Pages that link to "Item:Q694734"
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The following pages link to Rational asset pricing bubbles and portfolio constraints (Q694734):
Displayed 19 items.
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Asset pricing in an imperfect world (Q683829) (← links)
- On aggregation and representative agent equilibria (Q684175) (← links)
- Asset price bubbles, market liquidity, and systemic risk (Q829205) (← links)
- Portfolio constraints, differences in beliefs and bubbles (Q898701) (← links)
- On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
- An example of a stochastic equilibrium with incomplete markets (Q1761437) (← links)
- Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
- A note on effects of rational bubble on portfolios (Q2148163) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
- Filtration shrinkage, strict local martingales and the Föllmer measure (Q2511563) (← links)
- Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles (Q2633454) (← links)
- Price impact in Nash equilibria (Q2697496) (← links)
- Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences (Q2800369) (← links)
- The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
- Informational Efficiency under Short Sale Constraints (Q3195107) (← links)
- A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES (Q4602496) (← links)
- Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
- Trading Constraints in Continuous-Time Kyle Models (Q6100505) (← links)