The Resource Risk-sharing and retrading in incomplete markets, Piero Gottardi and Rohit Rahi

Risk-sharing and retrading in incomplete markets, Piero Gottardi and Rohit Rahi

Label
Risk-sharing and retrading in incomplete markets
Title
Risk-sharing and retrading in incomplete markets
Statement of responsibility
Piero Gottardi and Rohit Rahi
Creator
Contributor
Author
Subject
Language
eng
Summary
At a competitive equilibrium of an incomplete-markets economy agents' marginal valuations for the tradable assets are equalized ex-ante. We characterize the finest partition of the state space conditional on which this equality holds for any economy. This leads naturally to a necessary and sufficient condition on information that would lead to retrade, if such information were to become publicly available after the initial round of trade
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorName
Gottardi, Piero
Index
no index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Rahi, Rohit
  • European University Institute
Series statement
  • EUI working papers. ECO
  • EUI papers
Series volume
2012/03
http://library.link/vocab/subjectName
  • Equilibrium (Economics)
  • Markets
  • Risk
  • Financial risk
Label
Risk-sharing and retrading in incomplete markets, Piero Gottardi and Rohit Rahi
Link
http://hdl.handle.net/1814/20016
Instantiates
Publication
Note
Keywords: Competitive Equilibrium; Incomplete Markets; Information; Re-trading; D52; D80
Bibliography note
Includes bibliographical references (page 18)
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb17082337
Dimensions
30 cm.
Extent
18 pages
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)851517000
Label
Risk-sharing and retrading in incomplete markets, Piero Gottardi and Rohit Rahi
Link
http://hdl.handle.net/1814/20016
Publication
Note
Keywords: Competitive Equilibrium; Incomplete Markets; Information; Re-trading; D52; D80
Bibliography note
Includes bibliographical references (page 18)
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb17082337
Dimensions
30 cm.
Extent
18 pages
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)851517000

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