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The Identification of Preferences from Equilibrium Prices under Uncertainty

Kubler, Félix; Chiappori, Pierre-André; Ekeland, Ivar; Polemarchakis, Heracles M. (2002), The Identification of Preferences from Equilibrium Prices under Uncertainty, Journal of Economic Theory, 102, 2, p. 403-420. http://dx.doi.org/10.1006/jeth.2000.2773

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Polema.tex.pdf (176.8Kb)
Type
Article accepté pour publication ou publié
Date
2002
Journal name
Journal of Economic Theory
Volume
102
Number
2
Publisher
Elsevier
Pages
403-420
Publication identifier
http://dx.doi.org/10.1006/jeth.2000.2773
Metadata
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Author(s)
Kubler, Félix

Chiappori, Pierre-André

Ekeland, Ivar
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Polemarchakis, Heracles M.
Abstract (EN)
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.
Subjects / Keywords
equilibrium; uncertainty; identification
JEL
D52 - Incomplete Markets
D80 - General

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