Belief aggregation for representative agent models

DOI10.1111/IJET.12345zbMath1530.91187MaRDI QIDQ6053618

Alexander Zimper

Publication date: 23 October 2023

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

zbMATH Keywords

heterogeneous beliefsrepresentative agentArrow-Debreu economy

Mathematics Subject Classification ID

Utility theory (91B16) Heterogeneous agent models (91B69)

Related Items (1)

Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
• Effects of financial innovations on market volatility when beliefs are heterogeneous
• Intertemporal asset pricing with heterogeneous beliefs
• Heterogeneous beliefs, risk and learning in a simple asset pricing model
• WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY
• Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
• Asset Prices in an Exchange Economy
• Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
• Community Preference Fields
• Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes

This page was built for publication: Belief aggregation for representative agent models