Arbitrage and price revelation with asymmetric information and incomplete markets

Citations

Cited by:

1. Lionel de Boisdeffre, 2017. "Sequential equilibrium without rational expectations of prices: A theorem of full existence," Documents de travail du Centre d'Economie de la Sorbonne 17036r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Jun 2018.
2. Lionel de Boisdeffre, 2018. "Dropping Rational Expectations," Documents de travail du Centre d'Economie de la Sorbonne 18026, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
3. Lionel De Boisdeffre, 2019. "Refinements to the generic existence of equilibrium in incomplete markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02181033, HAL.
4. Lionel DE BOISDEFFRE, 2015. "Existence of financial equilibrium with differential information: the no-arbitrage characterization," Working Papers 2015-2016_5, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Nov 2015.
5. Lionel de Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Documents de travail du Centre d'Economie de la Sorbonne 12055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
6. Lionel DE BOISDEFFRE, 2015. "Dropping Rational Expectations," Working Papers 2014-2015_8, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Apr 2015.
7. Lionel de Boisdeffre, 2012. "Arbitrage and price revelation with private beliefs," Post-Print halshs-00722035, HAL.
8. Lionel de Boisdeffre, 2018. "Sequential equilibrium without rational expectations of prices: A theorem of full existence," Post-Print halshs-01593567, HAL.
9. Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 227-252, October.
   • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and equilibrium with portofolio constraints," Documents de travail du Centre d'Economie de la Sorbonne 09077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
   • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Post-Print hal-00629777, HAL.
   • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00441873, HAL.
   • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200911, University of Kansas, Department of Economics, revised Dec 2009.
   • Bernard Cornet & Ramu Gopalan, 2009. "Arbitrage and Equilibrium with Portfolio Constraints," Post-Print halshs-00441873, HAL.
   • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00629777, HAL.
   • Bernard Cornet & Ramu Gopalan, 2010. "Arbitrage and equilibrium with portfolio constraints," PSE-Ecole d'économie de Paris (Postprint) hal-00629777, HAL.
10. Lionel De Boisdeffre, 2017. "Sequential equilibrium without rational expectations of prices: an existence proof," Working papers of CATT hal-02938599, HAL.
11. Lionel De Boisdeffre, 2015. "Learning from arbitrage," Working papers of CATT hal-01871573, HAL.
12. Lionel de Boisdeffre, 2004. "No-arbitrage equilibria with differential information: a proof of existence," Cahiers de la Maison des Sciences Economiques b04035, Université Panthéon-Sorbonne (Paris 1).
13. Lionel De Boisdeffre, 2018. "Equilibrium in Incomplete Markets with Differential Information: A Basic Model of Generic Existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02141055, HAL.
14. Lionel de Boisdeffre, 2011. "Price uncertainty and the existence of financial equilibrium," Post-Print halshs-00587701, HAL.
15. Lionel De Boisdeffre, 2016. "Characterizing revealing and arbitrage-free financial markets," Documents de travail du Centre d'Economie de la Sorbonne 16042, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
16. Lionel De Boisdeffre, 2017. "Financial Equilibrium with differential Information: a Theorem of generic Existence," Working Papers hal-01871571, HAL.
17. Lionel de Boisdeffre, 2017. "Sequential equilibrium without rational expectations of prices: A theorem of full existence," Documents de travail du Centre d'Economie de la Sorbonne 17036, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
18. Lionel de Boisdeffre, 2012. "Arbitrage and price revelation with private beliefs," Documents de travail du Centre d'Economie de la Sorbonne 12053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
19. Lionel De Boisdeffre, 2015. "Existence of financial equilibrium with differential information: the no-arbitrage characterization," Working Papers hal-02945462, HAL.
20. Lionel De Boisdeffre, 2019. "Refinements to the generic existence of equilibrium in incomplete markets," Post-Print halshs-02181033, HAL.
21. Lionel De Boisdeffre, 2017. "Financial Equilibrium with differential Information: a Theorem of generic Existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01871571, HAL.
22. Lionel de Boisdeffre, 2016. "Characterizing revealing and arbitrage-free financial markets," Post-Print halshs-01321638, HAL.
23. Lionel De Boisdeffre, 2018. "Extending the Cass Trick," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01903494, HAL.
24. Lionel De Boisdeffre, 2018. "Extending the Cass Trick," Post-Print halshs-01903494, HAL.
25. Lionel De Boisdeffre, 2017. "Financial Equilibrium with differential Information: a Theorem of generic Existence," Working papers of CATT hal-01871571, HAL.
