A new approach to the rational expectations equilibrium : existence, optimality and incentive compatibility
Year of publication: |
2020
|
---|---|
Authors: | Castro, Luciano I. de ; Pesce, Marialaura ; Yannelis, Nicholas C. |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 16.2020, 1, p. 1-61
|
Subject: | Rational expectations | Ambiguity aversion | Efficiency | Incentive compatibility | Theorie | Theory | Rationale Erwartung | Asymmetrische Information | Asymmetric information |
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