In this paper, we propose a design for an an economically efficient, optimized, centralized, multi-lateral, periodic commodity market that addresses explicitly three issues: (i) substantial transportation costs between sellers and buyers; (ii) non homogeneous, in quality and nature, commodities;...

Bundle trading is a new trend in financial markets that allows traders to submit consolidated orders to sell and buy packages of assets. We propose a new formulation for portfolio bundle trading that extends the previous models of the literature through a more detailed representation of...