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Contagion of self-fulfilling financial crises due to diversification of investment portfolios

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  • Goldstein, Itay
  • Pauzner, Ady

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  • Goldstein, Itay & Pauzner, Ady, 2004. "Contagion of self-fulfilling financial crises due to diversification of investment portfolios," Journal of Economic Theory, Elsevier, vol. 119(1), pages 151-183, November.
  • Handle: RePEc:eee:jetheo:v:119:y:2004:i:1:p:151-183
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