Bubbles in assets with finite life
Henri Berestycki, Cameron Bruggeman, Regis Monneau, José A. Scheinkman
| Year of publication: |
2019
|
|---|---|
| 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 | Spekulationsblase | Bubbles | Theorie | Theory | Dynamische Optimierung | CAPM | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-018-0233-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012055863