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The Identification of Preferences from Equilibrium Prices under Uncertainty

Felix Kübler 1 Pierre-Andre Chiappori 2 Ivar Ekeland 3, 4 Heracles M. Polemarchakis 5, 6 
1 Department of Economics [Stanford]
2 Department of Economics
3 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision
4 Institut of Finance
5 CORE - Center of Operation Research and Econometrics [Louvain]
6 Department of Economics
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.
Mots-clés : equilibrium uncertainty identification. identification
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https://hal-hec.archives-ouvertes.fr/hal-00598231
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Sunday, June 5, 2011 - 2:26:23 PM
Last modification on : Saturday, June 25, 2022 - 10:52:20 AM

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  • HAL Id : hal-00598231, version 1

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Felix Kübler, Pierre-Andre Chiappori, Ivar Ekeland, Heracles M. Polemarchakis. The Identification of Preferences from Equilibrium Prices under Uncertainty. 2000. ⟨hal-00598231⟩

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