Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
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Publication:3753750
DOI10.2307/1913603zbMATH Open0612.90018OpenAlexW2133255961MaRDI QIDQ3753750FDOQ3753750
Publication date: 1987
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913603
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Cited In (52)
- Bidding in common-value auctions with an unknown number of competitors
- Scaling auctions as insurance: a case study in infrastructure procurement
- First- and second-price sealed-bid auctions applied to push and pull supply contracts
- Disclosure policies in all-pay auctions with bid caps and stochastic entry
- Auctions with entry and resale
- Equilibria in open common value auctions
- Auctioning risk: the all-pay auction under mean-variance preferences
- On disclosure policies in all-pay auctions with stochastic entry
- Unraveling in first-price auction.
- How bidder's number affects optimal reserve price in first-price auctions under risk aversion
- All-pay auctions with risk-averse players
- Auctions with loss‐averse bidders
- Credit auctions and bid caps
- Auctions with a buy price
- Wars of attrition and all-pay auctions with stochastic competition
- On dynamic games with randomly arriving players
- Efficient ex post implementable auctions and English auctions for bidders with non-quasilinear preferences
- Large auctions with risk-averse bidders
- Entry and R{\&}D in procurement contracting
- Random-player games
- Revenue comparison in common-value auctions: two examples
- Nonparametric estimation of utility function in first-price sealed-bid auctions
- Payoff equivalence in sealed bid auctions and the dual theory of choice under risk
- Piecewise pseudo-maximum likelihood estimation for risk aversion case in first-price sealed-bid auction
- Competing first-price and second-price auctions
- Simultaneous vs. sequential auctions with risk averse bidders
- Reserve price signaling in first-price auctions with an uncertain number of bidders
- Ranking auctions with risk adverse bidders
- Risk aversion and optimal reserve prices in first- and second-price auctions
- Auctions with a stochastic number of bidders
- A first-price sealed-bid asymmetric auction when two bidders have respective CRRA and general utility functions
- Auctions with an Invitation Cost
- Equilibrium bid functions for auctions with an uncertain number of bidders
- Large common value auctions with risk averse bidders
- On-Demand or Spot? Selling the Cloud to Risk-Averse Customers
- IPV model with Cobb-Douglas and reference-dependent utility functions
- Optimal bidding in auctions from a game theory perspective
- The Discrete Moment Problem with Nonconvex Shape Constraints
- Optimal contests with incomplete information and convex effort costs
- The buy price in auctions with discrete type distributions
- Selling goods of unknown quality: forward versus spot auctions
- Information aggregation in auctions with an unknown number of bidders
- A speedy auction using approximated bidders' preferences
- Post-auction investment by financially constrained bidders
- Disclosure policies in research contests with stochastic entry
- Inference of bidders' risk attitudes in ascending auctions with endogenous entry
- Premium auctions and risk preferences
- Revenue equivalence revisited
- Auctions with uncertain numbers of bidders
- Multidimensional private value auctions
- Auctions
- Dynamic Consistency, Revelations in Auctions and the Structure of Preferences
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