Simple market protocols for efficient risk sharing
From MaRDI portal
Publication:1027434
DOI10.1016/j.jedc.2006.12.007zbMath1163.91437MaRDI QIDQ1027434
Paolo Pellizzari, Marco Li Calzi
Publication date: 1 July 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10278/29113
allocative efficiency; market microstructure; performance criteria; comparison of market institutions
91-08: Computational methods for problems pertaining to game theory, economics, and finance
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- The Optimality of a Simple Market Mechanism
- On the Trade off Between Deficit and Inefficiency and the Double Auction with a Fixed Transaction Fee