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Red-blooded risk : the secret history of Wall Street

Brown, Aaron - 2012

Persistent link: https://www.econbiz.de/10009427753

Red-Blooded Risk : The Secret History of Wall Street

Brown, Aaron - 2011 - 1st ed.

-- Principle VI: Superposition -- Principle VII: Game Theory -- Chapter 4: The Secret History of Wall Street: 1654-1982 -- Pascal … -- Chapter 5: When Harry Met Kelly -- Kelly -- Harry -- Commodity Futures -- If Harry Knew Kelly -- Investment Growth Theory … Money: The Future -- Farmers and Millers -- Money, New and Improved -- A General Theory of Money -- Value and Money …

Persistent link: https://www.econbiz.de/10012688591

Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints

Wang, Ning; Zhang, Nan; Zhuo, Jin; Qian, Linyi - In: Insurance / Mathematics & economics 96 (2021), pp. 168-184

Persistent link: https://www.econbiz.de/10012482845

Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall

Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen - In: Journal of the Operational Research Society 72 (2021) 3, pp. 628-641

Persistent link: https://www.econbiz.de/10012500976

Bayesian persuasion by stress test disclosure : conference pape

Gick, Wolfgang; Pausch, Thilo - 2013

This paper argues that stress tests encompassing the entire banking sector (macro stress tests) can be designed to improve welfare. We develop a multi-receiver framework of Bayesian persuasion to show that a banking supervisor can create value when he commits to disclose the stress-testing...

Persistent link: https://www.econbiz.de/10010339955

Optimal Bank Transparency

Moreno, Diego - 2015

Consider a competitive bank whose illiquid asset portfolio is funded by short-term debt that has to be refinanced before the asset matures. We show that in this setting maximal transparency is not socially optimal, and that the existence of social externalities of bank failures further lowers...

Persistent link: https://www.econbiz.de/10013037132

Persuading Multiple Audiences : Strategic Complementarities and (Robust) Regulatory Disclosures

Inostroza, Nicolás - 2023

How much information about financial institutions' balance sheets should regulators pass on to the market? To minimize the probability of inefficient default, the regulator optimally designs a disclosure regime that imposes transparency when the firm has weak fundamentals and opacity, otherwise....

Persistent link: https://www.econbiz.de/10014351306

Revealing independet private value information when bidders have interdependet values

Litterscheid, Sina - In: Essays on contracts, mechanisms and information revelation, (pp. 24-54). 2014

Persistent link: https://www.econbiz.de/10010500894

Hedging, hedge accounting, and speculation in a rational expectations equilibrium

Pirchegger, Barbara - 2005

Persistent link: https://www.econbiz.de/10003177264

Public information quality with monopolistic sellers

Sarath, Bharat - In: Games and economic behavior 16 (1996) 2, pp. 261-279

Persistent link: https://www.econbiz.de/10001211876

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