A model of collateral, investment, and adverse selection

A-Tier
Journal: Journal of Economic Theory
Year: 2009
Volume: 144
Issue: 4
Pages: 1572-1588

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper characterizes the relationship between entrepreneurial wealth and aggregate investment under adverse selection. Its main finding is that such a relationship need not be monotonic. In particular, three results emerge from the analysis: (i) pooling equilibria, in which investment is independent of entrepreneurial wealth, are more likely to arise when entrepreneurial wealth is relatively low; (ii) separating equilibria, in which investment is increasing in entrepreneurial wealth, are most likely to arise when entrepreneurial wealth is relatively high and; (iii) for a given interest rate, an increase in entrepreneurial wealth may generate a discontinuous fall in investment.

Technical Details

RePEc Handle
repec:eee:jetheo:v:144:y:2009:i:4:p:1572-1588
Journal Field
Theory
Author Count
1
Added to Database
2026-01-25