Cited in
(19)- Quasi equilibria for growth economies
- Bubbles and constraints on debt accumulation
- Arbitrage, martingales and bubbles
- Rational equilibrium asset-pricing bubbles in continuous trading models
- A topological approach to delay aversion
- Hyperopic topologies on \(l^{\infty}\)
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- General equilibrium, preferences and financial institutions after the crisis
- A mathematical theory of financial bubbles
- Intertemporal equilibrium with financial asset and physical capital
- Asset price bubbles in incomplete markets
- Coherent risk measures in general economic models and price bubbles
- Rational asset pricing bubbles and debt constraints
- General equilibrium, wariness and efficient bubbles
- On fragility of bubbles in equilibrium asset pricing models of Lucas-type
- Asset pricing in an imperfect world
- Market viability via absence of arbitrage of the first kind
- Dancing to the wrong tune: how rational myopia, belief heterogeneity, and adjustment costs shape financial bubbles
- Charges as equilibrium prices and asset bubbles
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