26. Lionel De Boisdeffre, 2015. "Learning from arbitrage," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01871573, HAL.
27. Lionel de Boisdeffre, 2016. "Characterizing revealing and arbitrage-free financial markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01321638, HAL.
28. 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.
    • Myrian Petrassi & Juan Pablo Torres-Martinez, 2007. "Collateralized Assets And Asymmetric Information," Textos para discussão 539, Department of Economics PUC-Rio (Brazil).
29. Lionel DE BOISDEFFRE, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Working Papers 2017-2018_8, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Jun 2018.
30. Lionel De Boisdeffre, 2019. "Dropping the Cass Trick and Extending Cass' Theorem to Asymmetric Information," Post-Print halshs-02180836, HAL.
31. Lionel De Boisdeffre, 2016. "Characterizing Revealing and Arbitrage-Free Financial Markets," Working Papers hal-02938862, HAL.
32. Lionel De Boisdeffre, 2015. "Price revelation and existence of financial equilibrium with incomplete markets and private beliefs," Documents de travail du Centre d'Economie de la Sorbonne 15037, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
33. Lionel De Boisdeffre, 2016. "Existence of financial equilibrium with differential information: the no-arbitrage characterization," Documents de travail du Centre d'Economie de la Sorbonne 16025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
34. Lionel DE BOISDEFFRE, 2017. "Financial Equilibrium with differential Information: a Theorem of generic Existence," Working Papers 2016-2017_12, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Aug 2017.
35. Lionel de Boisdeffre, 2013. "Price revelation and existence of equilibrium in a private belief economy," Post-Print halshs-01053471, HAL.
36. Sebastián Cea-Echenique & Carlos Hervés-Beloso & Juan Pablo Torres-Martínez, 2012. "Endogenous Information: The Role of Sequential Trade and Financial Participation," Working Papers wp361, University of Chile, Department of Economics.
37. Lionel de Boisde¤re, 2021. "Dropping Rational Expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03196897, HAL.
38. Lionel DE BOISDEFFRE, 2016. "Characterizing Revealing and Arbitrage-Free Financial Markets," Working Papers 2015-2016_9, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised May 2016.
39. Lionel de Boisdeffre, 2015. "Dropping Rational Expectations," Post-Print halshs-01164158, HAL.
40. Lionel De Boisdeffre, 2015. "Existence of financial equilibrium with differential information: the no-arbitrage characterization," Working papers of CATT hal-02945462, HAL.
41. Lionel DE BOISDEFFRE, 2017. "Sequential Equilibrium without Rational Expectations of Prices: A Theorem of Full Existence," Working Papers 2016-2017_9, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Jun 2017.
42. Gaël Giraud, 2007. "Walrasian non-tatonnement with incomplete and imperfectly competitive markets," Documents de travail du Centre d'Economie de la Sorbonne b07021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    • Gaël Giraud, 2007. "Walrasian Non-tatonnement with Incomplete and Imperfectly Competitive Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00155717, HAL.
    • Gaël Giraud, 2007. "Walrasian Non-tatonnement with Incomplete and Imperfectly Competitive Markets," Post-Print halshs-00155717, HAL.
43. Lionel De Boisdeffre, 2016. "Characterizing Revealing and Arbitrage-Free Financial Markets," Working papers of CATT hal-02938862, HAL.
44. Lionel DE BOISDEFFRE, 2015. "Competitive Equilibrium with Asymmetric Information: an Existence Theorem for Numeraire Assets," Working Papers 2014-2015_11, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Apr 2015.
45. Marta Faias & Emma Moreno-García, 2010. "Incomplete financial markets and differential information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(2), pages 189-206, May.
46. Lionel DE BOISDEFFRE, 2018. "Equilibrium in Incomplete Markets with Numeraire Assets and Differential Information: An Existence Proof," Working Papers 2017-2018_13, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Aug 2018.
47. Lionel De Boisdeffre, 2018. "Equilibrium in Incomplete Markets with Numeraire Assets and Differential Information: An Existence Proof," Working papers of CATT hal-02141054, HAL.
48. Lionel de Boisdeffre, 2021. "Dropping the Cass Trick and Extending Cass' Theorem to Asymmetric Information and Restricted Participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03196923, HAL.
