Market equilibrium with heterogeneous recursive-utility-maximizing agents
type: Item
instance of: scholarly article
title: Market equilibrium with heterogeneous recursive-utility-maximizing agents
zbMATH Open document ID: 0808.90026
DOI: 10.1007/BF01212916
author: Chenghu Ma
published in: Economic Theory
publication date: 1995-03-15T00:00:00Z
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 695668
zbMATH Keywords: existence and uniqueness
zbMATH Keywords: intertemporal utility
zbMATH Keywords: portfolio choice
MaRDI profile type: Publication
cites work: New techniques for the study of stochastic equilibrium processes
cites work: A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
cites work: Axiomatic utility theories with the betweenness property
cites work: An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
cites work: Stochastic equilibria with incomplete financial markets
cites work: Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
cites work: Asset Prices in an Exchange Economy
cites work: Convex Programming and Duality in Normed Space
cites work: Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
cites work: Q4002751
cites work: Stationary Recursive Utility and Dynamic Programming under the Assumption of Biconvergence
full work available at URL: https://doi.org/10.1007/bf01212916
OpenAlex ID: W4233728411
Recommended article: RECURSIVE EQUILIBRIA IN ECONOMIES WITH INCOMPLETE MARKETS
Recommended article: Block-recursive equilibria in heterogeneous-agent models
Recommended article: Recursive equilibrium in stochastic OLG economies: Incomplete markets
Recommended article: Balanced-growth-consistent recursive utility and heterogeneous agents
Recommended article: Q3979165
Recommended article: Financial markets equilibrium with heterogeneous agents
Recommended article: Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
Recommended article: Equilibrium in incomplete markets revisited
Recommended article: Q3973611
Recommended article: Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
description: scientific article; zbMATH DE number 695668