Andrew Ellis

London School of Economics - Department of Economics

Assistant Professor

Houghton Street

London WC2A 2AE

United Kingdom

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Equilibrium Securitization with Diverse Beliefs

Number of pages: 50 Posted: 03 Aug 2017 Last Revised: 28 Oct 2019
Andrew Ellis, Michele Piccione and Shengxing Zhang
London School of Economics - Department of Economics, London School of Economics & Political Science (LSE) - Department of Economics and London School of Economics (LSE) - Department of Economics
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Abstract:

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securitization, heterogeneous beliefs, collateral, tranching, pooling