Results 181 to 190 of about 134,522 (315)
Markets and games: a simple equivalence among the core, equilibrium and limited arbitrage [PDF]
This note provides simple proofs of the equivalence among the core, equilibrium and limited arbitrage in markets with short sales, and with uniform strictly convex preferences.mathematical proof; modeling; limited arbitrage; core ...
Chichilnisky, Graciela
core +1 more source
Equilibrium and Arbitrage in Incomplete Asset Markets with Fixed Prices [PDF]
, 2000 P. Jean‐Jacques Herings +1 more
openalex +1 more source
Journal of Industrial Ecology, EarlyView.Abstract Bioeconomy is often cited as one pathway toward sustainable materials and a circular economy in an urban–rural context. This study conducts a life cycle sustainability assessment (LCSA)—life cycle assessment, social life cycle assessment, and life cycle costing (LCC)—to assess the benefits and impacts of substituting fossil polymer‐based ...
Felix Assies +3 more
wiley +1 more source
Arbitrage with fixed costs and interest rate models [PDF]
We study securities market models with fixed costs. We first characterize the absence of arbitrage opportunities and provide fair pricing rules. We then apply these results to extend some popular interest rate and option pricing models that present ...
Clotilde Napp, Elyès Jouini
core
Arbitrage and Optimal Portfolio Choice with Financial Constraints [PDF]
, 2000 Helmut Elsinger, Martin Summer
openalex +1 more source
The Effects of Regulatory Office Closures on Bank Behavior
Journal of Money, Credit and Banking, EarlyView.Abstract We investigate if the decentralized structure of regulatory office networks influences supervisory outcomes and bank behavior. Following the closure of an office, banks previously supervised by that office increase their lending and risk‐taking.
IVAN LIM, JENS HAGENDORFF, SETH ARMITAGE
wiley +1 more source
Derivative pricing with virtual arbitrage
, 1999 Kirill Ilinski, A. S. Stepanenko
openalex +2 more sources
Deposit Competition and Mortgage Securitization
Journal of Money, Credit and Banking, EarlyView.Abstract We study how deposit competition affects a bank's decision to securitize mortgages. Exploiting the state‐specific removal of deposit market caps across the U.S. as a source of competition, we find a 7.1 percentage point increase in the probability that banks securitize mortgage loans.
DANNY MCGOWAN +2 more
wiley +1 more source