Complete and competitive financial markets in a complex world
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DOI: 10.1007/s00780-021-00463-6
Abstract: We investigate the possibility of completing financial markets in a model with no exogenous probability measure, with market imperfections and with an arbitrary sample space. We also consider whether such an extension may be possible… read more here.
Keywords: competitive financial; finance; markets complex; complete competitive ... See more keywords
Stability in Matching Markets with Complex Constraints
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DOI: 10.1287/mnsc.2020.3869
Abstract: We develop a model of many-to-one matching markets in which agents with multiunit demand aim to maximize a cardinal linear objective subject to multidimensional knapsack constraints. The choice fun... read more here.
Keywords: matching markets; complex constraints; markets complex; stability matching ... See more keywords