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Collateralized assets and asymmetric information

Authordc.contributor.authorPetrassi, Myrian 
Authordc.contributor.authorTorres Martínez, Juan Pablo 
Admission datedc.date.accessioned2018-07-19T22:27:30Z
Available datedc.date.available2018-07-19T22:27:30Z
Publication datedc.date.issued2008
Cita de ítemdc.identifier.citationJournal of Mathematical Economics, volume 44, issues 5-6, pages 530-534 2008es_ES
Identifierdc.identifier.issn0304-4068
Identifierdc.identifier.otherdoi:10.1016/j.jmateco.2007.06.003
Identifierdc.identifier.urihttps://repositorio.uchile.cl/handle/2250/150035
Abstractdc.description.abstractIntroducing assets backed by physical collateral, we extend the [Cornet, B., De Boisdeffre, L., 2002. Arbitrage and price revelation with asymmetric information and incomplete markets. Journal of Mathematical Economics 38, 393–490.] model of asymmetric information to allow for default. We show that, independently of the financial-informational structure, equilibrium exists.es_ES
Lenguagedc.language.isoenes_ES
Publisherdc.publisherElsevieres_ES
Type of licensedc.rightsAttribution-NonCommercial-NoDerivs 3.0 Chile*
Link to Licensedc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/cl/*
Sourcedc.sourceJournal of Mathematical Economicses_ES
Keywordsdc.subjectAsymmetric informationes_ES
Keywordsdc.subjectDefaultes_ES
Keywordsdc.subjectCollaterales_ES
Títulodc.titleCollateralized assets and asymmetric informationes_ES
Document typedc.typeArtículo de revista
Catalogueruchile.catalogadorrcaes_ES
Indexationuchile.indexArtículo de publicación ISIes_ES


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