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Allocation under Uncertainty: Equilibrium and Optimality

  • Book
  • © 1974

Overview

Editors:
  1. Jacques H. Drèze
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Part of the book series: International Economic Association Series (IEA)

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Table of contents (14 chapters)

  1. Front Matter

    Pages i-xxiv
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  3. General Equilibrium

    1. Front Matter

      Pages 51-51
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    2. Allocation Under Uncertainty: a survey

      • Roger Guesnerie, Thierry de Montbrial
      Pages 53-70

    3. Optimality of Equilibrium of Plans, Prices and Price Expectations

      • Roger Guesnerie, Jean-Yves Jaffray
      Pages 71-86

  4. Individual Risks in Large Markets

    1. Front Matter

      Pages 87-87
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    2. Optimum Allocation of Risk in a Market With Many Traders

      • Yaffa Caspi
      Pages 89-97

    3. Stochastic Preferences and General Equilibrium Theory

      • Freddy Delbaen
      Pages 98-109

    4. The Allocation of Individual Risks in Large Markets

      • Edmond Malinvaud
      Pages 110-125

  5. Optimum Investment with Asset Markets

    1. Front Matter

      Pages 127-127
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    2. Investment Under Private Ownership: Optimality, Equilibrium and Stability

      • Jacques H. Drèze
      Pages 129-166

    3. Competitive Equilibrium of the Stock Exchange and Pareto Efficiency

      • Louis Gevers
      Pages 167-191

    4. Discount Rates for Public Investment Under Uncertainty

      • Agnar Sandmo
      Pages 192-210

  6. Short-Run Equilibrium with Money

    1. Front Matter

      Pages 211-211
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    2. On the Short-Run Equilibrium in a Monetary Economy

      • Jean-Michel Grandmont
      Pages 213-228

    3. Temporary Competitive Equilibrium Under Uncertainty

      • Dieter Sondermann
      Pages 229-253

    4. Continuity of the Expected Utility

      • F. Delbaen
      Pages 254-256
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