The tradeoff between risk sharing and information production in financial markets
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Publication:848610
DOI10.1016/j.jet.2008.03.009zbMath1202.91101MaRDI QIDQ848610
Publication date: 4 March 2010
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2008.03.009
learning; asymmetric information; non-expected utility; risk sharing; Kreps-Porteus preferences; information choice; shareholder base expansion
91B24: Microeconomic theory (price theory and economic markets)
91B44: Economics of information
91G99: Actuarial science and mathematical finance
Related Items
Market composition and price informativeness in a large market with endogenous order types, Should we regulate financial information?
Cites Work
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