Market selection in large economies: A matter of luck

DOI10.3982/TE2456zbMath1422.91314OpenAlexW3121562946WikidataQ127806297 ScholiaQ127806297MaRDI QIDQ5225081

Filippo Massari

Publication date: 19 July 2019

Published in: Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/te2456

zbMATH Keywords

asset pricinggeneral equilibriummarket selection hypothesis

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

Related Items (5)

Evolutionary game theory: a renaissance ⋮ Survival in speculative markets ⋮ Market selection with idiosyncratic uncertainty ⋮ Self-enforcement, heterogeneous agents, and long-run survival ⋮ Price probabilities: a class of Bayesian and non-Bayesian prediction rules

Cites Work

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• Information-theoretic asymptotics of Bayes methods
• Polya Urn Models
• Merging of Opinions with Increasing Information
• Do Markets Favor Agents able to Make Accurate Predictions?
• Empirical Limits for Time Series Econometric Models

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