If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets
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Publication:3418478
DOI10.1111/J.1468-0262.2006.00691.XzbMATH Open1151.91639OpenAlexW3122682328MaRDI QIDQ3418478FDOQ3418478
Authors: Lawrence E. Blume, David A. Easley 
Publication date: 5 February 2007
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d13/d1319.pdf
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Macroeconomic theory (monetary models, models of taxation) (91B64) Auctions, bargaining, bidding and selling, and other market models (91B26) Consumer behavior, demand theory (91B42) Trade models (91B60)
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- SURVIVAL INVESTMENT STRATEGIES IN A CONTINUOUS-TIME MARKET MODEL WITH COMPETITION
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- Market selection in large economies: A matter of luck
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- Long-run heterogeneity in an exchange economy with fixed-mix traders
- Market selection with an endogenous state
- The evolution of portfolio rules and the capital asset pricing model
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- The ecological rationality of decision criteria
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- Evolutionary game theory: a renaissance
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- Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes
- Lipschitz recursive equilibrium with a minimal state space and heterogeneous agents
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