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Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish

  • Published:2017-05 Issue: Volume:78 Page:190-205
  • ISSN:0165-1889
  • Container-title:Journal of Economic Dynamics and Control
  • language:en
  • Short-container-title:Journal of Economic Dynamics and Control

Author:

Massari FilippoORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference26 articles.

1. Evolution and market behavior;Blume;J. Econ. Theory,1992

2. Economic natural selection;Blume;Econ. Lett.,1993

3. If you’re so smart, why aren’t you rich? Belief selection in complete and incomplete markets;Blume;Econometrica,2006

4. The market organism: long-run survival in markets with heterogeneous traders;Blume;J. Econ. Dyn. Control,2009

5. Borovička, J., 2017. Survival and long-run dynamics with heterogeneous beliefs under recursive preferences. SSRN 2023501.

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