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The impacts of auction methods and market structure on patent portfolio value
Chen, Zi-Rui; Nie, Pu-yan; He, Cheng; Zhang, Hui - In: Technology analysis & strategic management 34 (2022) 11, pp. 1295-1309
Persistent link: https://www.econbiz.de/10013412743
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Auctioning the United Homes Portfolio : A Legal Case Study
Hammond, Celeste M. - 2009
is designed to provide students with an understanding of the decision to use a private auction to sell a large portfolio … estate by private auction is the basis for a study of excellent negotiating and good lawyering on the part of attorneys for … story of how the decision to sell the real estate using an auction was reached and the bankruptcy court's approval process …
Persistent link: https://www.econbiz.de/10013157230
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Measuring the effectiveness of volatility auctions
Castro, Carlos; Agudelo, Diego A.; Preciado, Sergio - In: International review of economics & finance : IREF 70 (2020), pp. 566-581
Persistent link: https://www.econbiz.de/10012486837
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Charity auctions as assets : theory and simulations of fundraising risk management in mean-variance space
Foster, Joshua; Haley, M. Ryan - In: Socio-economic planning sciences : the international … 83 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013363696
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Optimal bidding in hourly and quarter-hourly electricity price auctions : trading large volumes of power with market impact and transaction costs
Narajewski, Michał; Ziel, Florian - In: Energy economics 110 (2022), pp. 1-28
Persistent link: https://www.econbiz.de/10013349916
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Pricing art and the art of pricing : on returns and risk in art auction markets
Li, Yuexin; Ma, Marshall; Renneboog, Luc - 2021
Persistent link: https://www.econbiz.de/10012592090
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Building Patent Portfolios to Facilitate Cross-Licensing Agreements : Implications for Merger Efficiency Analysis
Dorsey, Elyse - 2018
Persistent link: https://www.econbiz.de/10012921227
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On extreme value statistics : maximum likelihood portfolio optimization extremal rainfall internet auctions
Chen Zhou - 2008
Persistent link: https://www.econbiz.de/10003775890
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Liquidity risk, speculative trade, and the optimal latency of financial markets : conference paper
Fricke, Daniel; Gerig, Austin - 2014
Garbade and Silber (1979) demonstrate that an asset will be liquid if it has (1) low price volatility and (2) a large number of public investors who trade it. Although these results match nicely with common notions of liquidity, one key element is missing: liquidity also depends on (3) an asset...
Persistent link: https://www.econbiz.de/10010484462
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Robust design of networks under risks
Ermolʹev, Jurij M.; Gaivoronski, Alexei A.; Makowski, Marek - In: Coping with uncertainty : robust solutions, (pp. 101-137). 2010
Persistent link: https://www.econbiz.de/10003921304