Bubbles as payoffs at infinity (*)
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Note: Received: October 9, 1992; revised version December 1, 1995
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Other versions of this item:
- Christian Gilles & Stephen F. LeRoy, 1996. "Bubbles as payoffs at infinity," Finance and Economics Discussion Series 96-9, Board of Governors of the Federal Reserve System (U.S.).
- Christian Gilles & Stephen F. LeRoy, "undated". "Bubbles as Payoffs at Infinity," Finance and Economics Discussion Series 1996-09, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
References listed on IDEAS
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Cited by:
- Bruder, Benjamin & Hereil, Pierre & Roncalli, Thierry, 2011. "Managing sovereign credit risk in bond portfolios," MPRA Paper 36673, University Library of Munich, Germany.
- Gianluca Cassese, 2017.
"Asset pricing in an imperfect world,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(3), pages 539-570, October.
- Gianluca Cassese, 2014. "Asset Pricing in an Imperfect World," Papers 1410.6408, arXiv.org.
- Vinod Cheriyan & Anton J. Kleywegt, 2016. "A dynamical systems model of price bubbles and cycles," Quantitative Finance, Taylor & Francis Journals, vol. 16(2), pages 309-336, February.
- Stephen F. LeRoy, 2012. "Infinite Portfolio Strategies," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 6(4), December.
- Kountzakis, C. & Polyrakis, I.A., 2013. "Coherent risk measures in general economic models and price bubbles," Journal of Mathematical Economics, Elsevier, vol. 49(3), pages 201-209.
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More about this item
JEL classification:
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General
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