Rational asset pricing bubbles and portfolio constraints (Q694734): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Multiplicity in general financial equilibrium with portfolio constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounded Rationality and Asset Pricing with Intermediate Consumption* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3150773 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On trees and logs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption and equilibrium prices with portfolio constraints and stochastic income / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Dynamic Trading Strategies with Risk Limits / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex duality in constrained portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794153 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5827353 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal arbitrage / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diversity and relative arbitrage in equity markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2753173 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Endogenous Completeness of Diffusion Driven Equilibrium Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rational equilibrium asset-pricing bubbles in continuous trading models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Role of Portfolio Constraints in the International Propagation of Shocks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4435813 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rational Asset Pricing Bubbles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Complications with stochastic volatility models / rank
 
Normal rank

Latest revision as of 23:22, 5 July 2024

scientific article
Language Label Description Also known as
English
Rational asset pricing bubbles and portfolio constraints
scientific article

    Statements

    Rational asset pricing bubbles and portfolio constraints (English)
    0 references
    0 references
    13 December 2012
    0 references
    rational bubbles
    0 references
    portfolio constraints
    0 references
    general equilibrium
    0 references
    limited participation
    0 references
    real indeterminacy
    0 references

    Identifiers