange economy, contingency markets (GE) 1528—1529
Two period exchange economy, dual subspaces 1536—1537
Two period exchange economy, existence of GEI equilibrium 1537—1539
Two period exchange economy, incomplete markets 1527—1539
Two period exchange economy, incomplete markets, contingency markets (GE) 1528—1529
Two period exchange economy, incomplete markets, dual subspaces 1536—1537
Two period exchange economy, incomplete markets, existence of GEI equilibrium 1537—1539
Two period exchange economy, incomplete markets, non-arbitrage equilibrium 1534—1536 1534—1539
Two period exchange economy, incomplete markets, real assets 1531—1534
Two period exchange economy, incomplete markets, spot-financial markets (GEI) 1529—1531
Two period exchange economy, non-arbitrage equilibrium 1534—1536
Two period exchange economy, real assets 1527—1539 1531—1534
Two period exchange economy, spot-financial markets (GEI) 1529—1531
Tychonoff theorem 2168
Uhlig, H. 2199
Ultraproduct construction 2150—2152 2157 2160 2161
Ultraproduct construction, ultrafilter 2151
Ultraproduct construction, ultraproducts 2160
Uncertainty, allocation problems under 1837
Uncertainty, OGM and 1903
Uncertainty, sunspot equilibria and 1684 1686 1688
Uncertainty, utility with see “Utility theory with
Underproduction 2037—2038
Unemployment 2037—2038
Uniqueness, local 2059
Uniqueness, unique backward equilibrium 1739 (see also “Multiplicity of equilibria”)
Utility theory, Anscombe — Aumann approach 1796—1798 1800
Utility theory, Anscombe — Aumann approach, monotonicity 1798
Utility theory, anticipated utility theory 1778—1779
Utility theory, Archimedian axiom 1769 1770 1797 1800 1801 1806
Utility theory, betweenness property 1773—1776
Utility theory, betweenness property, behavioural implications of 1773
Utility theory, betweenness property, skew-symmetric bilinear theories 1776
Utility theory, betweenness property, very weak substitution 1776
Utility theory, betweenness property, weighted utility theory 1774—1776
Utility theory, bounded acts 1804 1805
Utility theory, capital asset pricing model (CAPM) 1622
Utility theory, comonotonicity 1779 1780 1804—1805 1806 1808 1809—1810
Utility theory, decision making under risk and uncertainty 1765—1768
Utility theory, decision making under risk and uncertainty, analytical framework 1765—1767
Utility theory, decision making under risk and uncertainty, conceivable acts 1766
Utility theory, decision making under risk and uncertainty, consequences 1765
Utility theory, decision making under risk and uncertainty, constant acts 1766
Utility theory, decision making under risk and uncertainty, definition of problem 1765
Utility theory, decision making under risk and uncertainty, feasible acts 1765
Utility theory, decision making under risk and uncertainty, preference relation 1766
Utility theory, decision making under risk and uncertainty, state of nature 1766
Utility theory, dynamic consistency 1786—1792
Utility theory, dynamic consistency, atemporal sequential choice, chance nodes 1787
Utility theory, dynamic consistency, atemporal sequential choice, compound lotteries 1787—1788
Utility theory, dynamic consistency, atemporal sequential choice, consequentiaiism 1788 1789
Utility theory, dynamic consistency, atemporal sequential choice, decision trees 1787
Utility theory, dynamic consistency, atemporal sequential choice, independence 1789
Utility theory, dynamic consistency, atemporal sequential choice, terminal nodes 1787
Utility theory, dynamic consistency, definition of problem 1786—1787
Utility theory, dynamic consistency, temporal sequential choice 1787 1790—1792
Utility theory, dynamic consistency, temporal sequential choice, definition 1790
Utility theory, dynamic consistency, temporal sequential choice, timing premium 1791—1792
Utility theory, dynamic consistency, temporal sequential choice, timing resolution of uncertainty 1791
Utility theory, dynamic consistency, temporal sequential choice, two period consumption model 1790
Utility theory, EURDP 1777—1781 1786
Utility theory, EURDP, anticipated utility theory 1778—1779
Utility theory, EURDP, comonotonicity 1779 1780
Utility theory, EURDP, definition 1777
Utility theory, EURDP, dual theory 1779—1781
Utility theory, EURDP, first order stochastic dominance 1778
Utility theory, EURDP, Gateaux differentiate 1825
Utility theory, EURDP, weak certainty equivalent substitution axiom 1778—1779
Utility theory, expected utility theory 1772
Utility theory, expected utility theory, Archimedian axiom 1769 1770
Utility theory, expected utility theory, independence axiom 1767 1769 1771 1772
Utility theory, expected utility theory, intergral representation 1770—1771
Utility theory, expected utility theory, local 1781—1786
Utility theory, expected utility theory, mixture continuity 1770
Utility theory, expected utility theory, non-additive subjective probabilities 1802—1810
Utility theory, expected utility theory, non-additive subjective probabilities, bounded acts 1804 1805
Utility theory, expected utility theory, non-additive subjective probabilities, certainty independence 1806
