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The Identification of Preferences from Equilibrium Prices under Uncertainty

Kübler, Felix; Chiappori, Pierre-André; Ekeland, Ivar; Polemarchakis, Heracles M. (2000), The Identification of Preferences from Equilibrium Prices under Uncertainty. https://basepub.dauphine.fr/handle/123456789/20708

Type
Document de travail / Working paper
External document link
https://hal-hec.archives-ouvertes.fr/hal-00598231
Date
2000
Publisher
Cahier de recherche CEREMADE, Université Paris-Dauphine
Published in
Paris
Metadata
Show full item record
Author(s)
Kübler, Felix
Department of Economics [Stanford]
Chiappori, Pierre-André
Department of Economics
Ekeland, Ivar
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Institut of Finance
Polemarchakis, Heracles M.
Center of Operation Research and Econometrics [Louvain] [CORE]
Department of Economics
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
identification; equilibrium; uncertainty; identification.

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