A dominant-strategy asset market mechanism

DOI10.1016/j.geb.2019.12.001zbMath1437.91223OpenAlexW2995722924WikidataQ126586890 ScholiaQ126586890MaRDI QIDQ2177999

Simon Loertscher, Leslie M. Marx

Publication date: 7 May 2020

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.geb.2019.12.001

zbMATH Keywords

market mechanismdeficit freedetail freeendogenous trading position

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Mechanism design theory (91B03)

Related Items (3)

Asymptotically optimal prior-free clock auctions ⋮ When Walras meets Vickrey ⋮ Asymptotically optimal prior-free asset market mechanisms

Cites Work

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• Dissolving a Partnership Efficiently
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