Securitization and optimal retention under moral hazard
Sara Malekan; Georges Dionne
| Year of publication: |
2014
|
|---|---|
| Authors: | Malekan, Sara ; Dionne, Georges |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 55.2014, p. 74-85
|
| Subject: | Securitization | Optimal retention | Moral hazard | Principal-agent model | Tranching | Credit enhancement | Theorie | Theory | Prinzipal-Agent-Theorie | Agency theory | Verbriefung | Moral Hazard |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011297074