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Quantile Maximization in Decision Theory*

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M Rostek - Review of Economic Studies, 2010 - Wiley Online Library
This paper introduces a model of preferences, in which, given beliefs about uncertain
outcomes, an individual evaluates an action by a quantile of the induced distribution. The
choice rule of Quantile Maximization unifies maxmin and maxmax as maximizing the ...
Cited by 32 - Related articles - All 16 versions

[PDF] Price inference in small markets

[PDF] from umontreal.ca
M Rostek… - Report, University, 2010 - cireq.umontreal.ca
Abstract This paper studies information aggregation in markets for perfectly divisible goods
with an arbitrary, possibly small, number of strategic traders. When trader valuations are
heterogeneously correlated, a trade# off in information aggregation between small and ...
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[CITATION] Discriminatory or uniform? Design of divisible good auctions

M Rostek, M Weretka… - 2010 - … . Bilateral trade with the sealed bid k- …
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[PDF] Frequent Trading and Price Impact in Thin Markets

[PDF] from warwick.ac.uk
MJ Rostek… - 2007 - warwick.ac.uk
... Liquidity, Blockage Discount. *This paper combines material from oAsset Valuation
in Thin Financial Marketspby Marek Weretka and oThe Time Structure of Price
Impactpby Marzena Rostek and Marek Weretka. We would like ...
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[PDF] Design of Divisible Good Markets

[PDF] from wisc.edu
M Rostek, M Weretka… - 2010 - ssc.wisc.edu
Abstract Uniform price and discriminatory price auctions are the two most common formats
for selling divisible goods. This paper establishes the revenue rankings for these formats
and the Vickrey auction in markets with strategic buyers. Our analysis underscores the key ...
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[PDF] Reasoning in strategic and non-strategic interactions

[PDF] from princeton.edu
MJ Rostek - 2006 - princeton.edu
Page 1. Reasoning in Strategic and Non-Strategic Interactions A Dissertation Presented to the
Faculty of the Graduate School of Yale University in Candidacy for the Degree of Doctor of
Philosophy by Marzena Joanna Rostek Dissertation Director: Professor Benjamin Polak ...
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Price discrimination and resale: A classroom experiment

[PDF] from cirano.qc.ca
Full text - MIT Libraries
A Basuchoudhary, C Metcalf… - The Journal of …, 2008 - Taylor & Francis
The authors present a classroom experiment designed to illustrate key concepts of third-
degree price discrimination. By participating as buyers and sellers, students actively learn
(1) how group pricing differs from uniform pricing,(2) how resale between buyers limits a ...
Cited by 1 - Related articles - All 24 versions

Information Aggregation and Innovation in Market Design

[PDF] from nyu.edu
M Ollar… - 2011 - papers.ssrn.com
Abstract: The literature on information aggregation predicts that market growth
unambiguously reduces uncertainty about the value of traded goods. The results were
developed within the classical model, which assumes that traders' values for the ...
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Bundling without price discrimination

[PDF] from warwick.ac.uk
AM Carvajal, M Rostek… - 2010 - wrap.warwick.ac.uk
This paper examines the optimal bundling strategies of a multiproduct monopoly in markets
in which a seller cannot monitor and thereby restrict the purchases of buyers to a single
bundle, while buyers have resale opportunities. In such markets, the standard mechanism ...
Related articles - All 12 versions

Price Inference in Small Markets

Full text - MIT Libraries
M Rostek… - Econometrica, 2012 - Wiley Online Library
This paper investigates the effects of market size on the ability of price to aggregate traders'
private information. To account for heterogeneity in correlation of trader values, a Gaussian
model of double auction is introduced that departs from the standard information structure ...

[PDF] Competition in Financial Innovation

[PDF] from wisc.edu
A Carvajal, M Rostek… - 2011 - ssc.wisc.edu
Abstract This paper examines the incentives offered by frictionless markets for innovation of
assetbacked securities. Assuming homogeneous preferences across investors with
heterogeneous risk-sharing needs and allowing for short selling of securities, we ...
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[PDF] Welfare Trade-offs and Private Information

[PDF] from wisc.edu
M Rostek… - 2011 - ssc.wisc.edu
Abstract Does encouraging trader participation enhance market competitiveness? When
trader preferences are interdependent, markets do not necessarily become more
competitive as the number of traders grows and traders need not become price takers in ...
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[PDF] Market Competitiveness and Interdependent Preferences

[PDF] from wisc.edu
M Rostek… - 2010 - ssc.wisc.edu
Abstract Does encouraging trader participation enhance market competitiveness? When
trader preferences are interdependent, markets do not necessarily become more com#
petitive as the number of traders grows and traders need not become price takers in large ...
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