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Risk minimization and optimal derivative design in a principal agent game - MaRDI portal

Risk minimization and optimal derivative design in a principal agent game (Q841647)

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Risk minimization and optimal derivative design in a principal agent game
scientific article

    Statements

    title
    Risk minimization and optimal derivative design in a principal agent game (English)
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    author
    Ulrich Horst
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    publication date
    18 September 2009
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    zbMATH Keywords
    optimal derivative design
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    structured securities
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    adverse selection
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    risk transfer
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91B25
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    91G20
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    60G35
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    91B70
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    zbMATH DE Number
    5604832
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    OpenAlex ID
    W1634749637
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    arXiv ID
    0710.5512
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