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dc.contributor.authorGOTTARDI, Piero
dc.contributor.authorRAHI, Rohit
dc.date.accessioned2013-11-07T13:59:03Z
dc.date.available2013-11-07T13:59:03Z
dc.date.issued2013
dc.identifier.citationEconomic Theory, 2013, Vol. 54, No. 2, pp. 287-304en
dc.identifier.issn1432-0479
dc.identifier.issn0938-2259
dc.identifier.urihttp://hdl.handle.net/1814/28618
dc.descriptionFirst published on : October 2013
dc.description.abstractAt 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 equality holds for any economy. This leads naturally to a necessary and sufficient condition on information that would induce agents to retrade, if such information was to become publicly available after the initial round of trade.en
dc.language.isoenen
dc.relation.ispartofEconomic Theoryen
dc.titleRisk sharing and retrading in incomplete marketsen
dc.typeArticleen
dc.identifier.doi10.1007/s00199-012-0717-z
dc.identifier.volume54en
dc.identifier.startpage287en
dc.identifier.endpage304en
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