---
title: Incomplete Equilibrium Model for Bond Investments
url: https://www.ml-quant.com/papers/ssrn/4887743/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4887743
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4887743
featured: 2024-07-10
citations: unknown
topic: Macro-Finance & Rates
---


# Incomplete Equilibrium Model for Bond Investments

The paper presents a multiagent equilibrium model with discrete cash flow in an incomplete market, deriving the equilibrium interest rate and market price of risk for government bonds.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4887743
- Identifier: SSRN 4887743
- Released: 2024-07-07
- First featured: Quant Letter No. 56 (2024-07-10): https://www.ml-quant.com/issues/2024-07-10/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates

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