Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion

DOI10.1007/S102030300003zbMath1060.91049OpenAlexW2087922843MaRDI QIDQ1397607

Arianna Dal Forno, Luigi Montrucchio

Publication date: 6 August 2003

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s102030300003

zbMATH Keywords

stochastic equilibriuminfinite horizon economypricing bubbles

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Consumer behavior, demand theory (91B42)

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Martingale properties of self-enforcing debt

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