Portfolio sales and signaling

B-Tier
Journal: Journal of Banking & Finance
Year: 2019
Volume: 99
Issue: C
Pages: 182-191

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper extends the DeMarzo and Duffie (1999) signaling model from single sales to portfolio sales. It shows that the extended model can account for retention of low quality assets and help explain why retained assets may be of varying quality.

Technical Details

RePEc Handle
repec:eee:jbfina:v:99:y:2019:i:c:p:182-191
Journal Field
Finance
Author Count
2
Added to Database
2026-01-24