Pages that link to "Item:Q694734"

The following pages link to Rational asset pricing bubbles and portfolio constraints (Q694734):

Displaying 34 items.

• Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
• Bubbles and trading in incomplete markets (Q406277) (← links)
• Rational asset pricing bubbles and debt constraints (Q406279) (← links)
• On the positive fundamental value of money with short-sale constraints (Q665788) (← 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)
• Bubbles and constraints on debt accumulation (Q1196671) (← links)
• Robust asset prices with bubbles (Q1351247) (← links)
• Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903) (← links)
• On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
• The simplest rational greater-fool bubble model (Q1753680) (← links)
• An example of a stochastic equilibrium with incomplete markets (Q1761437) (← links)
• Consumption and bubbles (Q1945836) (← links)
• Optimism, pessimism and financial bubbles (Q1994428) (← links)
• Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
• Real indeterminacy and dynamics of asset price bubbles in general equilibrium (Q2138380) (← links)
• A note on effects of rational bubble on portfolios (Q2148163) (← links)
• Financial asset price bubbles under model uncertainty (Q2296108) (← links)
• Asset bubbles and borrowing constraints (Q2469546) (← 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)
• Rational Asset Pricing Bubbles (Q4339080) (← links)
• A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES (Q4602496) (← links)
• A rational asset pricing model for premiums and discounts on closed‐end funds: The bubble theory (Q5204855) (← links)
• Uniqueness in Cauchy problems for diffusive real-valued strict local martingales (Q5880328) (← links)
• Ascendant altruism and asset price bubbles (Q6074927) (← links)
• Trading Constraints in Continuous-Time Kyle Models (Q6100505) (← links)
• Existence of an equilibrium with limited participation (Q6130332) (← links)