Bubbles in assets with finite life
Year of publication: |
2019
|
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Authors: | Berestycki, Henri ; Bruggeman, Cameron ; Monneau, Regis ; Scheinkman, José Alexandre |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 13.2019, 3, p. 429-458
|
Subject: | Asset-price bubble | Dynamic programming | Finitely-lived financial asset | Heterogeneous beliefs | Non-local free boundary problem | Stochastic control | Theorie | Theory | Spekulationsblase | Bubbles | Dynamische Optimierung | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | CAPM | Finanzmarkt | Financial market |
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