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Cited by 338

The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.

Asset Pricing in a Production Economy with Incomplete Information

DETEMPLE, JÉRÔME B.·1986·The Journal of Finance
DOI 10.1111/j.1540-6261.1986.tb05043.x
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Abstract

This paper analyzes an economy in which investors operate under partial information about technology‐relevant state variables. It is shown that for Gaussian information structures under incomplete observations, the consumer's problem can be transformed into an equivalent program with a completely observed state: the conditional expectation of the underlying unobservable state variables. A consequence of this transformation is that classic results in finance remain valid under an appropriate reinterpretation of the state variables.

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Metadata

Authors
DETEMPLE, J. B.
Venue
The Journal of Finance
Publisher
Wiley
Published
1986-06
Volume
41
Issue
2
Pages
383-391
ISSN
  • 0022-1082 (ISSN-L)
  • 1540-6261
DOI
10.1111/j.1540-6261.1986.tb05043.x
OpenAlex
W2006688167
Cited by
338
References
1
FWCI
6.06
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Asset Pricing in a Production Economy with Incomplete Information. https://app.cochat.ai/papers/10.1111/j.1540-6261.1986.tb05043.x
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DETEMPLE, J. B. (1986). Asset Pricing in a Production Economy with Incomplete Information. The Journal of Finance. https://doi.org/10.1111/j.1540-6261.1986.tb05043.x

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.