A5070485542- Economic theories and models
- Game Theory and Applications
- Complex Systems and Time Series Analysis
- Experimental Behavioral Economics Studies
- Banking stability, regulation, efficiency
- Monetary Policy and Economic Impact
- Economic Theory and Institutions
- Economic Theory and Policy
- Fiscal Policy and Economic Growth
- Housing Market and Economics
- Game Theory and Voting Systems
- Market Dynamics and Volatility
- Global Financial Crisis and Policies
- Financial Markets and Investment Strategies
- Politics, Economics, and Education Policy
- Digital Platforms and Economics
- Consumer Market Behavior and Pricing
- State Capitalism and Financial Governance
- Auction Theory and Applications
- Insurance and Financial Risk Management
- Auditing, Earnings Management, Governance
- Natural Resources and Economic Development
- Merger and Competition Analysis
- Credit Risk and Financial Regulations
- Stock Market Forecasting Methods
Universidade Nova de Lisboa
2014-2024
University of Lisbon
2004-2022
Sociedade Brasileira de Educação Matemática
2019
Bergstrom, Blume and Varian [4] provides anelegant game-theoretic model of an economy with one private good onepublic good. Strategies players consist voluntary contributions theprivate to public production. Without relying on first orderconditions, as in prior literature, the authors demonstrate existence ofNash equilibrium. The assumption one-private greatly facilities theresults. We provide analogue result ina allowing multiple goods. In addition, we relatethe strategic market game...
Abstract Bergstrom, Blume, and Varian provided a neutrality result for the private provision of public goods that has inspired considerable literature. The significant implications income redistribution broader policy interventions. This paper reviews basic its applications, discusses extensions to general economies.
Abstract We extend to multiple private commodities the seminal model by Bergstrom et al. (J Public Econ 29:25–49, 1986) on provision of public goods. Considering relative value aggregate donations, we define a notion equilibrium and show its existence. analyze effects resource redistributions outcome, identifying conditions that guarantee neutrality. study some further properties contribution equilibrium, provide strategic market game approach, defining sequence non-cooperative games whose...
Abstract This study explores the implementation and factor integration of diverse factor-based investment strategies in European market. Specifically, we investigate a contrarian strategy, two value strategies, momentum strategy from 2015 to June 2024. Utilising Python framework Qrumble for efficient experimentation, integrate evaluation metrics consider beyond commonly used portfolios, equally weighted value-weighted, theoretically portfolios - minimum variance market portfolio. While...
Abstract The previous literature on general equilibrium has assumed that all traders belong to a single market. However, often participate in more than one exchange diversify their portfolios. Moreover, there is evidence the security listings of exchanges overlap. Our model captures these facts: are multiple exchanges, same listed different and can exchange. We show that, presence convex transaction costs, exists an equilibrium, individual demand continuously differentiable function prices.