Asset price bubbles, wealth preserving, dominating, and replicating trading strategies

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Jarrow, Robert, and Yuxuan Liu. “Asset Price Bubbles, Wealth Preserving, Dominating, and Replicating Trading Strategies”. Frontiers of Mathematical Finance, vol. 2, no. 1, 2023, pp. 33-55, https://doi.org/10.3934/fmf.2023002.
Jarrow, R., & Liu, Y. (2023). Asset price bubbles, wealth preserving, dominating, and replicating trading strategies. Frontiers of Mathematical Finance, 2(1), 33-55. https://doi.org/10.3934/fmf.2023002
Jarrow, Robert, and Yuxuan Liu. “Asset Price Bubbles, Wealth Preserving, Dominating, and Replicating Trading Strategies”. Frontiers of Mathematical Finance 2, no. 1 (2023): 33-55. https://doi.org/10.3934/fmf.2023002.
Jarrow R, Liu Y. Asset price bubbles, wealth preserving, dominating, and replicating trading strategies. Frontiers of Mathematical Finance. 2023;2(1):33-55.
Refrences
Title Journal Journal Categories Citations Publication Date
10.1007/978-0-8176-4545-8_7
10.1007/978-3-030-74410-6
Portfolio Optimization in the Presence of Asset Price Bubbles SSRN Electronic Journal 1 2023
Economics-Based Financial Bubbles (and Why They Imply Strict Local Martingales) SSRN Electronic Journal 3 2015
10.1007/978-1-4684-0302-2