The identification of preferences from equilibrium prices under uncertainty
From MaRDI portal
(Redirected from Publication:697933)
Recommendations
- Uncertain equilibria and incomplete preferences
- Identification of consumers' preferences when their choices are unobservable
- Identification of Individual Demands from Market Data under Uncertainty
- The identification of beliefs from asset demand
- Pareto optima and equilibria when preferences are incompletely known
Cites work
- scientific article; zbMATH DE number 3793725 (Why is no real title available?)
- A note on the decomposition (at a point) of aggregate excess demand on the Grassmannian
- Aggregation and Market Demand: An Exterior Differential Calculus Viewpoint
- Another proposition on the recoverability of cardinal utility
- Disaggregation of excess demand functions in incomplete markets
- Excess demand functions
- Excess demand functions and incomplete markets
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Existence of an Equilibrium for a Competitive Economy
- Market Excess Demand Functions
- Observability and optimality
- Observable probabilistic beliefs
- On Equilibrium in Graham's Model of World Trade and Other Competitive Systems
- On the Disaggregation of Excess Demand Functions
- On the optimality of equilibrium when the market structure is incomplete
- Pareto improving financial innovation in incomplete markets
- Pareto‐improving price regulation when the asset market is incomplete: An example
- Recovering Cardinal Utility
- Redistribution and welfare
- Smooth Preferences
- Smooth Preferences: A Corrigendum
- Testable Restrictions on the Equilibrium Manifold
- The Recoverability of Consumers' Preferences from Market Demand Behavior
- The identification of preferences from equilibrium prices under uncertainty
- The taxation of trades in assets
- Welfare effects of financial innovation in incomplete markets economies with several consumption goods
Cited in
(25)- Observable restrictions of general equilibrium models with financial markets.
- Identification of Pareto-improving policies: Information as the real invisible hand
- The testable implications of competitive equilibrium in economies with externalities
- The taxation of trades in assets
- Equilibrium behavior in markets and games: Testable restrictions and identification.
- Identification of Individual Demands from Market Data under Uncertainty
- Quantification of preferences in markets
- Identification in general equilibrium
- Recent advances on testability in economic equilibrium models
- Pareto improving taxes
- The micro economics of group behavior: General characterization
- The identification of beliefs from asset demand
- The geometry of global production and factor price equalisation
- General Pareto Optimal Allocations and Applications to Multi-Period Risks
- Remarks on criticality and crisis in pure exchange economies
- The identification of preferences from equilibrium prices under uncertainty
- What is a commodity? Two axiomatic answers
- Uncertain equilibria and incomplete preferences
- Testable implications of general equilibrium theory: A differentiable approach.
- Identification of consumers' preferences when their choices are unobservable
- The inverse problem of asset price under non-expected utility
- Idiosyncratic risk and financial policy
- Normative inference in efficient markets
- From aggregate betting data to individual risk preferences
- General properties of isoelastic utility economies
This page was built for publication: The identification of preferences from equilibrium prices under uncertainty
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q697933)
