On Ponzi schemes in infinite horizon collateralized economies with default penalties
type: Item
instance of: scholarly article
title: On Ponzi schemes in infinite horizon collateralized economies with default penalties
zbMATH Open document ID: 1298.91177
author: V. Filipe Martins-da-Rocha
author: Yiannis Vailakis
published in: Annals of Finance
publication date: 2014-11-12T00:00:00Z
full work available at URL: http://hdl.handle.net/10438/8430
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 6368882
zbMATH Keywords: collateral
zbMATH Keywords: default penalties
zbMATH Keywords: Ponzi schemes
MaRDI profile type: Publication
OpenAlex ID: W2099741436
cites work: Collateral Avoids Ponzi Schemes in Incomplete Markets
cites work: Default and Punishment in General Equilibrium1
cites work: The impossibility of effective enforcement mechanisms in collateralized credit markets
cites work: Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
cites work: Harsh default penalties lead to Ponzi schemes: a counterexample
cites work: Harsh default penalties lead to Ponzi schemes
DOI: 10.1007/S10436-012-0209-Y
description: scientific article; zbMATH DE number 6368882