Arrow-Debreu equilibria with asymptotically heterogeneous expectations exist

DOI10.1007/S00199-002-0264-0MaRDI QIDQ1404161zbMATH OpenOpenAlexFDO

Authors Frank Riedel

Publication date 20 August 2003

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL http://edoc.hu-berlin.de/18452/4192

zbMATH Keywords

Arrow-Debreu equilibriumHeterogeneous expectations

Mathematics Subject Classification ID

Special types of economic equilibria (91B52)

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Cited in

(9)

• On the existence of a beliefs social equilibrium
• Long-run heterogeneity in an exchange economy with fixed-mix traders
• On equilibria when agents have multiple priors
• Ambiguity aversion in the long run: ``to disagree, we must also agree
• Existence and uniqueness of Arrow-Debreu equilibria with consumptions in \(\mathbf{L}^0_+\)
• Settling the Complexity of Arrow-Debreu Equilibria in Markets with Additively Separable Utilities
• Arrow-Debreu equilibria for rank-dependent utilities with heterogeneous probability weighting
• Arrow-Debreu equilibria for rank-dependent utilities
• Complete markets with bankruptcy risk and pecuniary default punishments

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