Selling to risk averse buyers with unobservable tastes

Cites Work

A Theory of Auctions and Competitive Bidding
Monopoly and product quality
Incentive Compatibility and the Bargaining Problem
Optimal Auctions with Risk Averse Buyers
Optimal Auction Design
Manipulation of Voting Schemes: A General Result
The Implementation of Social Choice Rules: Some General Results on Incentive Compatibility
Allocation Mechanisms and the Design of Auctions
Sufficient Conditions in Optimal Control Theory
Resource Allocation Under Asymmetric Information

Cited In (38)

A dynamic mechanism and surplus extraction under ambiguity
On the efficiency of the first price auction
Incentive compatibility in non-quasilinear environments
Efficient ex post implementable auctions and English auctions for bidders with non-quasilinear preferences
An externality-robust auction: theory and experimental evidence
Optimal sale across venues and auctions with a buy-now option
On-demand or spot? Selling the cloud to risk-averse customers
\(k\)-price auctions
Payoff equivalence in sealed bid auctions and the dual theory of choice under risk
Existence of optimal auctions in general environments
Competing first-price and second-price auctions
Common-value auctions with discrete private information
Price of Anarchy for Mechanisms with Risk-Averse Agents
Risk aversion and optimal reserve prices in first- and second-price auctions
Small- and large-stakes risk aversion: Implications of concavity calibration for decision theory
Auctions with a stochastic number of bidders
Optimal mechanism design with risk-loving agents
Ex-post full surplus extraction, straightforwardly
Overbidding and inefficiencies in multi-unit Vickrey auctions for normal goods
Reduced form implementation for environments with value interdependencies
First-price sealed-bid auctions when bidders exhibit different attitudes toward risk
Full surplus extraction by a risk averse seller in correlated environments
Optimal contests with incomplete information and convex effort costs
An optimal auction with correlated values and risk aversion
Delegated portfolio management
Optimality and robustness of the English auction
The scope of the hypothesis of Bayesian equilibrium
Selling to the highest valuation bidder under risk aversion and asymmetry
Premium auctions and risk preferences
The English auction is optimal among simple sequential auctions
Approximately optimal auctions for correlated bidders
Numerical solutions of asymmetric, first-price, independent private values auctions
Risk aversion in first price auctions with common values
Efficient computation of optimal auctions via reduced forms
On the profitability of reducing competition in all-pay auctions with risk averse bidders
Multi-period contracts between principal and agent with adverse selection
Efficient mechanisms with information acquisition
Optimal auctions with financially constrained buyers

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