A Liquidity-based Model of Security Design
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Publication:4799862
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- Asymmetric information in frictional markets for liquidity: collateralized credit vs asset sale
- Securitizing and tranching longevity exposures
- Security design without verifiable retention
- Learning by Holding and Liquidity
- Two-sided asymmetric information and convertible securities in venture financing
- Auction and the informed seller problem
- Multidimensional skin in the game
- Incentive compatibility and differentiability: new results and classic applications
- Security design with interim public information
- Optimality of debt under flexible information acquisition
- Limelight on dark markets: theory and experimental evidence on liquidity and information
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- Markets for financial innovation
- Two-stage investment, loan guarantees and share buybacks
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- Liquid bundles
- Information, coordination, and market frictions: an introduction
- Should we regulate financial information?
- Simple contracts with adverse selection and moral hazard
- Information cost and securitization
- Dynamic asset-backed security design
- Security design in non-exclusive markets with asymmetric information
- Frictional asset reallocation under adverse selection
- On signalling and screening in markets with asymmetric information
- Optimal tranching with diverse beliefs
- Unobservable costly effort in security design
- Reinsurance or securitization: the case of natural catastrophe risk
- Asset bundling and information acquisition of investors with different expertise
- Separating equilibrium in quasi-linear signaling games
- Voluntary disclosure in bilateral transactions
- Partially informed noise traders
- Securitization and optimal retention under moral hazard
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