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Contribution Details
Type | Conference Presentation |
Scope | Discipline-based scholarship |
Title | The Identification of Beliefs from Asset Demand |
Organization Unit | |
Authors |
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Presentation Type | paper |
Item Subtype | Original Work |
Refereed | Yes |
Status | Published in final form |
Language |
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Event Title | 2016 NSF/NBER/CEME Mathematical Economics Conference |
Event Type | conference |
Event Location | Johns Hopkings University, Baltimore US |
Event Start Date | October 29 - 2016 |
Event End Date | October 30 - 2016 |
Abstract Text | The demand for assets as prices and initial wealth vary identies beliefs and attitudes towards risk. We derive conditions that guarantee identication with no knowledge either of the cardinal utility index (attitudes towards risk) or of the distribution of future endowments or payos of assets; the argument applies even if the asset market is incomplete and demand is observed only locally. |
Official URL | http://www.econ2.jhu.edu/conferences/mathecon2016/conf_program.pdf |
PDF File | Download |
Export | BibTeX |