Rational beliefs and endogenous uncertainty
From MaRDI portal
Publication:2564217
DOI10.1007/BF01213502zbMath0859.90006MaRDI QIDQ2564217
Publication date: 26 January 1997
Published in: Economic Theory (Search for Journal in Brave)
Related Items
Managerial manipulation, corporate governance, and limited market participation ⋮ Distributionally robust optimization with decision dependent ambiguity sets ⋮ Determinants of stock market volatility and risk premia ⋮ The role of expectations in economic fluctuations and the efficacy of monetary policy ⋮ The diversity of forecasts from macroeconomic models of the US economy ⋮ On attitude polarization under Bayesian learning with non-additive beliefs
Cites Work
- Unnamed Item
- Predictive behavior: An experimental study
- Intertemporal asset pricing with heterogeneous beliefs
- On rational belief equilibria
- On the structure and diversity of rational beliefs
- Heterogeneous beliefs, wealth accumulation, and asset price dynamics
- Rational belief structures and rational belief equilibria
- Construction of a state space for interrelated securities with an application to temporary equilibrium theory
- Endogenous uncertainty in a general equilibrium model with price contingent contracts
- Coordination and correlation in Markov rational belief equilibria
- Ergodic properties of conditional forecast functions of stable systems
- On some topological properties of stable measures
- Correlated Equilibrium as an Expression of Bayesian Rationality
- Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
- Efficiency and Speculation in a Model with Price-Contingent Contracts
- Trade with Heterogeneous Prior Beliefs and Asymmetric Information
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Existence of an Equilibrium for a Competitive Economy
