Premium auctions and risk preferences
From MaRDI portal
Publication:654516
DOI10.1016/J.JET.2011.10.005zbMATH Open1229.91145OpenAlexW3122053822MaRDI QIDQ654516FDOQ654516
Audrey Hu, Liang Zou, Theo Offerman
Publication date: 28 December 2011
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2011.10.005
Recommendations
Individual preferences (91B08) Auctions, bargaining, bidding and selling, and other market models (91B26)
Cites Work
- Title not available (Why is that?)
- A Theory of Auctions and Competitive Bidding
- Auctions with entry
- Monotone Comparative Statics
- Title not available (Why is that?)
- Uniqueness and existence of equilibrium in auctions with a reserve price
- Optimal Auctions with Risk Averse Buyers
- Optimal Auction Design
- Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
- Selling to risk averse buyers with unobservable tastes
- Notes and Comments the Amsterdam Auction
- Uniqueness of equilibrium in sealed high-bid auctions.
- Allocation Mechanisms and the Design of Auctions
- Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
- Rational Expectations, Information Acquisition, and Competitive Bidding
- Precautionary Bidding in Auctions
- Auction market theory of heterogeneous bidders
- Risk aversion and optimal reserve prices in first- and second-price auctions
- Optimal auctions revisited
- Ranking auctions with risk adverse bidders
- Is Subsidizing Inefficient Bidders Actually Costly?
Cited In (4)
This page was built for publication: Premium auctions and risk preferences
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q654516)
