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Models for bundle trading in financial markets

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  • Abrache, Jawad
  • Crainic, Teodor Gabriel
  • Gendreau, Michel

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  • Abrache, Jawad & Crainic, Teodor Gabriel & Gendreau, Michel, 2005. "Models for bundle trading in financial markets," European Journal of Operational Research, Elsevier, vol. 160(1), pages 88-105, January.
    • Handle: RePEc:eee:ejores:v:160:y:2005:i:1:p:88-105
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    1. Brewer, Paul J. & Plott, Charles R., 1996. "A binary conflict ascending price (BICAP) mechanism for the decentralized allocation of the right to use railroad tracks," International Journal of Industrial Organization, Elsevier, vol. 14(6), pages 857-886, October.
    2. Michael H. Rothkopf & Aleksandar Pekev{c} & Ronald M. Harstad, 1998. "Computationally Manageable Combinational Auctions," Management Science, INFORMS, vol. 44(8), pages 1131-1147, August.
    3. Madhavan, Ananth, 1992. "Trading Mechanisms in Securities Markets," Journal of Finance, American Finance Association, vol. 47(2), pages 607-641, June.
    4. Edward Clarke, 1971. "Multipart pricing of public goods," Public Choice, Springer, vol. 11(1), pages 17-33, September.
    5. Robert L. Graves & Linus Schrage & Jayaram Sankaran, 1993. "An Auction Method for Course Registration," Interfaces, INFORMS, vol. 23(5), pages 81-92, October.
    6. William Vickrey, 1961. "Counterspeculation, Auctions, And Competitive Sealed Tenders," Journal of Finance, American Finance Association, vol. 16(1), pages 8-37, March.
    7. Domowitz, Ian, 1990. "The mechanics of automated trade execution systems," Journal of Financial Intermediation, Elsevier, vol. 1(2), pages 167-194, June.
    8. Groves, Theodore, 1973. "Incentives in Teams," Econometrica, Econometric Society, vol. 41(4), pages 617-631, July.
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    Cited by:

    1. Yiting Xing & Ling Li & Zhuming Bi & Marzena Wilamowska‐Korsak & Li Zhang, 2013. "Operations Research (OR) in Service Industries: A Comprehensive Review," Systems Research and Behavioral Science, Wiley Blackwell, vol. 30(3), pages 300-353, May.
    2. Karla Hoffman & Dinesh Menon, 2010. "A Practical Combinatorial Clock Exchange for Spectrum Licenses," Decision Analysis, INFORMS, vol. 7(1), pages 58-77, March.
    3. Geng Lin & Wenxing Zhu & M. Montaz Ali, 2016. "An effective discrete dynamic convexized method for solving the winner determination problem," Journal of Combinatorial Optimization, Springer, vol. 32(2), pages 563-593, August.
    4. Kuo, April & Miller-Hooks, Elise, 2012. "Developing Responsive Rail Services through collaboration," Transportation Research Part B: Methodological, Elsevier, vol. 46(3), pages 424-439.
    5. Jawad Abrache & Teodor Crainic & Michel Gendreau & Monia Rekik, 2007. "Combinatorial auctions," Annals of Operations Research, Springer, vol. 153(1), pages 131-164, September.

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