A note on effects of rational bubble on portfolios

DOI10.1016/J.PHYSA.2017.10.008zbMath1493.91116OpenAlexW2765307030MaRDI QIDQ2148163

Yanyan Li

Publication date: 23 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2017.10.008

zbMATH Keywords

game theoryportfoliosGiffen behaviorinferior goodsrational bubble

Mathematics Subject Classification ID

Applications of game theory (91A80) Portfolio theory (91G10)

Cites Work

• Bubbles and capital flows
• Rational asset pricing bubbles and portfolio constraints
• Giffen behavior independent of the wealth level
• Dating the timeline of financial bubbles during the subprime crisis
• Rational Asset Pricing Bubbles
• Asset Bubbles and Overlapping Generations

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