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Rational asset pricing bubbles and portfolio constraints

https://doi.org/10.2139/ssrn.1288380
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34/34 checkable references clean · checked 2026-08-05

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

9 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 34 checked references that resolve
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An Equilibrium Model with Restricted Stock Market Participation
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Multiplicity in General Financial Equilibrium with Portfolio Constraints
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Speculative bubbles, crashes and rational expectations
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Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
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The importance of strictly local martingales; applications to radial Ornstein–Uhlenbeck processes
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Diversity and relative arbitrage in equity markets
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An Examination of Heterogeneous Beliefs with a Short-Sale Constraint in a Dynamic Economy
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Equilibrium and welfare in markets with financially constrained arbitrageurs
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Martingales and stochastic integrals in the theory of continuous trading
resolves10.2307/1884166
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
resolves10.1093/rfs/hhl005
Options and Bubbles
resolves10.1007/978-3-642-56468-0
Fundamentals of Convex Analysis
resolves10.2139/ssrn.1479502
Endogenous Completeness of Diffusion Driven Equilibrium Markets
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Brownian Motion and Stochastic Calculus
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The Price Impact and Survival of Irrational Traders
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Anomalies: The Law of One Price in Financial Markets
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The Limits of Investor Behavior
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Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
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The seemingly anomalous price behavior of Royal Dutch/Shell and Unilever N.V./PLC
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The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence
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Complications with stochastic volatility models
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The 9 references without a DOI — listed, not checked
no DOI — not checkedOptimal consumption and equilibrium prices with portfolio constraints and stochastic income
no DOI — not checkedref10
no DOI — not checkedEquilibrium portfolio strategies in the presence of sentiment risk and excess volatility
no DOI — not checkedref17
no DOI — not checkedOn optimal arbitrage. Working paper, Columbia, 2009. Forthcoming in the
no DOI — not checkedA. Pavlova and R. Rigobon. The role of portfolio constraints in the international propagation of shocks. Working paper
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no DOI — not checkedOverconfidence and speculative bubbles
no DOI — not checkedref40
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. If Crossref’s record marks the work itself retracted, withdrawn, or removed, the badge says so instead of showing clean. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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