Diversification in parametric rational expectations economies

DOI10.1016/0165-1765(92)90180-7zbMath0825.90125OpenAlexW2022324944WikidataQ128040246 ScholiaQ128040246MaRDI QIDQ1206370

Thomas H. Noe, Buddhavarapu Sailesh Ramamurtie

Publication date: 1 April 1993

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

Full work available at URL: https://doi.org/10.1016/0165-1765(92)90180-7

Mathematics Subject Classification ID

General equilibrium theory (91B50) Economics of information (91B44)

Cites Work

• Viable allocations of information in financial markets
• A monopolistic market for information
• A Noisy Rational Expectations Equilibrium for Multi-Asset Securities Markets

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