Variation margins, fire sales, and information-constrained optimality (Q5022693)
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scientific article; zbMATH DE number 7459926
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| English | Variation margins, fire sales, and information-constrained optimality |
scientific article; zbMATH DE number 7459926 |
Statements
Variation Margins, Fire Sales, and Information-constrained Optimality (English)
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19 January 2022
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variation margins
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fire sales
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pecuniary externality
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moral hazard
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constrained efficiency
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regulation
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0.7193157076835632
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0.7040891647338867
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0.7038704752922058
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0.7034953236579895
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0.6962224841117859
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