Optimal screening with securities

DOI10.1016/J.JET.2025.106125MaRDI QIDQ6856913zbMATH OpenFDO

Authors Nicolás Figueroa, Nicolas Inostroza

Publication date 18 February 2026

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JET.2025.106125

zbMATH Keywords

information rentsinformation sensitivityinformed investorLehmann accuracysecurity design

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites work

• A Liquidity-based Model of Security Design
• A Theory of Auctions and Competitive Bidding
• Comparing location experiments
• Dynamic mechanism design: a Myersonian approach
• Efficiency of an Information System in an Agency Model
• Envelope Theorems for Arbitrary Choice Sets
• Full Extraction of the Surplus in Bayesian and Dominant Strategy Auctions
• Inequalities for distributions with given marginals
• Information Acquisition in Auctions
• Monopoly and product quality
• Monotone Comparative Statics
• Monotone Comparative Statics under Uncertainty
• Optimal equity auctions with heterogeneous bidders
• Optimality of debt under flexible information acquisition
• Signal orderings based on dispersion and the supply of private information in auctions
• Some Concepts of Dependence
• Stochastic orders
• Strategic Liquidity Supply and Security Design
• Strategic sample selection
• The Economics of Career Concerns, Part I: Comparing Information Structures
• The Value of Public Information in Monopoly

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