Asset pricing in an intertemporal partially-revealing rational expectations equilibrium.

DOI10.1016/S0304-4068(02)00063-0MaRDI QIDQ1867770zbMATH OpenFDO

Authors Jérôme Detemple

Publication date 2 April 2003

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0304-4068(02)00063-0

zbMATH Keywords

asymetric informationcommon knowledgedividendsinterest ratestock prices

Mathematics Subject Classification ID

General equilibrium theory (91B50) Trade models (91B60)

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Cites work

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Cited in

(12)

• Asset price volatility and information structures
• Interest rate options valuation under incomplete information
• Incomplete information equilibria: separation theorems and other myths
• scientific article; zbMATH DE number 5957543 (Why is no real title available?)
• Bounded Rationality and Asset Pricing with Intermediate Consumption*
• An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
• A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
• A Model of Intertemporal Asset Prices Under Asymmetric Information
• Shaking the tree: an agency-theoretic model of asset pricing
• Information structure and equilibrium asset prices
• Capital asset pricing in an overlapping generations model
• Further results on asset pricing with incomplete information

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