Collateral, Financial Arrangements and Pareto Optimality
Download full text from publisher
References listed on IDEAS
- Atsushi Kajii & Antonio Villanacci & Alessandro Citanna, 1998.
"Constrained suboptimality in incomplete markets: a general approach and two applications,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 11(3), pages 495-521.
- Alessandro Citanna & Atsushi Kajii & Antonio Villanacci, 1998. "Constrained suboptimality in incomplete markets: a general approach and two applications," Post-Print hal-00479390, HAL.
- David Cass & Menahem E. Yaari, 1966.
"A Re-examination of the Pure Consumption Loans Model,"
Journal of Political Economy,
University of Chicago Press, vol. 74, pages 353-353.
- David Cass & Menahem E. Yaari, 1965. "A Re-Examination of the Pure Consumption Loans Model," Cowles Foundation Discussion Papers 195, Cowles Foundation for Research in Economics, Yale University.
- K. J. Arrow, 1964. "The Role of Securities in the Optimal Allocation of Risk-bearing," Review of Economic Studies, Oxford University Press, vol. 31(2), pages 91-96.
- Geanakoplos, J. & Magill, M. & Quinzii, M. & Dreze, J., 1990.
"Generic inefficiency of stock market equilibrium when markets are incomplete,"
Journal of Mathematical Economics,
Elsevier, vol. 19(1-2), pages 113-151.
- John Geanakoplos & Michael Magill & Martine Quinzii & J. Dreze, 1988. "Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete," Cowles Foundation Discussion Papers 863, Cowles Foundation for Research in Economics, Yale University.
- Geanakoplos, J. & Magill, M. & Quinzii, M. & Dreze, J., 1990. "Generic inefficiency of stock market equilibrium when markets are incomplete," CORE Discussion Papers RP 916, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
More about this item
KeywordsCollateral; Pareto Optimality; Financial Arrangements; Tranching; Financial Pyramiding.;
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-02-02 (All new papers)
- NEP-DGE-2008-02-02 (Dynamic General Equilibrium)
- NEP-MAC-2008-02-02 (Macroeconomics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cca:wpaper:64. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Giovanni Bert). General contact details of provider: http://edirc.repec.org/data/fccaait.html .