Portfolio constraints, differences in beliefs and bubbles

DOI10.1016/J.JMATECO.2015.10.001zbMath1368.91146OpenAlexW3122686756MaRDI QIDQ898701

Publication date: 18 December 2015

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2015.10.001

zbMATH Keywords

asymmetric information rational bubbles heterogeneous beliefs portfolio constraints speculative bubbles resale option

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) General equilibrium theory (91B50)

Related Items (2)

Introduction to financial frictions and debt constraints ⋮ Editorial: Introduction to international financial markets and banking systems crises

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