Value of Information with Sequential Futures Markets

DOI10.2307/1913314zbMATH Open0451.90023OpenAlexW2108381118MaRDI QIDQ3898286FDOQ3898286

Authors: Jerry Green 

Publication date: 1981

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/fc1b7301c8db01e2c35e05b742ea234f8e192fd1

zbMATH Keywords

value of informationrisk-bearingoptions marketssequential futures marketssystems of incomplete markets

Mathematics Subject Classification ID

Trade models (91B60)

Cited In (11)

• Labor contracts and the role of monetary policy in an overlapping generations model
• The value of public information in a Cournot duopoly.
• Higher education funding: the value of information
• The effect of better information on income inequality
• The value of information in risk-sharing environments with unawareness
• On information value and mean-preserving transformations
• The value of information in a simple duopoly model
• Blackwell's ordering and public information.
• Value of information in competitive economies with incomplete markets
• The value of information: The case of signal-dependent opportunity sets
• The value of information in production economies

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