Arbitrage and price revelation with asymmetric information and incomplete markets-Reference-Cited by-同舟云学术

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Arbitrage and price revelation with asymmetric information and incomplete markets

Published:2002-12 Issue:4 Volume:38 Page:393-410
ISSN:0304-4068
Container-title:Journal of Mathematical Economics
language:en
Short-container-title:Journal of Mathematical Economics

Author:

Cornet Bernard,De Boisdeffre Lionel

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference5 articles.

1. Competitive equilibria with asymmetric information;Bisin;Journal of Economic Theory,1999

2. On the optimality of equilibrium when the market structure is incomplete;Hart;Journal of Economic Theory,1975

3. Magill, M., Quinzii, M., 1996. Theory of Incomplete Markets. MIT Press, Cambridge, MA.

4. Rational expectations equilibrium: generic existence and the information revealed by prices;Radner;Econometrica,1979

5. Arbitrage and the existence of competitive equilibrium;Werner;Econometrica,1987

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1. Dropping rational expectations;Mathematical Social Sciences;2022-01

2. Learning from arbitrage;Economic Theory Bulletin;2015-10-01

3. Arbitrage and equilibrium with portfolio constraints;Economic Theory;2009-11-04

4. Incomplete financial markets and differential information;Economic Theory;2009-01-17

5. Collateralized assets and asymmetric information;Journal of Mathematical Economics;2008-04

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