Pages that link to "Item:Q5956280"
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The following pages link to On fragility of bubbles in equilibrium asset pricing models of Lucas-type (Q5956280):
Displaying 15 items.
- Semilattices, canonical embeddings and representing measures (Q777918) (← links)
- Asset market equilibrium: A simulation (Q834302) (← links)
- Differentiability of the value function without interiority assumptions (Q840678) (← links)
- Portfolio constraints, differences in beliefs and bubbles (Q898701) (← links)
- Charges as equilibrium prices and asset bubbles (Q911437) (← links)
- Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903) (← links)
- A simple optimality-based no-bubble theorem for deterministic sequential economies with strictly monotone preferences (Q1650269) (← links)
- On trees and logs (Q1877165) (← links)
- Stability of equilibrium asset pricing models: a necessary and sufficient condition (Q2025023) (← links)
- Stationary bubble equilibria in rational expectation models (Q2227066) (← links)
- Asset bubbles and efficiency in a generalized two-sector model (Q2409716) (← links)
- Arbitrage Theory with State-Price Deflators (Q2854347) (← links)
- A note on almost sure uniform and complete convergences of a sequence of random variables (Q3017917) (← links)
- On the Robustness of Bubbles in Linear RE Models (Q3988464) (← links)
- Bubble economics (Q6121888) (← links)