Equilibrium securitization with diverse beliefs
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- Zhang, Shengxing & Ellis, Andrew & Piccione, Michele, 2021. "Equilibrium Securitization with Diverse Beliefs," CEPR Discussion Papers 16091, C.E.P.R. Discussion Papers.
- Ellis, Andrew & Piccione, Michele & Zhang, Shengxing, 2022. "Equilibrium securitization with diverse beliefs," LSE Research Online Documents on Economics 113728, London School of Economics and Political Science, LSE Library.
References listed on IDEAS
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- Joshua Coval & Jakub Jurek & Erik Stafford, 2009. "The Economics of Structured Finance," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 3-25, Winter.
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Cited by:
- Alex Gershkov & Benny Moldovanu & Philipp Strack & Mengxi Zhang, 2024. "Optimal Security Design for Risk-Averse Investors," ECONtribute Discussion Papers Series 325, University of Bonn and University of Cologne, Germany.
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More about this item
Keywords
Securitization; heterogeneous beliefs; collateral; tranching; pooling;All these keywords.
JEL classification:
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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