We study linear Fisher markets with satiation. In these markets, sellers have earning limits,
and buyers have utility limits. Beyond applications in economics, they arise in the context of …

A new condition is introduced for the existence of equilibrium for an economy where
preferences need not be transitive or complete and the consumption set of each agent need …

The existence theorem of Allingham (Econometrica 59: 1169–1174, 1991) for the capital
asset pricing model (CAPM) is generalized to the case where agents have heterogeneous …

In this paper, we introduce a new assumption concerning the (non) satiation property of
preferences and establish the existence of a competitive equilibrium under it. The …

In this note, we extend the result of Sato (2010) to economies with unbounded-from-below
choice sets: we prove the existence of a competitive equilibrium (to be exact, a quasi …

We show how to approximate, in the sense of continuous convergence, a quasiconcave
function with a sequence of semistrictly quasiconcave functions. This allows extending …

In this paper, we axiomatically characterize the price mechanism for economies including
satiated agents. A path-breaking category-theoretic argument in Sonnenschein (1974) is …

We consider the general class of discrete-time, finite-horizon intertemporal asset pricing
models in which preferences for consumption at the intermediate dates are allowed to be …

Exchange economies in which preferences of some consumers are possibly satiated are
considered. In a general model of an atomless exchange economy, the equivalence …

In this paper, we extend the results of Sato [Sato, N., 2009. Nonsatiation and existence of
competitive equilibrium, G-COE GLOPE II Working Paper Series No. 15] to economies with …