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Contribution Details

Type Conference Presentation
Scope Discipline-based scholarship
Title The identification of beliefs from asset demand
Organization Unit
Authors
  • Felix Kübler
  • Herakles Polemarchakis
Presentation Type paper
Item Subtype Original Work
Refereed Yes
Status Published electronically before print/final form (Epub ahead of print)
Language
  • English
Event Title International Conference on Microeconomic Theory
Event Type conference
Event Location School of Economics, Peking University
Event Start Date June 25 - 2016
Event End Date June 26 - 2016
Abstract Text The demand for assets as prices and initial wealth vary identi es beliefs and attitudes towards risk. We derive conditions that guarantee identi cation with no knowledge either of the cardinal utility index (attitudes towards risk) or of the distribution of future endowments or payo s of assets; the argument applies even if the asset market is incomplete and demand is observed only locally
Official URL http://econ.pku.edu.cn/EN/displaynews.php?id=101138
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