Andrew Ellis

London School of Economics - Department of Economics

Assistant Professor

Houghton Street

London WC2A 2AE

United Kingdom

  • London School of Economics - Department of Economics

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Equilibrium Securitization with Diverse Beliefs

Downloads 479 (130,760)
Citation 8

Equilibrium Securitization with Diverse Beliefs

Number of pages: 41 Posted: 03 Aug 2017 Last Revised: 03 May 2021
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 CMU Tepper School of Business
Downloads 478 (129,454)
Citation 5

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securitization, heterogeneous beliefs, collateral, tranching, pooling

Equilibrium Securitization with Diverse Beliefs

CEPR Discussion Paper No. DP16091
Number of pages: 44 Posted: 14 May 2021
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
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Citation 3
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