Similar Search Results - EconBiz

Coherent risk measures in general economic models and price bubbles

Kountzakis, C.; Polyrakis, I. A. - In: Journal of mathematical economics 49 (2013) 3, pp. 201-209

Persistent link: https://www.econbiz.de/10009754665

Asset Bubbles, Pay-As-You-Go Systems and Dynamic Efficiency

Lang, Günther - University of Bonn, Germany - 1993

This paper deals with the role of bubbles, having the same meaning as Ponzi games, for implementing efficient growth paths in a closed economy overlapping generations model. It is shown that the well-known arbitrage condition for bubbles, namely that they must yield the same return in...

Persistent link: https://www.econbiz.de/10004968195

Arbitrage,bubbles and valuation

Werner, Jan - University of Bonn, Germany

Persistent link: https://www.econbiz.de/10004968293

Arbitrage, bubbles, and valuation

Werner, Jan - 1993

Persistent link: https://www.econbiz.de/10000869826

Rational asset pricing bubbles and debt constraints

Werner, Jan - In: Journal of mathematical economics 53 (2014), pp. 145-152

Persistent link: https://www.econbiz.de/10011297127

Asset price bubbles in Arrow-Debreu and sequential equilibrium

Huang, Kevin X. D.; Werner, Jan - In: Economic theory : official journal of the Society for … 15 (2000) 2, pp. 253-278

Persistent link: https://www.econbiz.de/10001460559

Arbitrage, bubbles, and valuation

Werner, Jan - In: International economic review 38 (1997) 2, pp. 453-464

Persistent link: https://www.econbiz.de/10001218239

Valuation bubbles and sequential bubbles

Huang, Kevin X. D. (contributor); Werner, Jan (contributor) - 1998

Persistent link: https://www.econbiz.de/10000989315

Speculative trade under ambiguity

Werner, Jan - In: Journal of economic theory 199 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013193330

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