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No-arbitrage Equilibria with Differential Information: An Existence Proof

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  • Lionel Boisdeffre

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  • Lionel Boisdeffre, 2007. "No-arbitrage Equilibria with Differential Information: An Existence Proof," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(2), pages 255-269, May.
    • Handle: RePEc:spr:joecth:v:31:y:2007:i:2:p:255-269
    DOI: 10.1007/s00199-006-0093-7
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    References listed on IDEAS

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    1. Gale, D. & Mas-Colell, A., 1975. "An equilibrium existence theorem for a general model without ordered preferences," Journal of Mathematical Economics, Elsevier, vol. 2(1), pages 9-15, March.
    2. Radner, Roy, 1979. "Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices," Econometrica, Econometric Society, vol. 47(3), pages 655-678, May.
    3. Monique Florenzano, 1999. "General equilibrium of financial markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00085543, HAL.
    4. Monique Florenzano, 2007. "General equilibrium," Post-Print halshs-00250167, HAL.
    5. Magill, Michael & Shafer, Wayne, 1991. "Incomplete markets," Handbook of Mathematical Economics, in: W. Hildenbrand & H. Sonnenschein (ed.), Handbook of Mathematical Economics, edition 1, volume 4, chapter 30, pages 1523-1614, Elsevier.
    6. Cornet, Bernard & De Boisdeffre, Lionel, 2002. "Arbitrage and price revelation with asymmetric information and incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 393-410, December.
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    Citations

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    Cited by:

    1. Sebastian cea-Echenique & Juan Pablo Torres-Martínez, 2010. "Endogenous differential information in financial markets," Working Papers wp312, University of Chile, Department of Economics.
    2. Lionel de Boisdeffre, 2008. "The perfect foresights' assumption revisited : (I) the existence of equilibrium with multiple price expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00354814, HAL.
    3. Lionel De Boisdeffre, 2008. "The perfect foresights' assumption revisited: the existence of equilibrium with multiple price expectations," Documents de travail du Centre d'Economie de la Sorbonne b08104, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    4. Petrassi, Myrian & Torres-Marti­nez, Juan Pablo, 2008. "Collateralized assets and asymmetric information," Journal of Mathematical Economics, Elsevier, vol. 44(5-6), pages 530-534, April.
    5. de Boisdeffre, Lionel, 2022. "Dropping rational expectations," Mathematical Social Sciences, Elsevier, vol. 115(C), pages 37-46.
    6. de Boisdeffre, Lionel, 2021. "Equilibrium in incomplete markets with differential information: A basic model of generic existence," Mathematical Social Sciences, Elsevier, vol. 110(C), pages 53-62.

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    More about this item

    Keywords

    General equilibrium; Asymmetric information; Arbitrage; Inference; Existence of equilibrium; D52;
    All these keywords.

    JEL classification:

    • D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets

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