SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Incomplete risk sharing arrangements and the value of information
8 references·4 citing·46 second hop
Incomplete risk sharing arrangements and the value of information (2003)Incomplete risk sharing arrangements and …The Value of Information in Efficient Risk-Sharing Arrangements (2001)The Value of Information in E…The value of information: The case of signal-dependent opportunity sets (1997)The value of information: The…Disentangling the Coefficient of Relative Risk Aversion from the Elasticity of Intertemporal Substitution: An Irrelevance Result (1990)Disentangling the Coefficient…Pareto Inferior Trade (1984)Pareto Inferior TradeValue of Information with Sequential Futures Markets (1981)Value of Information with Seq…Intertemporal Substitution in Consumption (1981)Intertemporal Substitution in…On the optimality of equilibrium when the market structure is incomplete (1975)On the optimality of equilibr…Le paradoxe de l’information (1960)Le paradoxe de l’informationPolicy Announcements and Welfare (2013)Policy Announcements and Welf…The competitive firm under price uncertainty: the role of information and hedging (2007)The competitive firm under pr…OPTIMAL EXPORT AND HEDGING DECISIONS WHEN FORWARD MARKETS ARE INCOMPLETE (2007)OPTIMAL EXPORT AND HEDGING DE…Adverse selection and the market for annuities (2007)Adverse selection and the mar…Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Intertemporal Asset Pricing Without Consumption Data (1992)Consumption Strikes Back? Measuring Long‐Run Risk (2008)MEASURING INTERTEMPORAL SUBSTITUTION: THE IMPORTANCE OF METHOD CHOICES AND SELECTIVE REPORTING (2015)Speculation and Equilibrium: Information, Risk, and Markets (1975)The Private and Social Value of Information and the Reward to Inventive Activity (1978)Bayesian Models in Economic Theory. (1985)The Determinants of Firms' Hedging Policies (1985)Managerial discretion and optimal financing policies (1990)Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry (1996)Options and Efficiency (1976)COMPETITIVE EQUILIBRIUM UNDER UNCERTAINTY11This research was supported in part by the Office of Naval Research under Contract ONR 222(77) with the University of California. Reproduction in whole or in part is permitted for any purpose of the United States Government. (1978)Sufficient and Necessary Conditions for Information to have Social Value in Pure Exchange (1982)The value of information in a simple duopoly model (1985)Increases in risk and in risk aversion (1974)A Theory of International Trade Under Uncertainty (1978)The theory of commodity price stabilization (1981)Volatility and Development (2007)Trade Openness and Volatility (2009)Artificial Intelligence and Its Implications for Income Distribution and Unemployment (2017)An Analysis of the Principal-Agent Problem (1983)An Analysis of the Principal-Agent Problem (1992)The Value of Information in Production Economies (2001)Increasing Risk and Increasing Informativeness: Equivalence Theorems (2006)What restrictions do Bayesian games impose on the value of information? (2006)The Role of Securities in the Optimal Allocation of Risk-bearing (1964)General competitive analysis (1971)The Role of Securities in the Optimal Allocation of Risk-bearing (1973)THE ROLE OF A STOCK MARKET IN A GENERAL EQUILIBRIUM MODEL WITH TECHNOLOGICAL UNCERTAINTY (1978)Commodity Trade and International Risk Sharing: How Much Do Financial Markets Matter? (1989)A Theory of Macroprudential Policies in the Presence of Nominal Rigidities (2016)Econometric policy evaluation: A critique (1976)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Economics and Consumer Behavior (1980)Whom or What Does the Representative Individual Represent? (1992)Why banks should keep secrets (2005)Modelling information and hedging: The exporting firm (2009)Endogenous Public Information and Welfare in Market Games (2017)Adverse selection with endogenous information in insurance markets (1996)On the Value of a Checkup: Adverse Selection, Moral Hazard and the Value of Information (1998)The Theory of Risk Classification (2013)
this work references cited by second hop

References

  • 1981Intertemporal Substitution in Consumption1,440 cited
  • 1975On the optimality of equilibrium when the market structure is incomplete746 cited
  • 1984Pareto Inferior Trade423 cited
  • 1990Disentangling the Coefficient of Relative Risk Aversion from the Elasticity of Intertemporal Substitution: An Irrelevance Result151 cited
  • 2001The Value of Information in Efficient Risk-Sharing Arrangements110 cited
  • 1981Value of Information with Sequential Futures Markets56 cited
  • 1997The value of information: The case of signal-dependent opportunity sets41 cited
  • 1960Le paradoxe de l’information29 cited

Cited by

  • 2007The competitive firm under price uncertainty: the role of information and hedging20 cited
  • 2007OPTIMAL EXPORT AND HEDGING DECISIONS WHEN FORWARD MARKETS ARE INCOMPLETE12 cited
  • 2007Adverse selection and the market for annuities11 cited
  • 2013Policy Announcements and Welfare8 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work