Portfolio constraints, differences in beliefs and bubbles
From MaRDI portal
(Redirected from Publication:898701)
Recommendations
Cites work
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 2130504 (Why is no real title available?)
- A Note on Farkas Lemmas over Cone Domains
- A robust model of bubbles with multidimensional uncertainty
- Assessing Dynamic Efficiency: Theory and Evidence
- Asset Bubbles and Overlapping Generations
- Asset price bubbles in Arrow-Debreu and sequential equilibrium
- Bubbles and Crashes
- Bubbles and Self-Enforcing Debt
- Bubbles and constraints on debt accumulation
- Bubbles and trading in incomplete markets
- Bubbly Liquidity
- Dept constraints and equilibrium in infinite horizon economies with incomplete markets
- Efficiency, Equilibrium, and Asset Pricing with Risk of Default
- Fiat money and the value of binding portfolio constraints
- Finite bubbles with short sale constraints and asymmetric information
- Infinite Horizon Incomplete Markets
- Injecting rational bubbles
- Introduction to economic theory of bubbles
- Long-lived collateralized assets and bubbles
- Martingale properties of self-enforcing debt
- On fragility of bubbles in equilibrium asset pricing models of Lucas-type
- On the Possibility of Speculation under Rational Expectations
- Rational Asset Pricing Bubbles
- Rational asset pricing bubbles and debt constraints
- Rational asset pricing bubbles and portfolio constraints
- Rational equilibrium asset-pricing bubbles in continuous trading models
- Robust bubbles with mild penalties for default
- Sectoral bubbles, misallocation, and endogenous growth
- Speculative Investor Behavior and Learning
- Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
- Two Consequences of the Transposition Theorem on Linear Inequalities
Cited in
(9)- Optimism, pessimism and financial bubbles
- Rational asset pricing bubbles and portfolio constraints
- Bubbles, crashes and risk
- Introduction to financial frictions and debt constraints
- Belief disagreements and collateral constraints
- Asset price bubbles from heterogeneous beliefs about~mean reversion rates
- Editorial: Introduction to international financial markets and banking systems crises
- Conditions for bubbles to arise under heterogeneous beliefs
- A note on effects of rational bubble on portfolios
This page was built for publication: Portfolio constraints, differences in beliefs and bubbles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q898701)
