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Optimal Securitization with Moral Hazard
Language: en
Pages: 46
Authors: Barney Hartman-Glaser
Categories:
Type: BOOK - Published: 2011 - Publisher:

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This paper considers the optimal design of mortgage backed securities (MBS) in a dynamic setting with moral hazard. A mortgage underwriter with limited liabilit
Securitization and Optimal Retention Under Moral Hazard
Language: en
Pages: 122
Authors: Sara Malekan
Categories:
Type: BOOK - Published: 2015 - Publisher:

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Securitization and Optimal Retention Under Moral Hazard
Language: en
Pages: 0
Authors: Sara Malekan
Categories: Combinatorial optimization
Type: BOOK - Published: 2012 - Publisher:

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Optimal Form of Retention for Securitized Loans Under Moral Hazard
Language: en
Pages: 28
Authors: Georges Dionne
Categories:
Type: BOOK - Published: 2015 - Publisher:

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Optimal Incentives and Securitization of Defaultable Assets
Language: en
Pages:
Authors: Semyon Malamud
Categories:
Type: BOOK - Published: 2011 - Publisher:

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We study optimal securitization of defaultable assets in a continuous time setting. A financial intermediary can create a portfolio of defaultable assets and th