Behavioral arbitrage with collateral and uncertain deliveries
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DOI: 10.1007/s10436-009-0135-9
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More about this item
Keywords
Collateral; Utility penalties; Behavioral arbitrage; Uncertain deliveries; D52; G11; G12;All these keywords.
JEL classification:
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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