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Contribution Details

Type Journal Article
Scope Discipline-based scholarship
Title The Identification of Beliefs from Asset Demand
Organization Unit
Authors
  • Felix Kübler
  • Herakles Polemarchakis
Item Subtype Original Work
Refereed Yes
Status Published electronically before print/final form (Epub ahead of print)
Language
  • English
Journal Title Econometrica
Geographical Reach international
Volume forthcoming
Page Range -
Date 2017
Abstract Text The demand for assets as prices and initial wealth vary identifies beliefs and attitudes towards risk. We derive conditions that guarantee identification with no knowledge either of the cardinal utility index or of the distribution of future endowments or payoffs of assets; the argument applies even if the asset market is incomplete and demand is observed only locally.
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