26 search results - page 1 / 6 » The spending constraint model for market equilibrium: algori... |
STOC
2004
ACM
14 years 5 months ago
2004
ACM
FSTTCS
2005
Springer
13 years 11 months ago
2005
Springer
Abstract. We consider exchange economies where the traders’ preferences are expressed in terms of the extensively used constant elasticity of substitution (CES) utility functions...
ALGORITHMICA
2010
13 years 5 months ago
2010
We study the equilibrium behavior of informed traders interacting with market scoring rule (MSR) market makers. One attractive feature of MSR is that it is myopically incentive com...
CDC
2009
IEEE
13 years 10 months ago
2009
IEEE
Abstract— Generalized Nash equilibria (GNE) represent extensions of the Nash solution concept when agents have shared strategy sets. This generalization is particularly relevant ...
AUTOMATICA
2010
13 years 3 months ago
2010
This paper analyzes competition between mutual funds in a multiple funds version of the model of Hugonnier and Kaniel [17]. We characterize the set of equilibria for this portfoli...