Simultaneous vs. sequential auctions with risk averse bidders

DOI10.1016/j.geb.2018.09.014zbMath1419.91316OpenAlexW2894498110WikidataQ129180341 ScholiaQ129180341MaRDI QIDQ1735745

Indranil Chakraborty

Publication date: 29 March 2019

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.geb.2018.09.014

zbMATH Keywords

risk aversionsequential auctionoptimal reservemulti-unit auction

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Risk aversion and optimal reserve prices in first- and second-price auctions
• Multi-unit auctions with uniform prices
• The declining price anomaly
• Reserve prices without commitment
• Equilibrium reserve prices in sequential ascending auctions
• Vickrey auctions with reserve pricing
• Budget-constrained sequential auctions with incomplete information
• Multiple-Object Auctions with Budget Constrained Bidders
• Optimal Auctions with Risk Averse Buyers
• Multi-Object Auctions: Sequential vs. Simultaneous Sales
• Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
• A Theory of Auctions and Competitive Bidding
• Optimal Auction Design
• Sequential auctions of endogenously valued objects

This page was built for publication: Simultaneous vs. sequential auctions with risk averse bidders