Financial bubbles existence in the Cantor-Lippman model for continuous time

DOI10.1134/S1995080218070181MaRDI QIDQ1992092zbMATH OpenOpenAlexFDO

Authors M. P. Vashchenko, Alexander A. Shananin, Shuhua Zhang

Publication date 2 November 2018

Published in Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s1995080218070181

zbMATH Keywords

asymptotic propertiesfinancial bubblesinvestment projectsoptimization problemsyield

Mathematics Subject Classification ID

Economic growth models (91B62) Portfolio theory (91G10)

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Cites work

• Arbitrage and Growth Rate for Riskless Investments in a Stationary Economy
• Growth rate, internal rates of return and turnpikes in an investment model
• Investment and Arbitrage Opportunities with Short Sales Constraints
• Investment Selection with Imperfect Capital Markets
• On the Theory of Interest
• Optimal Investment Selection with a Multitude of Projects

Cited in

(6)

• Mathematical modeling of investments in an imperfect capital market
• A model of investment behavior of enterprise owner in an imperfect capital market
• On the Robustness of Bubbles in Linear RE Models
• Estimation of the yield of a pool of investment projects using a continuous-time optimal investment model
• A simple mechanism for financial bubbles: time-varying momentum horizon
• Analysis of mechanisms of production investment stimulation in an imperfect capital market based on a mathematical model

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