Market selection with an endogenous state
From MaRDI portal
Publication:2222210
DOI10.1016/j.jmateco.2020.08.006zbMath1457.91233OpenAlexW3084292296MaRDI QIDQ2222210
Publication date: 26 January 2021
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2020.08.006
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Market selection
- Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
- The dynamics of efficient asset trading with heterogeneous beliefs
- On non-existence of Markov equilibria in competitive-market economies
- Stochastic evolutionary game dynamics
- Martingales and arbitrage in multiperiod securities markets
- Rational expectations and the Markov property of temporary equilibrium processes
- Evolution and market behavior
- Evolutionary dynamics with aggregate shocks
- Evolutionarily stable strategies and game dynamics
- On the indeterminacy of interest rates and wages with perfect foresight
- On characterizing equilibria of economies with externalities and taxes as solutions to optimization problems
- Why imitate, and if so, how? A boundedly rational approach to multi-armed bandits
- Markets with heterogeneous beliefs: a necessary and sufficient condition for a trader to vanish
- `Nobody is perfect': asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
- The long-run behavior of the stochastic replicator dynamics
- Long-run heterogeneity in an exchange economy with fixed-mix traders
- On the dynamic foundation of evolutionary stability in continuous models.
- Market selection with learning and catching up with the Joneses
- Evolution and market behavior with endogenous investment rules
- Survival with ambiguity
- The market organism: Long-run survival in markets with heterogeneous traders
- Survival in speculative markets
- Time Average Replicator and Best-Reply Dynamics
- WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY
- If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
- Simple Economies with Multiple Equilibria
- Comparative Statics and Perfect Foresight in Infinite Horizon Economies
- The Solution of Linear Difference Models under Rational Expectations
- Asset Prices in an Exchange Economy
- Do Markets Favor Agents able to Make Accurate Predictions?
- RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
- Evolutionary Beliefs and Financial Markets*
- Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off*
- Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
- Markets with Countably Many Commodities
- Evolutionary dynamics on infinite strategy spaces
- The perils of Taylor rules
This page was built for publication: Market selection with an endogenous state
