No-arbitrage equilibria with differential information: an existence proof
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Publication:873901
DOI10.1007/S00199-006-0093-7zbMATH Open1129.91030OpenAlexW2079232190MaRDI QIDQ873901FDOQ873901
Authors: Lionel de Boisdeffre 
Publication date: 20 March 2007
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-006-0093-7
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Cites Work
- Corrections to an equilibrium existence theorem for a general model without ordered preferences
- An equilibrium existence theorem for a general model without ordered preferences
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Arbitrage and the Existence of Competitive Equilibrium
- Partially revealing rational expectations equilibria with nominal assets
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- Title not available (Why is that?)
- Stochastic equilibria with incomplete financial markets
- \(T\)-period economies with incomplete markets
- Arbitrage and price revelation with asymmetric information and incomplete markets
Cited In (11)
- Universal state prices and asymmetric information.
- No-arbitrage condition and existence of equilibrium with dividends
- Elimination of arbitrage states in asymmetric information models
- Multiperiod security markets with differential information
- Arbitrage and price revelation with asymmetric information and incomplete markets
- Collateralized assets and asymmetric information
- Dropping rational expectations
- Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage
- Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes
- Equilibrium in incomplete markets with differential information: a basic model of generic existence
- Existence of linear equilibria in the Kyle model with multiple informed traders
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