General equilibrium, wariness and efficient bubbles
From MaRDI portal
Publication:548230
DOI10.1016/j.jet.2011.01.005zbMath1247.91100OpenAlexW1981023809MaRDI QIDQ548230
Rodrigo Novinski, Mario Rui Pascoa, Aloisio Pessoa de Araujo
Publication date: 28 June 2011
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2011.01.005
Related Items (14)
Existence of Walrasian equilibria with discontinuous, non-ordered, interdependent and price-dependent preferences ⋮ Real indeterminacy and dynamics of asset price bubbles in general equilibrium ⋮ Pareto optimality and existence of quasi-equilibrium in exchange economies with an indefinite future ⋮ A topological approach to delay aversion ⋮ Rational asset pricing bubbles and debt constraints ⋮ Hyperopic topologies on \(l^{\infty}\) ⋮ Choquet expected discounted utility ⋮ Recourse loans and Ponzi schemes ⋮ Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints ⋮ Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents ⋮ General equilibrium, preferences and financial institutions after the crisis ⋮ Introduction to incompleteness and uncertainty in economics ⋮ Endogenous discounting, wariness, and efficient capital taxation ⋮ Crashing of efficient stochastic bubbles
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Injecting rational bubbles
- Maxmin expected utility with non-unique prior
- An axiomatic approach to complete patience and time invariance
- Expected utility theory without the completeness axiom.
- Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
- Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
- Uncertainty, risk-neutral measures and security price booms and crashes
- Asset price bubbles in Arrow-Debreu and sequential equilibrium
- A Difficulty with the Optimum Quantity of Money
- Lack of Pareto Optimal Allocations in Economies with Infinitely Many Commodities: The Need for Impatience
- Subjective Probability and Expected Utility without Additivity
- Myopic Economic Agents
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
- Bubbles and Charges
- A Note on Price Systems in Infinite Dimensional Space
- Expectation and Variation in Multi-Period Decisions
- Rational Asset Pricing Bubbles
- Arbitrage, Bubbles, and Valuation
- On Qualitative Probability $/sigma$-Algebras
- Robustness
- Efficiency Prices in Infinite Dimensional Spaces: A Synthesis
- Asset Bubbles and Overlapping Generations
This page was built for publication: General equilibrium, wariness and efficient bubbles