On aggregation and representative agent equilibria
DOI10.1016/J.JMATECO.2017.11.006zbMATH Open1406.91254OpenAlexW3122963343MaRDI QIDQ684175FDOQ684175
Authors: Martin Larsson, Robert A. Jarrow 
Publication date: 9 February 2018
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2017.11.006
Recommendations
Special types of economic equilibria (91B52) Special types of economic markets (including Cournot, Bertrand) (91B54) Actuarial science and mathematical finance (91G99) Trade models (91B60) Heterogeneous agent models (91B69)
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Cited In (17)
- Macro foundations of micro-economics
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- The stochastic field of aggregate utilities and its saddle conjugate
- Asset market equilibrium with liquidity risk
- Aggregation of heterogeneous beliefs
- Behavioral biases and the representative agent
- Concavity, stochastic utility, and risk aversion
- Aggregation under homogeneous ambiguity: a two-fund separation result
- Belief aggregation for representative agent models
- A representative individual from Arrovian aggregation of parametric individual utilities
- A CAPM with trading constraints and price bubbles
- Informational efficiency with trading constraints: a characterization
- Noisy trading in the large market limit
- Necessary and sufficient conditions for representative individual existence in a Ramsey-type model
- Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
- Discounting and the representative median agent
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