Equilibrium in incomplete markets with differential information: a basic model of generic existence

DOI10.1016/J.MATHSOCSCI.2021.01.005MaRDI QIDQ2019370zbMATH OpenOpenAlexFDO

Authors Lionel de Boisdeffre

Publication date 26 April 2021

Published in Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mathsocsci.2021.01.005

zbMATH Keywords

rational expectationsasymmetric informationarbitragesequential equilibriumperfect foresightexistence of equilibrium

Mathematics Subject Classification ID

Financial markets (91G15) General equilibrium theory (91B50)

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Cites work

• scientific article; zbMATH DE number 3827532 (Why is no real title available?)
• scientific article; zbMATH DE number 3827533 (Why is no real title available?)
• scientific article; zbMATH DE number 1950480 (Why is no real title available?)
• Economies with a Finite Set of Equilibria
• Elimination of arbitrage states in asymmetric information models
• Endogenous uncertainty in a general equilibrium model with price contingent contracts
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• No-arbitrage equilibria with differential information: an existence proof
• On rational belief equilibria
• On the optimality of equilibrium when the market structure is incomplete
• Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
• Smooth Preferences

Cited in

(11)

• Equilibrium theory with asymmetric information and with infinitely many commodities
• Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information
• Universal state prices and asymmetric information.
• Equilibrium in incomplete markets. I: A basic model of generic existence
• Incomplete information equilibria: separation theorems and other myths
• Equilibrium in incomplete markets. II: Generic existence in stochastic economies
• No-arbitrage equilibria with differential information: an existence proof
• Existence of linear equilibria in the Kyle model with multiple informed traders
• EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS
• Dropping rational expectations
• Equilibrium price formation in markets with differentially informed agents

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