Precautionary Bidding in Auctions

DOI10.1111/j.1468-0262.2004.00478.xzbMath1152.91458OpenAlexW3125593659MaRDI QIDQ5473009

Péter Eső, Lucy White

Publication date: 19 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/1331.pdf

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (11)

Auctioning risk: the all-pay auction under mean-variance preferences ⋮ Optimal bidding in auctions from a game theory perspective ⋮ All-pay auctions with risk-averse players ⋮ Auctions with endogenous opting‐out fees and recursive winning procedures from the Talmud ⋮ Sequential auctions, price trends, and risk preferences ⋮ Premium auctions and risk preferences ⋮ Credit auctions and bid caps ⋮ English auctions with ensuing risks and heterogeneous bidders ⋮ Prudence in bargaining: The effect of uncertainty on bargaining outcomes ⋮ Risk aversion and optimal reserve prices in first- and second-price auctions ⋮ Fear of ruin

This page was built for publication: Precautionary Bidding in Auctions