Notes on optimality of rational expectations equilibrium with incomplete markets

DOI10.1016/0022-0531(87)90085-8zbMath0633.90007OpenAlexW2083470186MaRDI QIDQ1096518

Gautam Bhattacharya

Publication date: 1987

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(87)90085-8

zbMATH Keywords

rational expectations equilibriaincomplete contingent marketspost-state spot markets

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (1)

Notes on optimality of rational expectations equilibrium with incomplete markets

Cites Work

• Notes on optimality of rational expectations equilibrium with incomplete markets
• On the optimality of equilibrium when the market structure is incomplete
• Sequences of temporary equilibria, stationary point expectations, and Pareto efficiency
• A characterization of the optimality of equilibrium in incomplete markets

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