49. Lionel De Boisdeffre, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Working papers of CATT hal-02141059, HAL.
50. Lionel de Boisdeffre, 2018. "Sequential equilibrium without rational expectations of prices: A theorem of full existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01593567, HAL.
51. Lionel De Boisdeffre, 2015. "Learning from arbitrage," Working Papers hal-01871573, HAL.
52. Lionel de Boisde¤re, 2021. "Equilibrium in incomplete markets with differential information: A basic model of generic existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03196857, HAL.
53. Laura Angeloni & Bernard Cornet, 2005. "Existence Of Financial Equilibria In A Multiperiod Stochastic Economy," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200506, University of Kansas, Department of Economics, revised Feb 2005.
    • Laura Angeloni & Bernard Cornet, 2006. "Existence of financial equilibria in a multiperiod stochastic economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00287671, HAL.
    • Laura Angeloni & Bernard Cornet, 2006. "Existence of financial equilibria in a multiperiod stochastic economy," Post-Print hal-00287671, HAL.
54. Lionel de Boisdeffre, 2004. "No-arbitrage equilibria with differential information: a proof of existence," Post-Print halshs-03322655, HAL.
55. Lionel De Boisdeffre, 2015. "Competitive Equilibrium with Asymmetric Information: an Existence Theorem for Numeraire Assets," Working papers of CATT hal-01871572, HAL.
56. Lionel De Boisdeffre, 2018. "Dropping Rational Expectations," Post-Print halshs-01903510, HAL.
57. Lionel De Boisdeffre, 2017. "Sequential Equilibrium without Rational Expectations of Prices: A Theorem of Full Existence," Working papers of CATT hal-02938743, HAL.
58. Lionel de Boisdeffre, 2014. "Price revelation and existence of equilibrium in a private belief economy," Documents de travail du Centre d'Economie de la Sorbonne 14056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
59. Lionel DE BOISDEFFRE, 2015. "Price Revelation and Existence of Financial Equilibrium with Incomplete Markets and Private Beliefs," Working Papers 2014-2015_7, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Mar 2015.
60. Lionel de Boisdeffre, 2018. "Circumventing the Hart Puzzle," Documents de travail du Centre d'Economie de la Sorbonne 18027, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
61. Lionel De Boisdeffre, 2015. "Dropping rational expectations," Working Papers hal-02942197, HAL.
62. Lionel de Boisdeffre, 2015. "Price revelation and existence of financial equilibrium with incomplete markets and private beliefs," Post-Print halshs-01164142, HAL.
63. Lionel de Boisdeffre, 2021. "Dropping the Cass Trick and Extending Cass' Theorem to Asymmetric Information and Restricted Participation," Post-Print halshs-03196923, HAL.
64. Lionel DE BOISDEFFRE, 2017. "Sequential equilibrium without rational expectations of prices: an existence proof," Working Papers 2016-2017_5, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Feb 2017.
65. Lionel de Boisde¤re, 2021. "Dropping Rational Expectations," Post-Print halshs-03196897, HAL.
66. Lionel De Boisdeffre, 2015. "Price revelation and existence of financial equilibrium with incomplete markets and private beliefs," Working Papers hal-02943034, HAL.
67. Lionel de Boisdeffre, 2015. "Price revelation and existence of financial equilibrium with incomplete markets and private beliefs," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01164142, HAL.
68. Lionel de Boisdeffre, 2017. "Financial equilibrium with differential information: An existence theorem," Post-Print halshs-01599385, HAL.
69. Lionel de Boisdeffre, 2013. "Price revelation and existence of equilibrium in a private belief economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01053471, HAL.
70. Lionel De Boisdeffre, 2018. "Equilibrium in Incomplete Markets with Differential Information: A Basic Model of Generic Existence," Working Papers hal-02141055, HAL.
71. Lionel De Boisdeffre, 2015. "Dropping rational expectations," Working papers of CATT hal-02942197, HAL.
72. 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.
73. Lionel de Boisdeffre, 2016. "Existence of financial equilibrium with differential information: the no-arbitrage characterization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01310860, HAL.
74. Lionel de Boisdeffre, 2017. "Financial equilibrium with differential information: An existence theorem," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01599385, HAL.
75. Lionel de Boisdeffre, 2018. "Extending the Cass Trick," Documents de travail du Centre d'Economie de la Sorbonne 18025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
76. 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.
