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Imperfect information and investor heterogeneity in the bond market

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Publication:1571126
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zbMATH Open0947.91040MaRDI QIDQ1571126

Frank Riedel

Publication date: 10 July 2000

Published in: Contributions to Economics (Search for Journal in Brave)




zbMATH Keywords

equilibriummartingalePareto efficiencyfinancial marketvon Neumann-Morgenstern utility


Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Utility theory (91B16)



Related Items (1)

The information content of lagged equity and bond yields






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