1 A. Borel, "Sur la cohomologie des espaces fibres principaux et des espaces homogbnes des groupes de Lie compacts," Ann. Math., 57, No. 1, 115, 1953; "Homology and Cohomology of Compact Connected Lie Groups," these PROCEEDINGS, 39, No. 11, 1142-1146, 1953. 2 M. Morse, "The Calculus of Variations in the Large," Math. Colloq. Pub., 18, 1934. 3 E. Cartan, "La G6ometrie des groupes simples," (Euvr...

The key observation about institutional research repositories is that they are under-used. This paper looks at why take-up has been slow, and what might encourage researchers to use these facilities. This paper surveys the evolution of practice and rationale for the institutional research repository, looks at existing use studies and opinion surveys of users, and examines ways in which universi...

In "The Equity Risk Premium: A Pmxle', Mehra and Prescott (1985) developed an ArrowDebreu asset pricing model. They rejected it because it could not explain high enough equity risk premia. They concluded that only non-Arrow-Debreu models would solve this 'puzzle'. Here, I re-specify their model, capturing the effects of possible, though unlikely, market crashes. While maintaining their model's ...

Illustrating a dynamic process with an arrow-containing diagram is a widespread convention in people’s daily communications. In order to build a basis for capturing the structure and semantics of such diagrams, this paper formalizes the topological relations between two arrow symbols and discusses the influence of these topological relations on the diagram’s semantics. Topological relations of ...

Recent results, establishing evidence of intractability for such restrictive utility functions as additively separable, piecewise-linear and concave, under both Fisher and Arrow-Debreu market models, have prompted the question of whether we have failed to capture some essential elements of real markets, which seem to do a good job of finding prices that maintain parity between supply and demand...

We present an improved combinatorial algorithm for the computation of equilibrium prices in the linear ArrowDebreu model. For a market with n agents and integral utilities bounded by U , the algorithm runs in O(n log(nU)) time. This improves upon the previously best algorithm of Ye by a factor of Ω̃(n). The algorithm refines the algorithm described by Duan and Mehlhorn and improves it by a facto...

We consider an Arrow-Debreu economy in which expected-utility-maximizing agents are sensitive to regret. According to regret theory, the marginal utility of their consumption is increasing in the maximum payoff that they could have obtained if they would have made another choice ex ante. We show that regret biases the optimal portfolio allocation towards assets that perform particularly well in...

We consider a small-open, collateral-constrained AK economy. We show that the combination of CARA preferences and uncertainty on capital inflows in such an economy generates long-term (expected) growth while the deterministic counterpart does not. In this framework, long-term growth is entirely driven by precautionary savings. In particular, we show that the asymptotic growth rate of the expect...

This paper presents seven theorems and nine propositions that can be read as deconstructing integrating the continuity postulate under rubric of pioneering work Eilenberg, Wold, von Neumann–Morgenstern, Herstein–Milnor Debreu. Its point departure is fact adjective continuous applied to a function or binary relation does not acknowledge many meanings given concept it names, variety technical mat...

The classical Debreu-Scarf core equivalence theorem asserts that in an exchange economy with a finite number of agents art allocation (under certain conditions) is a Walrasian equilibrium if and only if it belongs to the core of every replica of the exchange economy. The pioneering work of P. Samuelson has shown that such a result fails to be true in exchange economies with a countable number o...