This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

El Uso De Sistemas Dinámicos Estocásticos En La Teoría De Juegos Y La Economía

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Roberto Serrano () (CEMFI, Centro de Estudios Monetarios y Financieros)

Additional information is available for the following registered author(s):

Abstract

Este breve artículo glosa algunas de las aplicaciones recientes de sistemas dinámicos estocásticos de la Teoría de Juegos y la Economía. El modelo que se describe con más detalle demuestra que la única asignación estocásticamente estable de un proceso de intercambio entre coaliciones sujeto a errores en la toma de decisiones es la asociada al equilibrio de mercado. Resultados como éste proveen una nueva fundamentación a un concepto central en la Teoría Económica.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: ftp://ftp.cemfi.es/wp/07/0707.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by CEMFI in its series Working Papers with number wp2007_0707.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: Jul 2007
Date of revision:
Handle: RePEc:cmf:wpaper:wp2007_0707

Contact details of provider:
Postal: Casado del Alisal, 5, 28014 Madrid
Phone: 914290551
Fax: 914291056
Email:
Web page: http://www.cemfi.es/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Irene Telo).

Related research
Keywords: Riskiness; risk aversion; expected utility; decision making under uncertainty; portfolio choice; Sharpe ratio; value at risk; coherent measures of risk.;

Other versions of this item:

Find related papers by JEL classification:
C00 - Mathematical and Quantitative Methods - - General - - - General
C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
D00 - Microeconomics - - General - - - General
D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
G00 - Financial Economics - - General - - - General

Statistics
Access and download statistics

Did you know? About 2700 working paper series are listed on RePEc.

This page was last updated on 2009-11-16.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.