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The Identification of Preferences from Equilibrium Prices under Uncertainty

Felix Kubler, Pierre-Andre Chiappori, Ivar Ekeland and Heracles M. Polemarchakis
Additional contact information
Pierre-Andre Chiappori: Department of Economics - University of Chicago
Ivar Ekeland: CEREMADE - CEntre de REcherches en MAthématiques de la DEcision - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique, Institut of Finance - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres
Heracles M. Polemarchakis: CORE - Center of Operation Research and Econometrics [Louvain] - UCL - Université Catholique de Louvain = Catholic University of Louvain, Department of Economics - Brown University

Working Papers from HAL

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; uncertainty; identification.; identification (search for similar items in EconPapers)
Date: 2000-02-26
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Citations: View citations in EconPapers (4)

Published in 2000

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Journal Article: The Identification of Preferences from Equilibrium Prices under Uncertainty (2002) Downloads
Working Paper: The identification of preferences from equilibrium prices under uncertainty (2000) Downloads
Working Paper: The identification of preferences from equilibrium prices under uncertainty (2000)
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