Similar Search Results - EconBiz

Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information

DeMarzo, Peter M. - In: Journal of economic theory 80 (1998) 1, pp. 123-152

Persistent link: https://www.econbiz.de/10001243871

On the Uniqueness of Fully Informative Rational Expectations Equilibria

DeMarzo, Peter M. - 1999

This paper analyzes two equivalent equilibrium notions under asymmetric information: risk neutral rational expectations equilibria (rn-REE), and common knowledge equilibria. We show that the set of fully informative rn-REE is a singleton, and we provide necessary and sufficient conditions for...

Persistent link: https://www.econbiz.de/10012789917

Dynamic portfolio choice and risk aversion

Skiadas, Costis - In: Financial engineering, (pp. 789-843). 2008

Persistent link: https://www.econbiz.de/10003567809

Dynamic choice with constant source-dependent relative risk aversion

Skiadas, Costis - In: Economic theory : official journal of the Society for … 60 (2015) 3, pp. 393-422

Persistent link: https://www.econbiz.de/10011376466

Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion

Skiadas, Costis - In: Theoretical economics : TE ; journal of the Econometric … 8 (2013) 1, pp. 59-93

Persistent link: https://www.econbiz.de/10009711686

Smooth ambiguity aversion toward small risks and continuous-time recursive utility

Skiadas, Costis - In: Journal of political economy 121 (2013) 4, pp. 775-792

Persistent link: https://www.econbiz.de/10010246899

Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty

Skiadas, Costis - In: Mathematics and financial economics 7 (2013) 4, pp. 431-456

Persistent link: https://www.econbiz.de/10009790475

Robust control and recursive utility

Skiadas, Costis - In: Finance and stochastics 7 (2003) 4, pp. 475-489

Persistent link: https://www.econbiz.de/10001800679

Recursive utility and preferences for information

Skiadas, Costis - In: Economic theory : official journal of the Society for … 12 (1998) 2, pp. 293-312

Persistent link: https://www.econbiz.de/10001248984

Subjective probability under additive aggregation of conditional preferences

Skiadas, Costis - In: Journal of economic theory 76 (1997) 2, pp. 242-271

Persistent link: https://www.econbiz.de/10001229236

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