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Uncertainty aversion and heterogeneous beliefs in linear models

Author

Listed:
  • Pavel Krivenko

    (Stanford)

  • Martin Schneider

    (Stanford University)

  • Cosmin Ilut

    (Duke University)

Abstract

In this paper we study models with heterogeneous ambiguity averse agents.

Suggested Citation

  • Pavel Krivenko & Martin Schneider & Cosmin Ilut, 2015. "Uncertainty aversion and heterogeneous beliefs in linear models," 2015 Meeting Papers 1407, Society for Economic Dynamics.
    • Handle: RePEc:red:sed015:1407
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    Cited by:

    1. Krivenko, Pavel, 2023. "Asset prices in a labor search model with confidence shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).

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