Aggregation of heterogeneous beliefs

DOI10.1016/J.JMATECO.2006.02.001MaRDI QIDQ855372zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

heterogeneous beliefsconsensus beliefaggregation of beliefrepresentative agents

Mathematics Subject Classification ID

Group preferences (91B10)

Recommendations

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Cites work

• scientific article; zbMATH DE number 41105 (Why is no real title available?)
• Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
• Effects of financial innovations on market volatility when beliefs are heterogeneous

Cited in

(16)

• Group Belief
• On aggregation and representative agent equilibria
• Iterative social consolidations: Forming beliefs from many-valued evidence and peers’ opinions
• Heterogeneous beliefs and asset pricing in discrete time: an analysis of pessimism and doubt
• Aggregation of opinions and risk measures
• Optimal capital structure, ambiguity aversion, and leverage puzzles
• Behavioral biases and the representative agent
• Belief aggregation for representative agent models
• Whom should we believe? aggregation of heterogeneous beliefs
• Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
• Ambiguity-averse aggregation under heterogeneous beliefs
• The (non-)equivalence of dividends and share buybacks
• The joint aggregation of beliefs and degrees of belief
• Prediction market prices under risk aversion and heterogeneous beliefs
• scientific article; zbMATH DE number 2000821 (Why is no real title available?)
• General properties of isoelastic utility economies

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