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학술저널

Competitive Equilibrium with Non-Concavifiable Preferences

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The no free lunch condition is neither necessary nor sufficient for the utility set to be closed and bounded in asset markets where the preferred sets do not have the same recession cone. This paper characterizes the utility set with non-concavifiable preferences and provides the existence of competitive equilibrium when the set of efficient allocations is not necessarily bounded.

Abstract

Ⅰ. Introduction

Ⅱ. The Model

Ⅲ. An EAPT Example

Ⅳ. Unbounded Contract Curves

Ⅴ. Compact Truncations of the Utility Set

Ⅵ. Near-Boundary Conditions

Ⅶ. The Existence of Competitive Equilibria

Ⅷ. Examples

Appendix

References

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