Equilibrium in incomplete markets with differential information: a basic model of generic existence

DOI10.1016/j.mathsocsci.2021.01.005zbMath1461.91296OpenAlexW3128063683MaRDI QIDQ2019370

Lionel de Boisdeffre

Publication date: 26 April 2021

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2021.01.005

zbMATH Keywords

asymmetric informationrational expectationsarbitrageexistence of equilibriumsequential equilibriumperfect foresight

Mathematics Subject Classification ID

General equilibrium theory (91B50) Financial markets (91G15)

Related Items

Dropping rational expectations

Cites Work

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• No-arbitrage equilibria with differential information: an existence proof
• Elimination of arbitrage states in asymmetric information models
• Equilibrium in incomplete markets. I: A basic model of generic existence
• On the optimality of equilibrium when the market structure is incomplete
• On rational belief equilibria
• Endogenous uncertainty in a general equilibrium model with price contingent contracts
• Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Economies with a Finite Set of Equilibria
• Smooth Preferences

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