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Record W4416892297 · doi:10.1016/j.jet.2025.106125

Optimal screening with securities

2025· article· en· W4416892297 on OpenAlexaff
Nicolás Figueroa, Nicolas Inostroza

Bibliographic record

VenueJournal of Economic Theory · 2025
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsUniversity of Toronto
FundersAgencia Nacional de Investigación y Desarrollo
KeywordsIssuerDebtPrivate information retrievalPrivate placementAsset (computer security)Information asymmetryTrading strategyEconomic rent

Abstract

fetched live from OpenAlex

A liquidity-constrained asset owner screens an informed investor using financial securities. Information-insensitive securities reduce the investor’s information rents. The optimal screening mechanism consists of a monotone debt menu where more optimistic investor types purchase larger amounts of debt. Interestingly, the issuer may benefit from trading with a better informed investor. For any monotone debt menu, as the asset’s cash flows more accurately describe the investor’s private information (Lehmann, 1988), the trade surplus unambiguously increases. Further, fixing the optimal debt menu, when the investor’s private information originates from location experiments, increasing accuracy decreases (increases) information rents for low (high) types. We provide sufficient conditions that guarantee that the issuer strictly benefits from trading with a better informed investor. Our results imply that selling debt is an effective approach to raise funds in financial markets even when investors hold superior private information and provide a novel rationale for the emergence of venture debt.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.489
Threshold uncertainty score0.458

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.030
GPT teacher head0.339
Teacher spread0.308 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2025
Admission routes1
Has abstractyes

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