Aggregation of heterogeneous beliefs

DOI10.1016/J.JMATECO.2006.02.001zbMATH Open1142.91529OpenAlexW2168338641MaRDI QIDQ855372FDOQ855372

Elyès Jouini, Clotilde Napp

Publication date: 7 December 2006

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2006.02.001

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zbMATH Keywords

heterogeneous beliefsconsensus beliefaggregation of beliefrepresentative agents

Mathematics Subject Classification ID

Group preferences (91B10)

Cites Work

• Title not available (Why is that?)
• Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
• Effects of financial innovations on market volatility when beliefs are heterogeneous

Cited In (9)

• Group Belief
• Iterative social consolidations: Forming beliefs from many-valued evidence and peers’ opinions
• Aggregation of opinions and risk measures
• Optimal capital structure, ambiguity aversion, and leverage puzzles
• Whom should we believe? aggregation of heterogeneous beliefs
• GENERAL PROPERTIES OF ISOELASTIC UTILITY ECONOMIES
• The joint aggregation of beliefs and degrees of belief
• Prediction market prices under risk aversion and heterogeneous beliefs
• Title not available (Why is that?)

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