Approximation aggregation under uncertainty

DOI10.1016/0022-0531(86)90114-6zbMath0604.90021OpenAlexW1966573545MaRDI QIDQ1083353

Paul Zipkin, Lawrence Pohlman, Larry Selden, Herakles M. Polemarchakis

Publication date: 1986

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(86)90114-6

zbMATH Keywords

asset pricingvon Neumann-Morgenstern approximate aggregator

Mathematics Subject Classification ID

Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Individual preferences (91B08)

Related Items

GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES

Cites Work

• Unnamed Item
• Aggregation and pairwise aggregation of demand when the distribution of income is fixed
• On social welfare functions and the aggregation of preferences
• Excess demand functions
• Homotheticity and the Aggregation of Consumer Demands
• Consumer Preferences, Linear Demand Functions and Aggregation in Competitive Asset Markets
• On the Disaggregation of Excess Demand Functions
• Exact and Approximate Cost Functions for Product Aggregates
• On the "Law of Demand"
• Risk Aversion in the Small and in the Large
• Homogeneous Von Neumann-Morgenstern Utility Functions
• The Structure of Utility Functions
• Market Excess Demand Functions
• Community Preference Fields