Risk sharing and retrading in incomplete markets

DOI10.1007/s00199-012-0717-zzbMath1280.91113OpenAlexW2130664625MaRDI QIDQ382322

Piero Gottardi, Rohit Rahi

Publication date: 18 November 2013

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

Full work available at URL: http://hdl.handle.net/1814/20016

zbMATH Keywords

uncertaintyincomplete marketsPareto efficiencycompetitive equilibriumretradingtransversality theorem

Mathematics Subject Classification ID

Related Items (1)

VALUE OF INFORMATION IN COMPETITIVE ECONOMIES WITH INCOMPLETE MARKETS

Cites Work

• Real indeterminacy with financial assets
• Information, trade and common knowledge
• Constrained suboptimality in incomplete markets: A general approach and two applications
• Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
• Information, trade and incomplete markets
• VALUE OF INFORMATION IN COMPETITIVE ECONOMIES WITH INCOMPLETE MARKETS

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