The identification of beliefs from asset demand
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- Felix Kübler & Herakles Polemarchakis, 2017. "The Identification of Beliefs From Asset Demand," Econometrica, Econometric Society, vol. 85, pages 1219-1238, July.
- Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," The Warwick Economics Research Paper Series (TWERPS) 1087, University of Warwick, Department of Economics.
- Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," Economic Research Papers 270007, University of Warwick - Department of Economics.
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- Gorno, Leandro, 2019. "Revealed preference and identification," Journal of Economic Theory, Elsevier, vol. 183(C), pages 698-739.
- Kubler, Felix & Selden, Larry & Wei, Xiao, 2020. "Incomplete market demand tests for Kreps-Porteus-Selden preferences," Journal of Economic Theory, Elsevier, vol. 185(C).
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More about this item
Keywords
asset prices ; beliefs ; attitudes towards risk JEL Classification Numbers: D80 ; G10;All these keywords.
JEL classification:
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-UPT-2015-12-08 (Utility Models and Prospect Theory)
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