Browsing Working Papers by Author "RAHI, Rohit"

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Browsing Working Papers by Author "RAHI, Rohit"

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    Title: Risk-Sharing and Retrading in Incomplete Markets  Author(s): GOTTARDI, Piero; RAHI, Rohit Date: 2012 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: At a competitive equilibrium of an incomplete-markets economy agents’ marginal valuations for the tradable assets are equalized ex-ante. We characterize the finest partition of the state space conditional on which this ...
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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 ...
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    Title: Should Speculators be Taxed?  Author(s): DOW, James; RAHI, Rohit Date: 1997 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Informed Trading, Investment, and Welfare  Author(s): DOW, James; RAHI, Rohit Date: 1997 Type of Publication: Working Paper Series/Report no.: EUI ECO