Rational asset pricing bubbles and portfolio constraints

DOI10.1016/j.jet.2012.05.003zbMath1258.91074OpenAlexW3121938912MaRDI QIDQ694734

Julien Hugonnier

Publication date: 13 December 2012

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2012.05.003

zbMATH Keywords

general equilibriumrational bubblesportfolio constraintsreal indeterminacylimited participation

Mathematics Subject Classification ID

Portfolio theory (91G10)

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