77. Lionel de Boisdeffre, 2017. "Financial equilibrium with differential information:An existence theorem," Documents de travail du Centre d'Economie de la Sorbonne 17038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
78. Gaël Giraud, 2004. "Walrasian non-tâtonnement with incomplete and imperfect markets," Cahiers de la Maison des Sciences Economiques b04119, Université Panthéon-Sorbonne (Paris 1).
79. Lionel De Boisdeffre, 2015. "Competitive Equilibrium with Asymmetric Information: an Existence Theorem for Numeraire Assets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01871572, HAL.
80. 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.
81. Lionel de Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Post-Print halshs-00746975, HAL.
82. Lionel De Boisdeffre, 2015. "Price revelation and existence of financial equilibrium with incomplete markets and private beliefs," Working papers of CATT hal-02943034, HAL.
83. Lionel De Boisdeffre, 2018. "Circumventing the Hart Puzzle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01903586, HAL.
84. Lionel de Boisdeffre, 2015. "Dropping Rational Expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01164158, HAL.
85. Lionel DE BOISDEFFRE, 2015. "Learning from arbitrage," Working Papers 2015-2016_2, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Sep 2015.
86. Lionel DE BOISDEFFRE, 2018. "Equilibrium in Incomplete Markets with Differential Information: A Basic Model of Generic Existence," Working Papers 2017-2018_12, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Aug 2018.
87. Lionel De Boisdeffre, 2015. "Dropping rational expectations," Documents de travail du Centre d'Economie de la Sorbonne 15038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
88. Lionel de Boisdeffre, 2012. "Arbitrage and price revelation with private beliefs," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00722035, HAL.
89. de Boisdeffre, Lionel, 2022. "Dropping rational expectations," Mathematical Social Sciences, Elsevier, vol. 115(C), pages 37-46.
90. Lionel de Boisdeffre, 2004. "No-arbitrage equilibria with differential information: an enlarged existence theorem," Cahiers de la Maison des Sciences Economiques b04102, Université Panthéon-Sorbonne (Paris 1).
91. Lionel De Boisdeffre, 2018. "Equilibrium in Incomplete Markets with Differential Information: A Basic Model of Generic Existence," Working papers of CATT hal-02141055, HAL.
92. Lionel De Boisdeffre, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Working Papers hal-02141059, HAL.
93. Lionel De Boisdeffre, 2018. "Equilibrium with Differential Information and Exogenous Beliefs: A Basic Model of Full Existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02141059, HAL.
94. Lionel De Boisdeffre, 2015. "Competitive Equilibrium with Asymmetric Information: an Existence Theorem for Numeraire Assets," Working Papers hal-01871572, HAL.
95. Lionel DE BOISDEFFRE, 2017. "Financial Equilibrium with Differential Information in a Production Economy: A Basic Model of 'Generic' Existence," Working Papers 2017-2018_3, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Nov 2017.
96. Lionel De Boisdeffre, 2018. "Circumventing the Hart Puzzle," Post-Print halshs-01903586, HAL.
97. Lionel de Boisde¤re, 2021. "Equilibrium in incomplete markets with differential information: A basic model of generic existence," Post-Print halshs-03196857, HAL.
98. Lionel de Boisdeffre, 2012. "On the existence of financial equilibrium when beliefs are private," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00746975, HAL.
99. Lionel De Boisdeffre, 2019. "Dropping the Cass Trick and Extending Cass' Theorem to Asymmetric Information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02180836, HAL.
100. Lionel de Boisdeffre, 2016. "Existence of financial equilibrium with differential information: the no-arbitrage characterization," Post-Print halshs-01310860, HAL.
101. Lionel De Boisdeffre, 2018. "Equilibrium in Incomplete Markets with Numeraire Assets and Differential Information: An Existence Proof," Working Papers hal-02141054, HAL.
102. Lionel De Boisdeffre, 2017. "Sequential equilibrium without rational expectations of prices: an existence proof," Working Papers hal-02938599, HAL.
103. Lionel De Boisdeffre, 2018. "Dropping Rational Expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01903510, HAL.
104. Lionel de Boisdeffre, 2004. "No-arbitrage equilibria with differential information: a proof of existence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03322655, HAL.
105. Lionel De Boisdeffre, 2017. "Sequential Equilibrium without Rational Expectations of Prices: A Theorem of Full Existence," Working Papers hal-02938743, HAL.
106. Lionel De Boisdeffre, 2018. "Equilibrium in Incomplete Markets with Numeraire Assets and Differential Information: An Existence Proof," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02141054, HAL.