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To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies
Cuong Le Van / Ngoc-Sang Pham / Stefano Bosi
asset pricing / financial economicsResource overview

To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies

Paper2025

by Cuong Le Van, Ngoc-Sang Pham, Stefano Bosi

Tags
asset pricingfinancial economics

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Suggested foundations for asset pricing and factor research. Specialist prerequisites vary by paper.

Before you read

  1. Linear Regression

    Interpret exposures, residuals and uncertainty in fitted coefficients.

  2. Financial Return Characteristics

    Work with returns and recognise their empirical limitations.

Go further

  1. Factor construction

    Connect factor definitions to portfolio construction.

  2. Time-series and cross-sectional tests

    Distinguish exposure estimation from tests of expected returns.

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