The identification of preferences from equilibrium prices under uncertainty.

The competitive equilibrium correspondence, which associates equilibrium prices of commodities and assets with allocations of endowments, identifies the preferences and beliefs of individuals under uncertainty; this is the case even if the asset market is incomplete.

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Year of publication:	2000-03
Authors:	CHIAPPORI, Pierre-André ; EKELAND, Ivar ; KUBLER, Félix ; POLEMARCHAKIS, Heracles
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	equilibrium \| uncertainty \| identiﬁcation

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Extent:	application/pdf
Series:	CORE Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) Number 2000025
Classification:	D52 - Incomplete Markets ; D80 - Information and Uncertainty. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005042902