Add to ORKGWe show that, even under incomplete markets, the equilibrium manifold identifies individual demands everywhere in their domains. Under partial observation of the manifold, we determine maximal subsets of the domains on which identification holds. For this, we assume conditions of smoothness, interiority and regularity. It is crucial that there be date-zero consumption. As a by-product, we develop a duality theory under incomplete markets.
This paper studies a Cournot model with incomplete but symmetric information, where the uncertainty ...
We consider an incomplete financial market exchange economy with nominal assets and a finite number ...
The paper studies the two period incomplete markets model where assets are claims on state contingen...
We show that even under incomplete markets, the equilibrium manifold identifies aggregate demand and...
We show that, even under incomplete markets, the equilibrium manifold identifies individual demands ...
We show that, even under incomplete markets, the equilibrium manifold identifies individual demands ...
We offer a new proof that the equilibrium manifold (under complete markets) identifies individual de...
We propose a new information geometrical framework for the study of pric-ing and portfolio optimizat...
In this paper we consider a class of pure exchange economies in which the consumption plans may be ...
We give conditions under which an individual's preferences can be identified with finite data. First...
In this paper we consider a class of pure exchange economies in which the consumption plans may be ...
In the incomplete markets model with numeraire asset and a single consumption good we show that even...
We provide a sharp identification region for discrete choice models in which consumers' preferences ...
We develop a method to find approximate solutions, and their accuracy, to consumption–investment pro...
It is shown that the property that the equilibrium manifold keeps the memory of the individual deman...
This paper studies a Cournot model with incomplete but symmetric information, where the uncertainty ...
We consider an incomplete financial market exchange economy with nominal assets and a finite number ...
The paper studies the two period incomplete markets model where assets are claims on state contingen...
We show that even under incomplete markets, the equilibrium manifold identifies aggregate demand and...
We show that, even under incomplete markets, the equilibrium manifold identifies individual demands ...
We show that, even under incomplete markets, the equilibrium manifold identifies individual demands ...
We offer a new proof that the equilibrium manifold (under complete markets) identifies individual de...
We propose a new information geometrical framework for the study of pric-ing and portfolio optimizat...
In this paper we consider a class of pure exchange economies in which the consumption plans may be ...
We give conditions under which an individual's preferences can be identified with finite data. First...
In this paper we consider a class of pure exchange economies in which the consumption plans may be ...
In the incomplete markets model with numeraire asset and a single consumption good we show that even...
We provide a sharp identification region for discrete choice models in which consumers' preferences ...
We develop a method to find approximate solutions, and their accuracy, to consumption–investment pro...
It is shown that the property that the equilibrium manifold keeps the memory of the individual deman...
This paper studies a Cournot model with incomplete but symmetric information, where the uncertainty ...
We consider an incomplete financial market exchange economy with nominal assets and a finite number ...
The paper studies the two period incomplete markets model where assets are claims on state contingen...