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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 in final form
Language
  • English
Journal Title Econometrica
Geographical Reach international
Volume 85
Number 4
Page Range 1219 - 1238
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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Digital Object Identifier 10.3982/ECTA13880
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