๐”– Bobbio Scriptorium
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Input Suppliers, Differential Pricing, and Information Sharing Agreements

โœ Scribed by Anthony Creane


Book ID
109125409
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
185 KB
Volume
17
Category
Article
ISSN
1058-6407

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Dynamic portfolio choice and asset prici
โœ Chunsheng Zhou ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 207 KB

This paper presents a multi-asset intertemporal general equilibrium model of portfolio selection and asset pricing with differential information. A method of Sargent (1991) is used to resolve the 'infinite regress' problem in information extraction and to derive a rational expectations equilibrium.