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Transfers and bequests : a portfolio analysis in a nash game
Chang, Yang-ming - In: Annals of finance 3 (2007) 2, pp. 277-295
Persistent link: https://www.econbiz.de/10003425366
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Pensionomics : on the role of PAYGO in pension portfolios ; with 10 tables
Jäkel, Matthias F. - 2006
Persistent link: https://www.econbiz.de/10003280569
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Pensionomics : On the Role of PAYGO in Pension Portfolios
Jäkel, Matthias F. (contributor) - 2006
Pensionomics puts forward a portfolio perspective on the combination of funded and unfunded pension arrangements. In a second-best type argument it is formally shown that a Pay-As-You-Go pension system can substitute the tradability of human capital. While this ideal form of diversification can...
Persistent link: https://www.econbiz.de/10013520560
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The Risk Premium for Minority Banks Altruistic Portfolios in Underserved Communities
Charles-Cadogan, G. - 2017
minority bank (MB) policies. Our theory apparatus synthesizes Vasicek's bond pricing model, and KMV Moody loan portfolio model … increased capital, and brokered deposits, militate against altruistic motives. This implies that for a given amount of altruism …, MBs are better served by tactical portfolio allocation in an expanded investment opportunity set. We apply the theory to …
Persistent link: https://www.econbiz.de/10012974983
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Informative social interactions
Arrondel, Luc; Calvo Pardo, Héctor F.; Giannitsarou, … - 2019
We design, field and exploit survey data from a representative sample of the French population to examine whether informative social interactions enter households'stockholding decisions. Re- spondents report perceptions about their circle of peers with whom they interact about financial matters,...
Persistent link: https://www.econbiz.de/10012133173
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Informative social interactions
Arrondel, Luc; Calvo Pardo, Héctor F.; Giannitsarou, … - 2017
Persistent link: https://www.econbiz.de/10011657026
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Informative social interactions
Arrondel, Luc; Calvo Pardo, Héctor F.; Giannitsarou, … - 2020
Persistent link: https://www.econbiz.de/10012228894
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Demand shocks and market manipulation
Pinheiro, Marcelo - In: Annals of finance 4 (2008) 3, pp. 269-298
Persistent link: https://www.econbiz.de/10003714669
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Informative social interactions
Arrondel, Luc; Calvo Pardo, Héctor F.; Giannitsarou, … - 2019
Persistent link: https://www.econbiz.de/10012692297
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Demand Shocks and Market Manipulation
Pinheiro, Marcelo - 2015
In this paper, we analyze the conflicts of interest of an informed agent who is responsible for divulging his private information about a company and has a reward function positively dependent on its stock price. We assume that the demand for the stock is subject to shocks that may increase...
Persistent link: https://www.econbiz.de/10013011536