On the dynamics of stock price bubbles: comments on a model by Miao and Wang

DOI10.1007/S10100-019-00650-ZMaRDI QIDQ2172991zbMATH OpenOpenAlexWikidataFDO

Authors Gerhard Sorger

Publication date 22 April 2020

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10100-019-00650-z

zbMATH Keywords

risk aversionlocal stability analysisstock price bubbles

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Recommendations

• Rational asset pricing bubbles and portfolio constraints
• Rational asset pricing bubbles and debt constraints
• Relative asset price bubbles
• Long-lived collateralized assets and bubbles

Cites work

• Asset Bubbles and Overlapping Generations
• On the Routh-Hurwitz Problem
• Sectoral bubbles, misallocation, and endogenous growth

Cited in

(2)

• scientific article; zbMATH DE number 5249361 (Why is no real title available?)
• CEJOR special issue: dynamic optimization in management and economics

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