A dynamic asymmetric information equilibrium


In a market with a risk-free rate and a traded dividend stream driven by one latent variable, several agents make consumption and investment decisions based on public prices and on individual private signals. We derive in... [ view full abstract ]


  1. Luca Bernardinelli (Dublin City University)
  2. Paolo Guasoni (Dublin City University)
  3. Eberhard Mayerhofer (University of Limerick)

Topic Areas

Equilibrium Models , Information Models , Optimal Control


FR-A-SW » Information Models (10:00 - Friday, 20th July, Swift)

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