Speculative securities

DOI10.1007/s001990050346zbMath0958.91014OpenAlexW4248250492MaRDI QIDQ1817971

Rohit Rahi, José M. Marín

Publication date: 8 April 2001

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001990050346

zbMATH Keywords

sunspotsfutures contractssecurity design

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation ⋮ Informational leverage: the problem of noise traders

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