We study a noisy rational expectations equilibrium in a multi-asset economy populated by
informed and uninformed investors and noise traders. The assets can include state …

We study a financial market with asymmetric, multidimensional trader signals that have
general correlation structure. Each of a continuum of traders belongs to one of finitely many …

We consider a noisy rational expectations equilibrium in a multi-asset economy populated
by informed and uninformed investors, and noise traders. Informed investors privately …

We study a noisy general rational expectations equilibrium in an economy with big trading
data, populated by asymmetrically informed logarithmic investors. We show that the …

We introduce a novel method of proving existence of rational expectations equilibria (REE)
in multi-dimensional CARA-Gaussian environments. Our approach is to construct a mapping …

This paper gives a new approach to show the existence and regularity of linear equilibrium
established by Louⓡ al.(2019) for a noisy rational expectations economy. Different from the …