Asymptotically optimal prior-free asset market mechanisms
From MaRDI portal
Publication:2681501
DOI10.1016/j.geb.2022.10.013OpenAlexW4309022953MaRDI QIDQ2681501
Leslie M. Marx, Simon Loertscher
Publication date: 3 February 2023
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2022.10.013
Cites Work
- Unnamed Item
- The rate at which a simple market converges to efficiency as the number of traders increases: An asymptotic result for optimal trading mechanisms
- Monopoly and product quality
- Revisiting the foundations of dominant-strategy mechanisms
- Countervailing incentives in agency problems
- Asymptotically optimal prior-free clock auctions
- A dominant-strategy asset market mechanism
- Dissolving a Partnership Efficiently
- Optimal Auction Design
- Research Design Meets Market Design: Using Centralized Assignment for Impact Evaluation
- Efficient Mechanisms for Public Goods with Use Exclusions
- Equilibrium Allocations Under Alternative Waitlist Designs: Evidence From Deceased Donor Kidneys
- Breaking Ties: Regression Discontinuity Design Meets Market Design
- A dominant strategy double clock auction with estimation‐based tâtonnement
- Optimal structure and dissolution of partnerships
- An Introduction to the Theory of Mechanism Design
- Efficiency of Large Double Auctions
- Optimal trading mechanisms with ex ante unidentified traders
- When Walras meets Vickrey
This page was built for publication: Asymptotically optimal prior-free asset market mechanisms