Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

The aim of this paper is to describe globally the behavior and preferences of heterogeneous agents. Our starting point is the aggregate wealth of a given economy, with a given repartition of the wealth among investors, which is not necessarily Pareto optimal. We propose a construction of an aggregate forward utility, market consistent, that aggregates the marginal utility of the heterogeneous agents. This construction is based on the aggregation of the pricing kernels of each investor. As an application we analyze the impact of the heterogeneity and of the wealth market on the yield curve.

Original languageEnglish
Title of host publicationFrontiers in Stochastic Analysis - BSDEs, SPDEs and their Applications - Selected, Revised and Extended Contributions
EditorsSamuel N. Cohen, István Gyöngy, Gon?alo dos Reis, David Siska, Lukasz Szpruch
PublisherSpringer New York LLC
Pages169-199
Number of pages31
ISBN (Print)9783030222840
DOIs
Publication statusPublished - 1 Jan 2019
Externally publishedYes
EventInternational Workshop on BSDEs, SPDEs and their Applications, BSDE-SPDE 2017 - Edinburgh, United Kingdom
Duration: 3 Jul 20177 Jul 2017

Publication series

NameSpringer Proceedings in Mathematics and Statistics
Volume289
ISSN (Print)2194-1009
ISSN (Electronic)2194-1017

Conference

ConferenceInternational Workshop on BSDEs, SPDEs and their Applications, BSDE-SPDE 2017
Country/TerritoryUnited Kingdom
CityEdinburgh
Period3/07/177/07/17

Keywords

  • Heterogeneous preferences
  • Market-consistent progressive utility
  • Utility aggregation
  • Yield curve

Fingerprint

Dive into the research topics of 'Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling'. Together they form a unique fingerprint.

Cite this