Asset market equilibrium with general tastes, returns, and informational asymmetries

Journal of Financial Markets

Volumn 3, Issue 1, 2000, Pages 17-43

  Bernardo, Antonio E ^a   Judd, Kenneth L ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Asymmetric information; C63; Computational techniques; D82; G10; G14; Information acquisition; Projection methods; Rational expectations equilibrium

Indexed keywords

EID: 0007033073     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1386-4181(99)00011-7     Document Type: Article

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