Dynamic Noisy Rational Expectations Equilibrium With Insider Information
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Publication:4992201
DOI10.3982/ECTA17038zbMath1466.91179OpenAlexW3099227813MaRDI QIDQ4992201
Scott Robertson, Marcel Rindisbacher, Jérôme B. Detemple
Publication date: 7 June 2021
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta17038
diffusionspricesvolatilityrisk premiarational expectations equilibriumportfoliosheterogenous information
Special types of economic equilibria (91B52) Economics of information (91B44) Portfolio theory (91G10)
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