Zobrazeno 1 - 10
of 78
pro vyhledávání: '"Andrzej Skrzypacz"'
Publikováno v:
The Review of Financial Studies.
We study the design of stress tests that provide information about aggregate and idiosyncratic risk in banks’ portfolios and impose contingent capital requirements. In the optimal static test, an adverse scenario fails all weak and some strong bank
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2afa26c79c03d7a84ae596543f2c98a5
https://doi.org/10.1093/rfs/hhad040
https://doi.org/10.1093/rfs/hhad040
Autor:
Martino Banchio, Andrzej Skrzypacz
Publikováno v:
Proceedings of the 23rd ACM Conference on Economics and Computation.
Motivated by online advertising auctions, we study auction design in repeated auctions played by simple Artificial Intelligence algorithms (Q-learning). We find that first-price auctions with no additional feedback lead to tacit-collusive outcomes (b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fa53c800cd6631515bde86d24e9084c8
https://doi.org/10.1145/3490486.3538244
https://doi.org/10.1145/3490486.3538244
Publikováno v:
Journal of Political Economy. 128:2542-2578
We study a Bayesian persuasion game in the context of real options. The Sender (firm) chooses signals to reveal to the Receiver (regulator) each period but has no long-term commitment power. The Receiver chooses when to exercise the option, affecting
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f4d95708fddc064e8e144b1eb0aba6ee
https://doi.org/10.1086/706687
https://doi.org/10.1086/706687
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::46558a0cfeefc522777596e69f83bc76
https://doi.org/10.2139/ssrn.4025592
https://doi.org/10.2139/ssrn.4025592
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f19fd3febad6cbb1f6adc3c9aa79629f
https://doi.org/10.2139/ssrn.4206078
https://doi.org/10.2139/ssrn.4206078
Autor:
Michael Ostrovsky, Andrzej Skrzypacz
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::efcc48d7ddb6657ff19ee179a79f5e8f
https://doi.org/10.2139/ssrn.4250550
https://doi.org/10.2139/ssrn.4250550
Autor:
William Fuchs, Andrzej Skrzypacz
Publikováno v:
Bargaining ISBN: 9783030766658
In this chapter, we discuss a few recent theoretical papers studying the dynamics of negotiations.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::463408ae81fd4c23c295a72d73088c72
https://doi.org/10.1007/978-3-030-76666-5_4
https://doi.org/10.1007/978-3-030-76666-5_4
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7fa825b43902266d6c039f498e8def38
https://doi.org/10.2139/ssrn.4114553
https://doi.org/10.2139/ssrn.4114553
Publikováno v:
Bargaining Current Research and Future Directions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=r3c4b2081b22::067b149c3885a02a413ce0c2e9b216a5
Publikováno v:
SSRN Electronic Journal.
We consider a Bayesian persuasion model in which the receiver takes multiple actions. We compare a simultaneous procedure, in which the receiver takes all actions after the realization of a single signal, to a sequential procedure in which the receiv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::de5ca020d39cf27881b688488798270b
https://doi.org/10.2139/ssrn.3875925
https://doi.org/10.2139/ssrn.3875925