Large common value auctions with risk averse bidders
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Publication:2347769
DOI10.1016/J.GEB.2015.03.015zbMATH Open1318.91100OpenAlexW2121486353MaRDI QIDQ2347769FDOQ2347769
Authors: Pauli Murto, Juuso Välimäki 
Publication date: 8 June 2015
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://aaltodoc.aalto.fi/handle/123456789/34953
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Cites Work
- Extreme value theory. An introduction.
- A Theory of Auctions and Competitive Bidding
- Information Acquisition in Auctions
- Optimal Auctions with Risk Averse Buyers
- Uniqueness in symmetric first-price auctions with affiliation
- Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
- Rational Expectations, Information Acquisition, and Competitive Bidding
- A Bidding Model of Perfect Competition
- The Loser's Curse and Information Aggregation in Common Value Auctions
- Large auctions with risk-averse bidders
- Asymptotic revenue equivalence in auctions
- Information Aggregation in Common Value Auctions
- Symmetric bidding in second-price, common-value auctions
- A Convergence Theorem for Competitive Bidding with Differential Information
- Delay and information aggregation in stopping games with private information
Cited In (8)
- Large auctions with risk-averse bidders
- Asymptotic and small sample analysis of the stochastic properties and certainty equivalents of winning bids in independent private values auctions
- Ranking auctions with risk adverse bidders
- Efficiency of Large Private Value Auctions
- A common‐value auction with state‐dependent participation
- Precautionary Bidding in Auctions
- On bidding with securities: risk aversion and positive dependence
- Information, stochastic dominance and bidding: the case of treasury auctions
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