Artikel
Quantile stable mechanisms
We introduce a new class of matching mechanisms - quantile stable mechanisms - that generate stable matchings that can be seen as a compromise between sides of a two-sided market. We show that responsiveness is a sufficient condition for the existence of such mechanisms and that all such mechanisms are distinct. We also analyze the manipulability of these mechanisms by market participants.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Games ; ISSN: 2073-4336 ; Volume: 12 ; Year: 2021 ; Issue: 2 ; Pages: 1-9 ; Basel: MDPI
- Klassifikation
-
Wirtschaft
- Thema
-
auctions
contracts
incentives
matching
mechanisms
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Chen, Peter
Egesdal, Michael
Pycia, Marek
Yenmez, M. Bumin
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2021
- DOI
-
doi:10.3390/g12020043
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Chen, Peter
- Egesdal, Michael
- Pycia, Marek
- Yenmez, M. Bumin
- MDPI
Entstanden
- 2021
Ähnliche Objekte (12)
Interpretation and semiparametric efficiency in quantile regression under misspecification
Stock returns and risk: Evidence from quantile
Stable international environmental agreements: Large coalitions that achieve little
Refining our understanding of beta through quantile regressions
Quantile risk-return trade-off
Quantile regression with generated regressors
Stable value funds performance
Causal random forests model using instrumental variable quantile regression
Counterfactual distributions in bivariate models: A conditional quantile approach
Exploring a three-factor dependence structure of conditional volatilities: Some quantile regression evidence from real estate investment trusts
Stable-GARCH models for financial returns: Fast estimation and tests for stability
Fairness and efficiency in online advertising mechanisms
Interpretation and semiparametric efficiency in quantile regression under misspecification
Stock returns and risk: Evidence from quantile
Stable international environmental agreements: Large coalitions that achieve little
Refining our understanding of beta through quantile regressions
Quantile risk-return trade-off
Quantile regression with generated regressors
Stable value funds performance
Causal random forests model using instrumental variable quantile regression
Counterfactual distributions in bivariate models: A conditional quantile approach
Exploring a three-factor dependence structure of conditional volatilities: Some quantile regression evidence from real estate investment trusts
Stable-GARCH models for financial returns: Fast estimation and tests for stability
Fairness and efficiency in online advertising mechanisms
Interpretation and semiparametric efficiency in quantile regression under misspecification
Stock returns and risk: Evidence from quantile
Stable international environmental agreements: Large coalitions that achieve little
Refining our understanding of beta through quantile regressions
Quantile risk-return trade-off
Quantile regression with generated regressors
Stable value funds performance
Causal random forests model using instrumental variable quantile regression
Counterfactual distributions in bivariate models: A conditional quantile approach
Exploring a three-factor dependence structure of conditional volatilities: Some quantile regression evidence from real estate investment trusts
Stable-GARCH models for financial returns: Fast estimation and tests for stability