On aggregation and representative agent equilibria

DOI10.1016/J.JMATECO.2017.11.006zbMath1406.91254OpenAlexW3122963343MaRDI QIDQ684175

Martin Larsson, Robert A. Jarrow

Publication date: 9 February 2018

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

Full work available at URL: https://doi.org/10.1016/j.jmateco.2017.11.006

zbMATH Keywords

aggregationRadner equilibriumrepresentative agent

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Trade models (91B60) Special types of economic markets (including Cournot, Bertrand) (91B54) Heterogeneous agent models (91B69) Actuarial science and mathematical finance (91G99)

Related Items (5)

Asset market equilibrium with liquidity risk ⋮ A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES ⋮ Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield ⋮ Informational Efficiency with Trading Constraints: A Characterization ⋮ Concavity, stochastic utility, and risk aversion

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