Aggregation of heterogeneous beliefs

DOI10.1016/j.jmateco.2006.02.001zbMath1142.91529OpenAlexW2168338641MaRDI QIDQ855372

Elyès Jouini, Clotilde Napp

Publication date: 7 December 2006

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2006.02.001

zbMATH Keywords

heterogeneous beliefsconsensus beliefaggregation of beliefrepresentative agents

Mathematics Subject Classification ID

Related Items (4)

Prediction market prices under risk aversion and heterogeneous beliefs ⋮ Optimal capital structure, ambiguity aversion, and leverage puzzles ⋮ Whom should we believe? aggregation of heterogeneous beliefs ⋮ GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES

Cites Work

• Unnamed Item
• Effects of financial innovations on market volatility when beliefs are heterogeneous
• Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs

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