Multiple equilibria in a simple asset pricing model

DOI10.1016/j.econlet.2007.03.007zbMath1255.91135OpenAlexW2084571147MaRDI QIDQ1934172

Charles H. Whiteman, Todd B. Walker

Publication date: 28 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.03.007

zbMATH Keywords

multiple equilibriaexponential utility

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• How equilibrium prices reveal information in a time series model with disparately informed, competitive traders
• Optimal Properties of Exponentially Weighted Forecasts

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