Browsing by Subject "Value of Information"

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Browsing by Subject "Value of Information"

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    Title: Value of Information in Competitive Economies with Incomplete Markets  Author(s): GOTTARDI, Piero; RAHI, Rohit Date: 2010 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We study the value of information in a competitive economy in which agents trade in asset markets to reallocate risk. We characterize the kinds of information that allow a welfare improvement when portfolios can be freely ...