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НАУЧНЫЕ СЕМИНАРЫ

Marzena Rostek (University of Wisconsin-Madison)

О спикекре: здесь. Тема семинара: "Exchange Design and Efficiency"

Краткое содержание:

In many markets, traders’ demands for an asset are contingent on the price of that asset alone rather than on the price of all assets they trade. We present a model based on the uniform-price double auction which accommodates arbitrary restrictions on cross-asset conditioning, including asset-by-asset market clearing (demand for each asset is conditioned on the price of that asset) and a single market clearing (demand for each asset is conditioned on the prices of all assets). If suitably designed, markets with limited demand conditioning are at least as efficient as a single market clearing for all traders and assets.

Дата и время:
13:45 | Пт, 22 ноября 2019 —
15:45 | Пт, 22 ноября 2019
Место:
РЭШ,
a. 114
Адрес:
Москва,
Сколковское шоссе, 45