Les Cahiers de Recherche - HEC Paris
Heracles M. POLEMARCHAKIS, P. A. CHIAPPORI, F. KUBLER and I. EKELAND
The identification of preferences from equilibrium prices under uncertainty
Abstract: 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.
Keywords: Equilibrium; identification; uncertainty; (follow links to similar papers)
JEL-Codes: D52; D80; (follow links to similar papers)
16 pages, January 1, 2000
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