General equilibrium, wariness and efficient bubbles
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Cites work
- A Difficulty with the Optimum Quantity of Money
- A Note on Price Systems in Infinite Dimensional Space
- An axiomatic approach to complete patience and time invariance
- Arbitrage, Bubbles, and Valuation
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- Asset price bubbles in Arrow-Debreu and sequential equilibrium
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- Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
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- Maxmin expected utility with non-unique prior
- Myopic Economic Agents
- On Qualitative Probability $/sigma$-Algebras
- Rational Asset Pricing Bubbles
- Robustness
- Subjective Probability and Expected Utility without Additivity
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
- Uncertainty, risk-neutral measures and security price booms and crashes
Cited in
(16)- Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion
- A topological approach to delay aversion
- Hyperopic topologies on \(l^{\infty}\)
- Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints
- Real indeterminacy and dynamics of asset price bubbles in general equilibrium
- Recourse loans and Ponzi schemes
- General equilibrium, preferences and financial institutions after the crisis
- Endogenous discounting, wariness, and efficient capital taxation
- Crashing of efficient stochastic bubbles
- Existence of Walrasian equilibria with discontinuous, non-ordered, interdependent and price-dependent preferences
- Pareto optimality and existence of quasi-equilibrium in exchange economies with an indefinite future
- Rational asset pricing bubbles and debt constraints
- Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
- Introduction to incompleteness and uncertainty in economics
- Choquet expected discounted utility
- Effects of wariness on economic growth in overlapping generations models
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