Liquidity provision with adverse selection and inventory costs
Year of publication: |
2023
|
---|---|
Authors: | Herdegen, Martin ; Muhle-Karbe, Johannes ; Stebegg, Florian |
Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 48.2023, 3, p. 1286-1315
|
Subject: | adverse selection | inventory cost | liquidity provision | Nash competition | Theorie | Theory | Adverse Selektion | Adverse selection | Lagermanagement | Warehouse management | Nash-Gleichgewicht | Nash equilibrium | Liquidität | Liquidity | Lagerhaltungsmodell | Inventory model |
-
Trading volume and liquidity provision in cryptocurrency markets
Bianchi, Daniele, (2022)
-
Paying for market liquidity : competition and incentives
Bellia, Mario, (2019)
-
Strategic liquidity provision in limit order markets
Back, Kerry E., (2013)
- More ...
-
Sensitivity of optimal consumption streams
Herdegen, Martin, (2015)
-
Stability of Radner Equilibria with Respect to Small Frictions
Herdegen, Martin, (2017)
-
Equilibrium Asset Pricing with Transaction Costs
Herdegen, Martin, (2020)
- More ...