Radner equilibria under ambiguous volatility
Year of publication: |
2013
|
---|---|
Authors: | Beißner, Patrick |
Publisher: |
Bielefeld : Bielefeld University, Center for Mathematical Economics (IMW) |
Subject: | Knightian uncertainty | variational preferences | general equilibrium | mutually singular priors | dynamic consistency | volatility uncertainty | excess utility map | gross substitutes | risk adjusted priors | sublinear-expectation | Radner implementation | incomplete markets |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 774481056 [GVK] hdl:10419/97225 [Handle] RePEc:bie:wpaper:493 [RePEc] |
Classification: | G10 - General Financial Markets. General ; D50 - General Equilibrium and Disequilibrium. General ; C62 - Existence and Stability Conditions of Equilibrium |
Source: |
-
Radner equilibria under ambiguous volatility
Beißner, Patrick, (2013)
-
Radner equilibria under ambiguous volatility
Beißner, Patrick, (2013)
-
Brownian equilibria under Knightian uncertainty
Beißner, Patrick, (2013)
- More ...
-
Coherent price systems and uncertainty-neutral valuation : conference paper
Beißner, Patrick, (2013)
-
Dynamic Consistent alpha-Maxmin Expected Utility
Beißner, Patrick, (2015)
-
Coherent price systems and uncertainty-neutral valuation
Beißner, Patrick, (2013)
- More ...