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RePEcTrading, Microstructure & Execution

Asset Bubbles and Trading Strategies

The chapter discusses trading strategies in a single risky asset market with a price bubble, showing that wealth preserving strategies can outperform simply holding the asset.

Featured in No. 30 on 20 Dec 2023 · on release day

Released
20 Dec 2023
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No. 30 · 20 Dec 2023
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Identifier
RePEc:wsi:wschap:9789811280306_0014

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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