Whom should we believe? Aggregation of heterogeneous beliefs
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 35 (2007)
Issue (Month): 2 (October)
|Contact details of provider:|| Web page: http://www.springer.com|
|Order Information:||Web: http://www.springer.com/economics/economic+theory/journal/11166/PS2|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Miles S. Kimball, 1989.
"Precautionary Saving in the Small and in the Large,"
NBER Working Papers
2848, National Bureau of Economic Research, Inc.
- Kimball, Miles S, 1990. "Precautionary Saving in the Small and in the Large," Econometrica, Econometric Society, vol. 58(1), pages 53-73, January.
- Andrew B. Abel, 2001.
"An Exploration of the Effects of Pessimism and Doubt on Asset Returns,"
NBER Working Papers
8132, National Bureau of Economic Research, Inc.
- Abel, Andrew B., 2002. "An exploration of the effects of pessimism and doubt on asset returns," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1075-1092, July.
- Andrew B. Abel, 2001. "An exploration of the effects of pessimism and doubt on asset returns," Working Papers 01-1, Federal Reserve Bank of Philadelphia.
- Karni, E. & Schmeidler, D., 1991.
"On the Uniqueness of Subjective Probabilities,"
1-92, Tel Aviv - the Sackler Institute of Economic Studies.
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2005.
"On the impossibility of preference aggregation under uncertainty,"
Cahiers de la Maison des Sciences Economiques
v05012, Université Panthéon-Sorbonne (Paris 1).
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2005. "On the impossibility of preference aggregation under uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00193578, HAL.
- Mongin Philippe, 1995.
"Consistent Bayesian Aggregation,"
Journal of Economic Theory,
Elsevier, vol. 66(2), pages 313-351, August.
- Mongin, P., "undated". "Consistent Bayesian aggregation," CORE Discussion Papers RP 1176, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- MONGIN, Philippe, 1993. "Consistent Bayesian Aggregation," CORE Discussion Papers 1993019, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Lucas, Robert E, Jr, 1978. "Asset Prices in an Exchange Economy," Econometrica, Econometric Society, vol. 46(6), pages 1429-1445, November.
- Leland, Hayne E, 1980.
" Who Should Buy Portfolio Insurance?,"
Journal of Finance,
American Finance Association, vol. 35(2), pages 581-594, May.
- Elyès Jouini & Clotilde Napp, 2007.
"Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs,"
Review of Economic Studies,
Oxford University Press, vol. 74(4), pages 1149-1174.
- Elyès Jouini & Clotilde Napp, 2003. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Finance 0312001, EconWPA.
- Clotilde Napp & Elyès Jouini, 2007. "Consensus consumer and intertemporal asset pricing with heterogeneous beliefs," Post-Print halshs-00152348, HAL.
- Christian Gollier, 2003. "Collective Risk-Taking Decisions with Heterogeneous Beliefs," CESifo Working Paper Series 909, CESifo Group Munich.
- Gilboa, I. & Samet, D. & Schmeidler, D., 2001.
"Utilitarian Aggregation of Beliefs and Tastes,"
2001-17, Tel Aviv.
- Pok-sang Lam & Stephen G. Cecchetti & Nelson C. Mark, 2000.
"Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?,"
American Economic Review,
American Economic Association, vol. 90(4), pages 787-805, September.
- Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 1998. "Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good To Be True?," NBER Working Papers 6354, National Bureau of Economic Research, Inc.
- Rubinstein, Mark, 1974. "An aggregation theorem for securities markets," Journal of Financial Economics, Elsevier, vol. 1(3), pages 225-244, September.
- Hylland, Aanund & Zeckhauser, Richard J, 1979. "The Impossibility of Bayesian Group Decision Making with Separate Aggregation of Beliefs and Values," Econometrica, Econometric Society, vol. 47(6), pages 1321-1336, November.
- repec:hal:journl:halshs-00193578 is not listed on IDEAS
- Clotilde Napp & Elyès Jouini, 2006.
"Aggregation of Heterogeneous Beliefs,"
- Nau, Robert F, 1995. "Coherent Decision Analysis with Inseparable Probabilities and Utilities," Journal of Risk and Uncertainty, Springer, vol. 10(1), pages 71-91, January.
- Susan Athey, 2002.
"Monotone Comparative Statics under Uncertainty,"
The Quarterly Journal of Economics,
Oxford University Press, vol. 117(1), pages 187-223.
- Laurent Calvet & Jean-Michel Grandmont & Isabelle Lemaire, 2001. "Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets," Working Papers 2001-01, Centre de Recherche en Economie et Statistique.
- repec:dau:papers:123456789/78 is not listed on IDEAS
- repec:dau:papers:123456789/80 is not listed on IDEAS
- Christian Gollier, 2004. "The Economics of Risk and Time," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262572249.
- Constantinides, George M, 1982. "Intertemporal Asset Pricing with Heterogeneous Consumers and without Demand Aggregation," The Journal of Business, University of Chicago Press, vol. 55(2), pages 253-267, April.
- Gollier Christian, 1995. "The Comparative Statics of Changes in Risk Revisited," Journal of Economic Theory, Elsevier, vol. 66(2), pages 522-535, August.
- Karni, Edi, 1993. "A Definition of Subjective Probabilities with State-Dependent Preferences," Econometrica, Econometric Society, vol. 61(1), pages 187-198, January.
When requesting a correction, please mention this item's handle: RePEc:kap:jrisku:v:35:y:2007:i:2:p:107-127. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.