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Elimination of Arbitrage States in Asymmetric Information Models
Cornet, Bernard; Boisdeffre, Lionel D - Department of Economics, University of Kansas - 2009
equilibrium prices are determined, may still refine their information by eliminating sequentially "arbitrage state(s)", namely …, the state(s) which would grant the agent an arbitrage, if realizable. …
Persistent link: https://www.econbiz.de/10008472279
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Elimination of arbitrage states in asymmetric information models
Cornet, Bernard; Boisdeffre, Lionel - In: Economic Theory 38 (2009) 2, pp. 287-293
Persistent link: https://www.econbiz.de/10005597812
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Dropping the Cass trick and extending Cass' theorem to asymmetric information and restricted participation
Boisdeffre, Lionel de - 2021
Persistent link: https://www.econbiz.de/10012667156
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Equilibrium in incomplete markets with differential information : a basic model of generic existence
Boisdeffre, Lionel de - 2021
Persistent link: https://www.econbiz.de/10012667148
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Dropping rational expectations
Boisdeffre, Lionel de - 2021
Persistent link: https://www.econbiz.de/10012667151
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Exploration of the windfall and market entrepreneurship during the Great Recession
Nwaokoro, Amaechi Nkemakolem; Washington, Lee; Griffin, … - In: International journal of financial research 10 (2019) 6, pp. 15-23
Persistent link: https://www.econbiz.de/10012304171
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Private information and business cycle risk sharing
Duncan, Alfred - 2016
Persistent link: https://www.econbiz.de/10011413107
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Endogenous differential information
Cea-Echenique, Sebastián; Hervés-Beloso, Carlos; … - In: Economic theory : official journal of the Society for … 63 (2017) 1, pp. 51-72
Persistent link: https://www.econbiz.de/10011723277
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Non-exclusive dynamic contracts, competition, and the limits of insurance
Ales, Laurence; Maziero, Pricila - In: Journal of economic theory 166 (2016), pp. 362-395
Persistent link: https://www.econbiz.de/10011650443
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Consumption choices and earnings expectations : empirical evidence and structural estimation
Stoltenberg, Christian; Uhlendorff, Arne - 2023
In this paper, we document that households' consumption expenditures crucially depend on their expected earnings - even after controlling for realized earnings, wealth and time-invariant unobserved characteristics such as permanent income and over-confidence. To explain this evidence, we develop...
Persistent link: https://www.econbiz.de/10014249642