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- W3126012915 abstract "Abstract The paper provides a framework to study asset repackaging in a large asset economy, modeled as an atomless measure space of assets. The main theorem shows that, given an initial economy with strict factor space F , any economy obtained by repackaging these assets has a unique factor space F ′⊂ F . Thus, in contrast to earlier literature, factor structures are robust to the repackaging of asset." @default.
- W3126012915 created "2021-02-01" @default.
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- W3126012915 date "1995-10-01" @default.
- W3126012915 modified "2023-09-27" @default.
- W3126012915 title "On the Robustness of Factor Structures to Asset Repackaging" @default.
- W3126012915 hasPublicationYear "1995" @default.
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