Now showing items 1-9 of 9

    • Catalog competition and Nash equilibrium in nonlinear pricing games 

      Monteiro, Paulo Klinger; Page Junior, Frank H.
      2008-03
      We model strategic competition in a market with asymmetric information as a noncooperative game in which each seller competes for a buyer of unknown type by offering the buyer a catalog of products and prices. We call this ...
    • Endogenous mechanisms and nash equilibrium in competitive contracting games 

      Monteiro, Paulo Klinger; Page Junior, Frank H.
      2009-09-20
      We model strategic competition in a market with asymmetric information as a noncooperative game in which each firm competes for the business of a buyer of unknown type by offering the buyer a catalog of products and prices. ...
    • Exclusão e multidimensionalidade de tipos em leilões ótimos 

      Svaiter, Benar Fux; Monteiro, P. K.; Page Junior, Frank H.
      2006-09-01
      Em um modelo de leil˜oes com valores privados independentes demonstramos que se os tipos s˜ao multidimensionais ent˜ao no leil˜ao ´otimo h´a exclus˜ao de tipos.
    • Inconsequential arbitrage 

      Page Junior, Frank H.; Wooders, Myrna H.; Monteiro, P. K.
      2000-12
      We introduce the concept of inconsequential arbitrage and, in the context of a model allowing short-sales and half-lines in indifference surfaces, prove that inconsequential arbitrage is sufficient for existence of ...
    • Increasing cones, recession cones and global cones 

      Monteiro, P. K.; Page Junior, Frank H.; Wooders, Myrna Holtz
      2000
      In this paper, we discuss and compare various cones used in the economics literature to analyze arbitrage in general equilibrium models with short selling. Our main result is that under certain conditions on an economic ...
    • Optimal auctions with multidimensional types and the desirability of exclusion 

      Page Junior, Frank H.; Monteiro, P. K.; Svaiter, Benar Fux
      2004-03-01
      Within the context of a single-unit, independent private values auction model, we show that if bidder types are multidimensional, then under the optimal auction exclusion of some bidder types will occur. A second contribution ...
    • Resultados uniformemente seguros e equilíbrio de Nash em jogos compactos 

      Monteiro, P. K.; Page Junior, Frank H.
      2006-09-01
      Nós introduzimos uma condição, resultados uniformemente seguros, para jogos compactos e resultados ('payoffs') limitados e mensur´aveis nas estrat´egias. Demonstramos que se um jogo compacto tem resultados uniformemente ...
    • Three principles of competitive nonlinear pricing 

      Page Junior, Frank H.; Monteiro, P. K.
      2002-03-01
      We make three contributions to the theory of contracting under asymmetric information. First, we establish a competitive analog to the revelation principIe which we call the implementation principIe. This principIe provides ...
    • Uniform payoff security and Nash equilibrium in compact games 

      Monteiro, P. K.; Page Junior, Frank H.
      2007
      We introduce a condition, uniform payoff security, for games with compact Hausdorff strategy spaces and payoffs bounded and measurable in players' strategies. We show that if any such compact game G is uniformly payoff ...