Approximation aggregation under uncertainty

DOI10.1016/0022-0531(86)90114-6MaRDI QIDQ1083353zbMATH OpenOpenAlexFDO

Authors Herakles M. Polemarchakis, Larry Selden, Paul Zipkin, Lawrence Pohlman

Publication date 1986

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

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/0022-0531(86)90114-6

zbMATH Keywords

asset pricingvon Neumann-Morgenstern approximate aggregator

Mathematics Subject Classification ID

Individual preferences (91B08) Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24)

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Cites work

• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• Aggregation and pairwise aggregation of demand when the distribution of income is fixed
• Community Preference Fields
• Consumer Preferences, Linear Demand Functions and Aggregation in Competitive Asset Markets
• Exact and Approximate Cost Functions for Product Aggregates
• Excess demand functions
• Homogeneous Von Neumann-Morgenstern Utility Functions
• Homotheticity and the Aggregation of Consumer Demands
• Market Excess Demand Functions
• On social welfare functions and the aggregation of preferences
• On the "Law of Demand"
• On the Disaggregation of Excess Demand Functions
• Risk Aversion in the Small and in the Large
• The Structure of Utility Functions

Cited in

(11)

• On aggregation and representative agent equilibria
• Approximate aggregation of excess demand functions
• On \(\beta\)-precision aggregation.
• Aggregation of heterogeneous beliefs
• Aggregation under homogeneous ambiguity: a two-fund separation result
• Belief aggregation for representative agent models
• A model of state aggregation
• Choice under aggregate uncertainty
• scientific article; zbMATH DE number 1164005 (Why is no real title available?)
• General properties of isoelastic utility economies
• Aggregating estimates by convex optimization

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