Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Fallides bancàries"'
We introduce non-manipulability by clones for bankruptcy problems, which entitles claimants to merge or split only when they are or become identical agents. We show that this weaker nonmanipulability requirement, together with either claim monotonici
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______963::664e2d94ce4f7b5eb891521b698b50a4
http://hdl.handle.net/2445/192705
http://hdl.handle.net/2445/192705
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
In the domain of bankruptcy problems, we show that non manipulability via merging and splitting claims by identical agents characterizes the proportional rule provided claims are positive rational numbers. By adding either claim monotonicity or claim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=RECOLECTA___::880bed171fb00a9b2279ade720504458
http://hdl.handle.net/2445/187822
http://hdl.handle.net/2445/187822
In the domain of bankruptcy problems, we show that non manipulability via merging and splitting claims by identical agents characterizes the proportional rule provided claims are positive rational numbers. By adding either claim monotonicity or claim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______963::118183c7a08445241fce33e8f0c9bef3
http://hdl.handle.net/2445/187822
http://hdl.handle.net/2445/187822
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
In this paper, we attempt to assess the potential importance of different types of traders (i.e., those with public and private information) in financial markets using a specification of the standardized duration. This approach allows us to test unob
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::fa9252891f92c0d970958d06801fbe72
http://hdl.handle.net/2445/134118
http://hdl.handle.net/2445/134118
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
This paper develops the Jungle model in a credit portfolio framework. The Jungle model is able to model credit contagion, produce doubly-peaked probability distributions for the total default loss and endogenously generate quasi phase transitions, po
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3e222c0a659efcb793e6cc1c827eb2c0
https://doi.org/10.3233/rda-150115
https://doi.org/10.3233/rda-150115
Autor:
Mikel Álvarez-Mozos, Oriol Tejada
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
Universidad de Barcelona
Recercat. Dipósit de la Recerca de Catalunya
instname
We consider a market comprising a number of perfectly complementary and homogeneous commodities. We concentrate on the incentives for firms producing these commodities to merge and form a vertical syndicate. The main result establishes that the nucle
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b0da45d1f7f5f8e40534f22a2fcc890
http://hdl.handle.net/2445/104723
http://hdl.handle.net/2445/104723
Autor:
Tejada, Oriol, Álvarez-Mozos, Mikel
Publikováno v:
Recercat. Dipósit de la Recerca de Catalunya
instname
Dipòsit Digital de la UB
Universidad de Barcelona
instname
Dipòsit Digital de la UB
Universidad de Barcelona
[eng] A multi-sided Böhm-Bawerk assignment game (Tejada, to appear) is a model for a multilateral market with a finite number of perfectly complementary indivisible commodities owned by different sellers, and inflexible demand and support functions.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::c4ead5ee7b1711bc585787f0ff0e6b43
http://hdl.handle.net/2445/32968
http://hdl.handle.net/2445/32968