Modelling the Blind Principal Bid Mechanism: A Large Deviation Approach
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Cited by:
- Giannikos, Christos I. & Kakolyris, Andreas & Suen, Tin Shan, 2023. "Prospect theory and a manager's decision to trade a blind principal bid basket," Global Finance Journal, Elsevier, vol. 55(C).
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More about this item
Keywords
Blind Principal Bid; Large Deviations; Portfolio Loss; Bidding-Auctions;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- D47 - Microeconomics - - Market Structure, Pricing, and Design - - - Market Design
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