Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims

Georgy Chabakauri, Kathy Yuan, Konstantinos E Zachariadis (2022). Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims. The Review of Economic Studies. 89 (5), 2445–2490.

doi: 10.1093/restud/rdab081