Value of Information with Sequential Futures Markets

DOI10.2307/1913314zbMath0451.90023OpenAlexW2108381118MaRDI QIDQ3898286

Jerry R. 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)

Related Items (11)

The value of information in a simple duopoly model ⋮ The value of information in risk-sharing environments with unawareness ⋮ On information value and mean-preserving transformations ⋮ The effect of better information on income inequality ⋮ Labor contracts and the role of monetary policy in an overlapping generations model ⋮ Higher education funding: the value of information ⋮ The value of information: The case of signal-dependent opportunity sets ⋮ The value of public information in a Cournot duopoly. ⋮ Blackwell's ordering and public information. ⋮ VALUE OF INFORMATION IN COMPETITIVE ECONOMIES WITH INCOMPLETE MARKETS ⋮ The value of information in production economies

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