Portfolio constraints, differences in beliefs and bubbles
DOI10.1016/J.JMATECO.2015.10.001zbMATH Open1368.91146OpenAlexW3122686756MaRDI QIDQ898701FDOQ898701
Authors: Florin Bidian 
Publication date: 18 December 2015
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2015.10.001
Recommendations
rational bubblesasymmetric informationheterogeneous beliefsportfolio constraintsspeculative bubblesresale option
Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Economic growth models (91B62)
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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
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