Dynamic noisy rational expectations equilibrium with insider information : welfare and regulation
Year of publication: |
2022
|
---|---|
Authors: | Detemple, Jérôme B. ; Rindisbacher, Marcel ; Robertson, Scott |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 141.2022, p. 1-31
|
Subject: | Diffusions | Heterogenous information | Rational expectations equilibrium | Regulation | Welfare | Rationale Erwartung | Rational expectations | Gleichgewichtstheorie | Equilibrium theory | Asymmetrische Information | Asymmetric information | Regulierung | Finanzmarkt | Financial market |
-
Equilibrium in incomplete markets with differential information : a basic model of generic existence
Boisdeffre, Lionel de, (2021)
-
Dropping rational expectations
Boisdeffre, Lionel de, (2021)
-
Boisdeffre, Lionel de, (2021)
- More ...
-
Li, Tao, (2022)
-
Dynamic Noisy Rational Expectations Equilibrium with Insider Information
Detemple, Jerome, (2020)
-
Simulationmethods for optimal portfolios
Detemple, Jérôme B., (2008)
- More ...