English, Article edition: PROFIT-SHARING IN TRANSACTIONS GOVERNED BY A SUBADDITIVE CAPITALIZATION FUNCTION SALVADOR CRUZ RAMBAUD; MARÃA DEL CARMEN VALLS MARTÃNEZ

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Bookmark: http://trove.nla.gov.au/version/83126
Physical Description
  • article
Language
  • English

Edition details

Title
  • PROFIT-SHARING IN TRANSACTIONS GOVERNED BY A SUBADDITIVE CAPITALIZATION FUNCTION
Author
  • SALVADOR CRUZ RAMBAUD
  • MARÃA DEL CARMEN VALLS MARTÃNEZ
Physical Description
  • article
Notes
  • This paper proposes that there exist situations when two or more investors who want to invest equal amounts in different, but successive periods, would be better off to "collude" and invest for the whole period to take advantage of an upward slopping yield curve. The goal of this paper is to propose a "rational" way to distribute the additional return resulting from the collusion strategy.
  • Capitalization function, decomposability, subadditive, profit-sharing
  • RePEc:wsi:ijtafx:v:08:y:2005:i:01:p:59-74
Language
  • English
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