Equilibrium in incomplete markets with differential information: a basic model of generic existence
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Publication:2019370
DOI10.1016/J.MATHSOCSCI.2021.01.005zbMATH Open1461.91296OpenAlexW3128063683MaRDI QIDQ2019370FDOQ2019370
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
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Cites Work
- Equilibrium in incomplete markets. I: A basic model of generic existence
- On the optimality of equilibrium when the market structure is incomplete
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- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Economies with a Finite Set of Equilibria
- On rational belief equilibria
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
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- Smooth Preferences
- Endogenous uncertainty in a general equilibrium model with price contingent contracts
- No-arbitrage equilibria with differential information: an existence proof
- Elimination of arbitrage states in asymmetric information models
Cited In (11)
- Universal state prices and asymmetric information.
- Incomplete information equilibria: separation theorems and other myths
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Equilibrium in incomplete markets. II: Generic existence in stochastic economies
- EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS
- Equilibrium theory with asymmetric information and with infinitely many commodities
- Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information
- No-arbitrage equilibria with differential information: an existence proof
- Equilibrium price formation in markets with differentially informed agents
- Dropping rational expectations
- Existence of linear equilibria in the Kyle model with multiple informed traders
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