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Volumn , Issue , 2007, Pages 49-56

A utility framework for bounded-loss market makers

Author keywords

[No Author keywords available]

Indexed keywords

LOWER BOUNDS; MARKET-MAKER; NEGATIVE EXPONENTIAL; REGULARITY CONDITION; RISK AVERSION; SCORING RULES; SUFFICIENT CONDITIONS; UNIFORM PRICE; UTILITY MARKETS;

EID: 80053191054     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (126)

References (15)
  • 2
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    • Results from a dozen years of election futures markets research
    • C. A. Plott and V. Smith, editors (forthcoming)
    • Joyce E. Berg, Robert Forsythe, Forrest D. Nelson, and Thomas A. Rietz. Results from a dozen years of election futures markets research. In C. A. Plott and V. Smith, editors, Handbook of Experimental Economic Results (forthcoming). 2001.
    • (2001) Handbook of Experimental Economic Results
    • Berg, J.E.1    Forsythe, R.2    Nelson, F.D.3    Rietz, T.A.4
  • 3
    • 24944591658 scopus 로고    scopus 로고
    • Information aggregation mechanisms: Concept, design and implementation for a sales forecasting problem. Working paper no. 1131, California institute of technology
    • Kay-Yut Chen and Charles R. Plott. Information aggregation mechanisms: Concept, design and implementation for a sales forecasting problem. Working paper No. 1131, California Institute of Technology, Division of the Humanities and Social Sciences, 2002.
    • (2002) Division of the Humanities and Social Sciences
    • Chen, K.-Y.1    Plott, C.R.2
  • 7
    • 0033130232 scopus 로고    scopus 로고
    • Wishes, expectations, and actions: A survey on price formation in election stock markets
    • Robert Forsythe, Thomas A. Rietz, and Thomas W. Ross. Wishes, expectations, and actions: A survey on price formation in election stock markets. Journal of Economic Behavior and Organization, 39:83-110, 1999.
    • (1999) Journal of Economic Behavior and Organization , vol.39 , pp. 83-110
    • Forsythe, R.1    Rietz, T.A.2    Ross, T.W.3
  • 8
    • 9544239349 scopus 로고    scopus 로고
    • Betting Boolean-style: A framework for trading in securities based on logical formulas
    • Lance Fortnow, Joe Kilian, David M. Pennock, and Michael P. Wellman. Betting boolean-style: A framework for trading in securities based on logical formulas. Decision Support Systems, 39(1):87-104, 2004.
    • (2004) Decision Support Systems , vol.39 , Issue.1 , pp. 87-104
    • Fortnow, L.1    Kilian, J.2    Pennock, D.M.3    Wellman, M.P.4
  • 9
    • 0037258594 scopus 로고    scopus 로고
    • Combinatorial information market design
    • Robin D. Hanson. Combinatorial information market design. Information Systems Frontiers, 5(1):107-119, 2003.
    • (2003) Information Systems Frontiers , vol.5 , Issue.1 , pp. 107-119
    • Hanson, R.D.1
  • 10
    • 38449094322 scopus 로고    scopus 로고
    • Logarithmic market scoring rules for modular combinatorial information aggregation
    • Robin D. Hanson. Logarithmic market scoring rules for modular combinatorial information aggregation. Journal of Prediction Markets, 1(1):3-15, 2007.
    • (2007) Journal of Prediction Markets , vol.1 , Issue.1 , pp. 3-15
    • Hanson, R.D.1
  • 11
    • 0034381629 scopus 로고    scopus 로고
    • Recovering risk aversion from option prices and realized returns
    • Jens Carsten Jackwerth. Recovering risk aversion from option prices and realized returns. The Review of Financial Studies, 13(2):433-451, 2000.
    • (2000) The Review of Financial Studies , vol.13 , Issue.2 , pp. 433-451
    • Jackwerth, J.C.1
  • 13
    • 49049133343 scopus 로고
    • Information, trade and common knowledge
    • Paul Milgrom and Nancy L. Stokey. Information, trade and common knowledge. Journal of Economic Theory, 26(1):17-27, 1982.
    • (1982) Journal of Economic Theory , vol.26 , Issue.1 , pp. 17-27
    • Milgrom, P.1    Stokey, N.L.2
  • 15
    • 0011680015 scopus 로고
    • Scoring rules and the evaluation of probability assessors
    • Robert L. Winkler. Scoring rules and the evaluation of probability assessors. Journal of the American Statistical Association, 64(327): 1073-1078, 1969.
    • (1969) Journal of the American Statistical Association , vol.64 , Issue.327 , pp. 1073-1078
    • Winkler, R.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.