An optimal auction with correlated values and risk aversion

DOI10.1016/j.jet.2004.06.005zbMath1117.91026OpenAlexW2125263285MaRDI QIDQ2577518

Péter Eső

Publication date: 22 December 2005

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://ora.ox.ac.uk/objects/uuid:33713cde-d844-4ed1-94ff-571098bbd3de

zbMATH Keywords

risk aversionoptimal auctionscorrelated values

Mathematics Subject Classification ID

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

Related Items

Full surplus extraction by a risk averse seller in correlated environments, On the choice of obtaining and disclosing the common value in auctions, Limitations of Deterministic Auction Design for Correlated Bidders

Cites Work

• Selling to risk averse buyers with unobservable tastes
• Auction design with a risk averse seller
• Optimal Selling Strategies under Uncertainty for a Discriminating Monopolist when Demands are Interdependent
• Optimal Auctions with Risk Averse Buyers
• Full Extraction of the Surplus in Bayesian and Dominant Strategy Auctions
• A Theory of Auctions and Competitive Bidding
• Optimal Auction Design