Equilibrium securitization with diverse beliefs
Year of publication: |
2022
|
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Authors: | Ellis, Andrew ; Piccione, Michele ; Zhang, Shengxing |
Published in: |
Theoretical Economics. - New Haven, CT : The Econometric Society, ISSN 1555-7561. - Vol. 17.2022, 1, p. 121-152
|
Publisher: |
New Haven, CT : The Econometric Society |
Subject: | Securitization | heterogeneous beliefs | collateral | tranching | pooling |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3982/TE4157 [DOI] 1788643143 [GVK] hdl:10419/253521 [Handle] RePEc:the:publsh:4157 [RePEc] |
Classification: | D53 - Financial Markets ; G20 - Financial Institutions and Services. General |
Source: |
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