Browsing Produção Intelectual em Bases Externas by Subject "Incerteza (Economia)"

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Ergodic Markov equilibrium with incomplete markets and short sales

Braido, Luís Henrique Bertolino
2013

This paper studies recursive exchange economies with short sales. Agents maximize discounted expected utility. The asset structure is general and includes real securities, infinite-lived stocks, options, and other derivatives. ...
Existence of an equilibrium for infinite horizon economies with and without complete information

Raad, Rodrigo Jardim
2012-08

This work proves the existence of an equilibrium for an infinite horizon economy where trade takes place sequentially over time. There exist two types of agents: the first correctly anticipates all future contingent ...