Multiple equilibria in a simple asset pricing model

DOI10.1016/J.ECONLET.2007.03.007MaRDI QIDQ1934172zbMATH OpenOpenAlexFDO

Authors Todd B. Walker, Charles H. Whiteman

Publication date 28 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2007.03.007

zbMATH Keywords

multiple equilibriaexponential utility

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• scientific article; zbMATH DE number 4060924 (Why is no real title available?)
• How equilibrium prices reveal information in a time series model with disparately informed, competitive traders
• Optimal Properties of Exponentially Weighted Forecasts

Cited in

(5)

• Asset market equilibrium: A simulation
• Huggett economies with multiple stationary equilibria
• A Simple Counterexample to Several Problems in the Theory of Asset Pricing
• Consistent price systems in multiasset markets
• Towards a generalization of Dupire's equation for several assets

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