Statistical Arbitrage with Default and Collateral
Jose Fajardo, Ana Lacerda
Economics Letters, vol. 108, 2010, p. 81-84.

Existence of Equilibrium in Common Agency Games with Adverse Selection
Guilherme Carmona, Jose Fajardo
Games And Economic Behavior, vol. 66, 2009, p. 749-760.

Endogenous Collateral
Aloisio Araujo, Jose Fajardo, Mário Páscoa
Journal of Mathematical Economics, vol. 41, 2005, p. 439-462.