Variation Margins, Fire Sales, and Information-constrained Optimality

Summary

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Authors: Bruno Biais, Florian Heider, Marie Hoerova

Journal title: The Review of Economic Studies

Journal publisher: Blackwell Publishing Inc.

Published year: 2020

Published pages: Pages 2654–2686

DOI identifier: 10.1093/restud/rdaa083

ISSN: 0034-6527