Belief aggregation for representative agent models

DOI10.1111/IJET.12345MaRDI QIDQ6053618zbMATH OpenFDO

Authors Alexander Zimper

Publication date 23 October 2023

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

Full work available at URL https://doi.org/10.1111/IJET.12345

zbMATH Keywords

Arrow-Debreu economyheterogeneous beliefsrepresentative agent

Mathematics Subject Classification ID

Utility theory (91B16) Heterogeneous agent models (91B69)

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Cites work

• Asset Prices in an Exchange Economy
• Community Preference Fields
• Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
• Effects of financial innovations on market volatility when beliefs are heterogeneous
• Heterogeneous beliefs, risk and learning in a simple asset pricing model
• scientific article; zbMATH DE number 1869272 (Why is no real title available?)
• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• Intertemporal asset pricing with heterogeneous beliefs
• Microeconomic theory
• Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
• Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes
• WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY
• When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?

Cited in

(2)

• Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes
• Ambiguity-averse aggregation under heterogeneous beliefs

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