P. Bossaerts, L. Fine, J. Ledyard, Inducing liquidity in thin financial markets through combined-value trading mechanisms, European Economic Review 46 (2002) 1671--1695. URL citeseer.nj.nec.com/bossaerts00inducing.html Home/Search Document Details and Download
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Betting Boolean-Style: A Framework for Trading in.. - Fortnow, Kilian.. (2003) (Correct)
....if all agents risk neutral independencies agree with the independencies encoded in the market structure, then the market is operationally complete. For collections of agents all with constant absolute risk aversion, agreement on Markov independencies is su#cient. Bossaerts, Fine, and Ledyard [2] develop a mechanism they call combined value trading (CVT) thatallows traders to order an arbitrary portfolio of securities in one bid, rather than breaking up the order into a sequence of bids on individual securities. If the portfolio order is accepted, all of the implied trades on individual ....
Peter Bossaerts, Leslie Fine, and John Ledyard. Inducing liquidity in thin financial markets through combined-value trading mechanisms. European Economic Review, 46:1671--1695, 2002.
Betting Boolean-Style: A Framework for Trading in.. - Fortnow, Kilian.. (2004) (Correct)
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P. Bossaerts, L. Fine, J. Ledyard, Inducing liquidity in thin financial markets through combined-value trading mechanisms, European Economic Review 46 (2002) 1671--1695. URL citeseer.nj.nec.com/bossaerts00inducing.html
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