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A reason for sophisticated investors not to seize arbitrage opportunities in markets without frictions

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  • Rohde, K.I.M.

    (Microeconomics & Public Economics)

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  • Rohde, K.I.M., 2005. "A reason for sophisticated investors not to seize arbitrage opportunities in markets without frictions," Research Memorandum 054, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    • Handle: RePEc:unm:umamet:2005054
    DOI: 10.26481/umamet.2005054
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    References listed on IDEAS

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    1. Antonio Frangioni & Emiliano Necciari & Maria Grazia Scutellà, 2004. "A Multi-Exchange Neighborhood for Minimum Makespan Parallel Machine Scheduling Problems," Journal of Combinatorial Optimization, Springer, vol. 8(2), pages 195-220, June.
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    Cited by:

    1. Cole, Richard & Correa, Jose & Gkatzelis, Vasillis & Mirrokni, Vahab & Olver, Neil, 2015. "Decentralized utilitarian mechanisms for scheduling games," LSE Research Online Documents on Economics 103081, London School of Economics and Political Science, LSE Library.
    2. Yossi Azar & Lisa Fleischer & Kamal Jain & Vahab Mirrokni & Zoya Svitkina, 2015. "Optimal Coordination Mechanisms for Unrelated Machine Scheduling," Operations Research, INFORMS, vol. 63(3), pages 489-500, June.
    3. C N Potts & V A Strusevich, 2009. "Fifty years of scheduling: a survey of milestones," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(1), pages 41-68, May.
    4. Guoqiang Fan & Qingqin Nong, 2018. "A Coordination Mechanism for a Scheduling Game with Uniform-Batching Machines," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 35(05), pages 1-15, October.
    5. Petra Schuurman & Tjark Vredeveld, 2007. "Performance Guarantees of Local Search for Multiprocessor Scheduling," INFORMS Journal on Computing, INFORMS, vol. 19(1), pages 52-63, February.
    6. Brueggemann, T. & Hurink, J.L. & Vredeveld, T. & Woeginger, G.J., 2006. "Very large-scale neighborhoods with performance guarantees for minimizing makespan on parallel machines," Research Memorandum 052, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    7. Heydenreich, B. & Müller, R.J. & Uetz, M.J., 2006. "Games and mechanism design in machine scheduling - an introduction," Research Memorandum 022, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

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