Utility theory, expected utility theory, non-additive subjective probabilities, comonotonic independence 1804—1805 1806
Utility theory, expected utility theory, non-additive subjective probabilities, motivation 1802—1803
Utility theory, expected utility theory, non-additive subjective probabilities, prior probabilities 1803
Utility theory, expected utility theory, non-additive subjective probabilities, purely subjective probability 1807—1809
Utility theory, expected utility theory, non-additive subjective probabilities, reduction of uncertainty to risk 1810
Utility theory, expected utility theory, non-additive subjective probabilities, uncertainty aversion 1805—1806
Utility theory, expected utility theory, preliminaries 1768—1769
Utility theory, expected utility theory, rank-dependent probabilities see “EURDP”
Utility theory, expected utility theory, reduction of compound lotteries 1769
Utility theory, expected utility theory, Savage, L.J. 1767 1792—1793 1795—1796
Utility theory, expected utility theory, Savage, L.J., Savage's axioms 1794—1795 1808
Utility theory, expected utility theory, Savage, L.J., statistics and 1795—1796
Utility theory, expected utility theory, Savage, L.J., sure thing principle 1803
Utility theory, expected utility theory, subjective probabilities 1792—1802
Utility theory, expected utility theory, subjective probabilities, Anscombe — Aumann approach 1796—1798
Utility theory, expected utility theory, subjective probabilities, cardinal coordinated independence 1799
Utility theory, expected utility theory, subjective probabilities, conditional monotonicity 1795
Utility theory, expected utility theory, subjective probabilities, convex range definition 1793
Utility theory, expected utility theory, subjective probabilities, non-additive see “Non-additive subjective probabilities”
Utility theory, expected utility theory, subjective probabilities, non-atomicity 1795
Utility theory, expected utility theory, subjective probabilities, non-degeneracy 1795
Utility theory, expected utility theory, subjective probabilities, notations 1794
Utility theory, expected utility theory, subjective probabilities, qualitative or ordinal probability 1794—1795
Utility theory, expected utility theory, subjective probabilities, Savage's axioms 1794—1795
Utility theory, expected utility theory, subjective probabilities, state dependent preferences 1800—1802
Utility theory, expected utility theory, subjective probabilities, state independence 1794
Utility theory, expected utility theory, subjective probabilities, sure thing principle 1794
Utility theory, expected utility theory, subjective probabilities, topologically connected spaces 1798—1800
Utility theory, expected utility theory, von Neumann — Morgenstern 1528 1628 1686 1688 1767 1769—1770 1783 1793 1795 1796 1797 1817—18
Utility theory, Frechet differentiable preferences 1782 1784 1785 1823
Utility theory, functions 1527
Utility theory, functions, concavity of VNM functions 1691
Utility theory, Gateaux differentiable 1824 1825
Utility theory, implicit weighted utility 1776
Utility theory, independence axiom 1769 1771 1772 1774 1800 1801
Utility theory, independence axiom, Anscombe — Aumann approach 1797
Utility theory, independence axiom, atemporal sequential choice 1789
Utility theory, independence axiom, dual independence axiom 1779 1780
Utility theory, independence axiom, ordinal independence 1781
Utility theory, independence axiom, weakening of 1802—1803
Utility theory, local utility function 1781—1786
Utility theory, local utility function, consistency with evidence 1784
Utility theory, local utility function, Frechet differentiable preferences 1782 1784 1785
Utility theory, local utility function, global behaviour analysis 1783
Utility theory, local utility function, uniqueness 1784
Utility theory, mixture-monotonicity 1773
Utility theory, monotonicity 1806
Utility theory, monotonicity, Anscombe — Aumann approach 1798
Utility theory, monotonicity, comonotonicity 1779 1780 1804—1805 1806 1808 1809—1810
Utility theory, monotonicity, conditional 1795 1808
Utility theory, non-atomicity axiom (Savages) 1808
Utility theory, non-expected utility theory 1771—1786
Utility theory, non-expected utility theory, betweenness property see “Betweenness property”
Utility theory, non-expected utility theory, common ratio effect 1772
Utility theory, non-expected utility theory, functional representation of preference relations 1772—1773
Utility theory, non-expected utility theory, local expected utility analysis 1781—1786
Utility theory, non-expected utility theory, motivation 1771—1772
Utility theory, non-expected utility theory, rank-dependent probabilities see “EURDP”
Utility theory, preferences, Frechet differentiable 1782 1784 1785
Utility theory, preferences, functional representation 1772—1773
Utility theory, preferences, Gateaux differentiability 1784 1785—1786
Utility theory, preferences, irrelevance 1781
Utility theory, preferences, ordinal independence 1781
