Risk sharing and retrading in incomplete markets

B-Tier
Journal: Economic Theory
Year: 2013
Volume: 54
Issue: 2
Pages: 287-304

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

At a competitive equilibrium of an incomplete-markets economy agents’ marginal valuations for the tradable assets are equalized ex-ante. We characterize the finest partition of the state space conditional on which this equality holds for any economy. This leads naturally to a necessary and sufficient condition on information that would induce agents to retrade, if such information was to become publicly available after the initial round of trade. Copyright Springer-Verlag 2013

Technical Details

RePEc Handle
repec:spr:joecth:v:54:y:2013:i:2:p:287-304
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25