Acknowledgements

An Introduction by the editor to all three volumes appears in Volume I

PART I UNCERTAINTY AND FINANCIAL MARKETS

Kenneth J. Arrow (1963)

1. 'Uncertainty and the Welfare Economics of Medical Care', American Economic Review, 53(5), December, 941-73

Louis Bachelier (1900)

2. 'Theory of Speculation' ('Theorie de la Speculation', Annals de l'Ecole Normale Superieure, 3, Paris: Gauthier-Villars), translated by A. James Boness, in Paul H. Cootner (ed.) (1964), The Random Character of Stock Market Prices, Chapter 2, Cambridge, MA: MIT Press, 17-78 and references

Graciela Chichilnisky (1985)

3. 'Von Neumann-Morgenstern Utilities and Cardinal Preferences', Mathematics of Operations Research, 10 (4), November, 633-41

I.N. Herstein

John Milnor (1953)

4. 'An Axiomatic Approach to Measurable Utility', Econometrica, 21 (2), April, 291-7

Mark J. Machina (1982)

5. `"Expected Utility" Analysis without the Independence Axiom', Econometrica, 50 (2), March, 277-323

E. Malinvaud (1973)

6. 'Markets for an Exchange Economy with Individual Risks', Econometrica, 41 (3), May, 383-410

Bruno de Finetti (1937)

7. 'Foresight: Its Logical Laws, Its Subjective Sources', translated by Henry E. Kyburg, Jr., in Henry E. Kyburg, Jr. and Howard E. Smokler (eds) (1964), Studies in Subjective Probability, New York: John Wiley, 97-158, 95-6 (translator's note)

Kenneth J. Arrow (1970)

8. 'Exposition of the Theory of Choice under Uncertainty', in K. Arrow (ed.), Essays in the Theory of Risk-bearing, Chapter 2, Amsterdam and Oxford: North-Holland, 44-89

Graciela Chichilnisky (1996)

9. 'Markets with Endogenous Uncertainty: Theory and Policy', Theory and Decision, 41 (2), September, 99-131

Nicholas C. Yannelis (1991)

10. 'The Core of an Economy with Differential Information', Economic Theory, 1 (2), 183-97

Graciela Chichilnisky

Geoffrey Heal (1996)

11. 'On the Existence and the Structure of the Pseudo-Equilibrium Manifold', Journal of Mathematical Economics, 26 (2), 171-86

Darrell Duffie

Wayne Shafer (1985)

12. 'Equilibrium in Incomplete Markets: I: A Basic Model of Generic Existence', Journal of Mathematical Economics, 14 (3), 285-300

Fischer Black

Myron Scholes (1973)

13. 'The Pricing of Options and Corporate Liabilities', Journal of Political Economy, 81 (3), May/June, 637-54

Leonard J. Savage (1971)

14. 'Elicitation of Personal Probabilities and Expectations', Journal of the American Statistical Association, 66 (336), December, 783-801

PART II STABILITY AND COMPUTATION

Richard H. Day

Giulio Pianigiani (1991)

15. 'Statistical Dynamics and Economics', Journal of Economic Behavior and Organization, 16, 37-83

B. Curtis Eaves

Herbert Scarf (1976)

16. 'The Solution of Systems of Piecewise Linear Equations', Mathematics of Operations Research, 1 (1), February, 1-27

Morris W. Hirsch

Stephen Smale (1979)

17. 'On Algorithms for Solving f(x) = 0', Communications on Pure and Applied Mathematics, XXXII, 281-312

Steve Smale (1983)

18. 'On the Average Number of Steps of the Simplex Method of Linear Programming', Mathematical Programming, 27, 241-62

Paul A. Samuelson (1949)

19. 'Market Mechanisms and Maximization', Research Memoranda (Parts I, II and III), RAND Corporation, Santa Monica, California. Reprinted in Joseph E. Stiglitz (ed.) (1966), The Collected Scientific Papers of Paul A. Samuelson, Volume 1, Chapter 33, Cambridge, MA: MIT Press, 425-92

Geoffrey Heal

Darryl McLeod (1984)

20. 'Gains from Trade, Stability and Profits: A Comment on Chichilnisky's "Terms of Trade and Domestic Distribution: Export-led Growth with Abundant Labour"', Journal of Development Economics, 15, 117-30

Name Index