A Formalization of the Greater Fools Theory with Dynamic Epistemic Logic

Hanna Sofie van Lee

Abstract

The greater fools explanation of financial bubbles says that traders are willing to pay more for an asset than they deem it worth, because they anticipate they might be able to sell it to someone else for an even higher price. As agents’ beliefs about other agents’ beliefs are at the heart of the greater fools theory, this paper comes to formal terms with the theory by translating the phenomenon into the language and models of dynamic epistemic logic. By presenting a formalization of greater fools reasoning, structural insights are obtained pertaining to the structure of its higher-order content and the role of common knowledge.
Original languageEnglish
Title of host publicationLogic, Rationality, and Interaction. LORI 2017
EditorsAlexandru Baltag, Jeremy Seligman, Tomoyuki Yamada
Number of pages13
Place of PublicationBerlin, Heidelberg
PublisherSpringer
Publication date2017
Pages585-597
ISBN (Print)978-3-662-55664-1
ISBN (Electronic)978-3-662-55665-8
DOIs
Publication statusPublished - 2017
SeriesLecture notes in computer science
Number10455
ISSN0302-9743

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