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Risk minimization and optimal derivative design in a principal agent game
Horst, Ulrich; Moreno-Bromberg, Santiago - In: Mathematics and financial economics 2 (2008) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003880875
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Arbitrage pricing in non-Walrasian financial markets
Carvajal, Andrés - In: Economic theory : official journal of the Society for … 66 (2018) 4, pp. 951-978
Persistent link: https://www.econbiz.de/10012010925
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Relaxing competition through speculation : committing to a negative supply slope
Holmberg, Pär; Willems, Bert - 2012
We demonstrate how suppliers can take strategic speculative positions in derivatives markets to soften competition in the spot market. In our game, suppliers first choose a portfolio of call options and then compete with supply functions. In equilibrium firms sell forward contracts and buy call...
Persistent link: https://www.econbiz.de/10009661689
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Relaxing competition through speculation : committing to a negative supply slope
Holmberg, Pär; Willems, Bert - 2012
Persistent link: https://www.econbiz.de/10009663555
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Relaxing competition through speculation : committing to a negative supply slope
Holmberg, Pär; Willems, Bert - In: Journal of economic theory 159 (2015), pp. 236-266
Persistent link: https://www.econbiz.de/10011549064
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Relaxing competition through speculation : committing to a negative supply slope
Holmberg, Pär; Willems, Bert - 2012
Persistent link: https://www.econbiz.de/10009737969
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Relaxing Competition Through Speculation : Committing to a Negative Supply Slope
Holmberg, Par; Willems, Bert - 2012
We demonstrate how suppliers can take strategic speculative positions in derivatives markets to soften competition in the spot market. In our game, suppliers first choose a portfolio of call options and then compete with supply functions. In equilibrium firms sell forward contracts and buy call...
Persistent link: https://www.econbiz.de/10014181627
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Relaxing Competition Through Speculation : Committing to a Negative Supply Slope
Holmberg, Par; Willems, Bert - 2015
We demonstrate how suppliers can take strategic speculative positions in derivatives markets to soften competition in the spot market. In our game, suppliers first choose a portfolio of call options and then compete with supply functions. In equilibrium firms sell forward contracts and buy call...
Persistent link: https://www.econbiz.de/10014163880
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Mutual fund portfolio choice in the presence of dynamic flows
Hugonnier, Julien (contributor); Kaniel, Ron (contributor) - 2008 - [Rev.]
Persistent link: https://www.econbiz.de/10003770599
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Price recall, Bertrand paradox and the price ispersion with elastic demand
Carvalho, Miguel - 2009
Persistent link: https://www.econbiz.de/10003884367