Utility theory, preferences, smoothness of preference functionals 1784—1785
Utility theory, preferences, state-dependent 1800—1802
Utility theory, preferences, state-dependent, risk aversion and 1820—1821 1820—1822
Utility theory, preferences, state-dependent, strong consistency axiom 1801—1802
Utility theory, preferences, stochastic dominance 1778 1781
Utility theory, risk see “Dynamic consistency: expected utility theory: non-expected utility theory” “Risk
Utility theory, Savage see “Expected utility function Savage”
Utility theory, skew-symmetric bilinear theories 1776
Utility theory, state independence axiom (Savages) 1808
Utility theory, sure thing principle 1767 1794 1803
Utility theory, uncertainty, with 1763—1831 1792—1810
Utility theory, von Neumann and Morgenstern see “Expected utility theory”
Utility theory, weighted utility theory 1774—1776
Utility theory, weighted utility theory, consistency with evidence 1775—1776
Utility theory, weighted utility theory, implicit weighted utility 1776
Utility theory, weighted utility theory, intergral representation of 1775
Utility theory, weighted utility theory, interpretation of 1775
Utility theory, weighted utility theory, unique solvability 1774
Utility theory, weighted utility theory, weak substitution axiom 1774
Uzawa, H. 2054—2055 2075
Value function, computational methods 2103 2106 2111
Value function, dynamic production economy 2094 2095 2096 2097 2098 2102
Value function, stochasitc economy 2100 2102
Value in security markets 1615—1682
Value in security markets, arbitrage-free prices 1617
Value in security markets, Arrow model 1617 1618 1625—1626
Value in security markets, Arrow's “Role of Securities” paper 1618—1620
Value in security markets, asset pricing see “Asset pricing”
Value in security markets, capital asset pricing model (CAPM) 1622—1625
Value in security markets, capital asset pricing model (CAPM), endowment spanning 1622
Value in security markets, capital asset pricing model (CAPM), market portfolio 1624
Value in security markets, capital asset pricing model (CAPM), no-arbitrage pricing 1623
Value in security markets, capital asset pricing model (CAPM), non-triviality assumption 1624
Value in security markets, capital asset pricing model (CAPM), variance aversion 1622
Value in security markets, continuous-time derivative asset pricing see “Asset pricing”
Value in security markets, continuous-time equilibrium 1633—1646
Value in security markets, continuous-time equilibrium, consumption-based CAPM 1642—1646
Value in security markets, continuous-time equilibrium, consumption-based CAPM, Ito's endowments 1644—1645
Value in security markets, continuous-time equilibrium, consumption-based CAPM, Ito's lemma 1643—1644
Value in security markets, continuous-time equilibrium, dynamic spanning assumption 1636
Value in security markets, continuous-time equilibrium, GE in continuous—time 1633—1637
Value in security markets, continuous-time equilibrium, Girsanov's theorem 1637—1639
Value in security markets, continuous-time equilibrium, reading sources 1669
Value in security markets, continuous-time equilibrium, representative-agent asset pricing formula 1639—1642
Value in security markets, convexity 1619 1620
Value in security markets, corporate finance irrelevance 1620—1622
Value in security markets, financial policy irrelevance 1666
Value in security markets, Markov processes 1617
Value in security markets, martingales see “Martingales”
Value in security markets, Modigliani and Miller model 1620—1622 1666
Value in security markets, monotonicity 1619 1620 1632
Value in security markets, no-arbitrage prices 1617
Value in security markets, reading sources, asset pricing 1667
Value in security markets, reading sources, continuous-time models 1669
Value in security markets, reading sources, finite-dimensional GE 1666
Value in security markets, reading sources, firm behaviour 1666—1667
Value in security markets, reading sources, general 1665
Value in security markets, reading sources, infinite horizon recursive models 1670
Value in security markets, reading sources, mutual funds 1667
Value in security markets, reading sources, spanning 1666—1667 1668
Value in security markets, spanning 1619 1622
Value in security markets, spanning, dynamic 1633 1636 1636—1637
Value in security markets, spanning, Girsanov's theorem and 1637—1639 1656—1659
Value in security markets, spanning, reading sources 1666—1667 1668
Value in security markets, state price vector 1619
Value in security markets, stochastic integration 1670—1673
Value in security markets, welfare theorem 1619 1920
van den Elzen, A. 2086
van der Heyden, L. 2137
van der Laan, G. 2069 2086
van der Lann, G. 2056
van Laarhoven, P.M.J. 2078
Van Zandt, T. 1882
Vanderbilt, D. 2078
Varaiya, P. 1668
Varian, H. 1669 2057
Vecchi, M.P. 2077
Vector bundles 1553—1555 1564
Vetterling, W.T. 2127
Vickrey, W. 1773
Vind, K. 1800 1802
Virtual endowments 1596 1602
Virtual exchange economy 1596 1599
Visscher, M. 2023
Vives, X. 2013 2015
Vohra, R. 1890 1969 1971 1972 1983 1992
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