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Differentiability of the efficient frontier when commitment to risk sharing is limited

Koeppl, Thorsten V. (contributor) - 2004

Persistent link: https://www.econbiz.de/10003595099

Optimal dynamic risk sharing when enforcement is a decision variable

Koeppl, Thorsten V. (contributor) - 2005

Persistent link: https://www.econbiz.de/10003596128

Differentiability of the efficient frontier when commitment to risk sharing is limited

Koeppl, Thorsten V. (contributor) - In: Topics in macroeconomics 6 (2006) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10003310325

Optimal dynamic risk sharing when enforcement is a decision variable

Koeppl, Thorsten V. - In: Journal of economic theory 134 (2007) 1, pp. 34-60

Persistent link: https://www.econbiz.de/10003480169

(In)efficient investment in financial market infrastructure : the role of governance structures

Koeppl, Thorsten V. - In: The journal of financial market infrastructures 1 (2012) 1, pp. 55-73

Persistent link: https://www.econbiz.de/10009703776

The limits of Central Counterparty Clearing : collusive moral hazard and market liquidity

Koeppl, Thorsten V. - 2013

Can central counterparty (CCP) clearing control counterparty risk in the presence of risk taking that can aggravate such risk? When counterparty risk is not observable, I show that central clearing leads to higher collateral requirements for two different reasons. Without collusion about risk...

Persistent link: https://www.econbiz.de/10009778596