default search action
Journal of Economic Theory, Volume 113
Volume 113, Number 1, November 2003
- Larry G. Epstein, Martin Schneider:
Recursive multiple-priors. 1-31 - Larry G. Epstein, Martin Schneider:
IID: independently and indistinguishably distributed. 32-50 - Stefano Demichelis, Klaus Ritzberger:
From evolutionary to strategic stability. 51-75 - Paul Beaudry, Francisco M. González:
An equilibrium analysis of information aggregation and fluctuations in markets with discrete decisions. 76-103 - Gil Kalai:
Learnability and rationality of choice. 104-117 - Seok-ju Cho, John Duggan:
Uniqueness of stationary equilibria in a one-dimensional model of bargaining. 118-130 - Hervé Roche:
Stochastic growth: a duality approach. 131-143
Volume 113, Number 2, December 2003
- Ilya Segal:
Coordination and discrimination in contracting with externalities: divide and conquer? 147-181 - Hiroyuki Adachi:
A search model of two-sided matching under nontransferable utility. 182-198 - Guillaume Carlier, Rose-Anne Dana:
Core of convex distortions of a probability. 199-222 - Karsten Fieseler, Thomas Kittsteiner, Benny Moldovanu:
Partnerships, lemons, and efficient trade. 223-234 - Antonio Molina-Abraldes, Juan Pintos-Clapés:
A complete characterization of Pareto optimality for general OLG economies. 235-252 - Simon P. Anderson, Régis Renault:
Efficiency and surplus bounds in Cournot competition. 253-264 - Jérôme Detemple, Ioannis Karatzas:
Non-addictive habits: optimal consumption-portfolio policies. 265-285 - David P. Myatt, Chris C. Wallace:
A multinomial probit model of stochastic evolution. 286-301 - Godfrey Keller, Alison Oldale:
Branching bandits: a sequential search process with correlated pay-offs. 302-315 - Norio Takeoka:
On the consistency of stationary Markov equilibria with an exogenous distribution. 316-324
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.