Collateralized assets and asymmetric information

DOI10.1016/j.jmateco.2007.06.003zbMath1151.91347OpenAlexW2038040116MaRDI QIDQ949653

Juan Pablo Torres-Martínez, Myrian Petrassi

Publication date: 21 October 2008

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: http://www.econ.puc-rio.br/uploads/adm/trabalhos/files/td539.pdf

zbMATH Keywords

collateraldefaultasymmetric information

Mathematics Subject Classification ID

Cooperative games (91A12) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50) Signaling and communication in game theory (91A28)

Related Items (1)

Equilibrium with limited-recourse collateralized loans

Cites Work

• Unnamed Item
• No-arbitrage equilibria with differential information: an existence proof
• Arbitrage and price revelation with asymmetric information and incomplete markets
• Collateral Avoids Ponzi Schemes in Incomplete Markets

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