Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims
type: Item
instance of: scholarly article
title: Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims
zbMATH Open document ID: 1505.91375
author: Georgy Chabakauri
author: Kathy Yuan
author: Konstantinos E. Zachariadis
publication date: 2022-11-23T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 7622642
zbMATH Keywords: asymmetric information
zbMATH Keywords: learning from prices
zbMATH Keywords: multi-asset economy
MaRDI profile type: Publication
full work available at URL: rdab081
OpenAlex ID: W3141776768
DOI: 10.1093/RESTUD/RDAB081
published in: Review of Economic Studies
description: scientific article; zbMATH DE number 7622642