Risk aversion and optimal reserve prices in first- and second-price auctions
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Publication:972879
DOI10.1016/J.JET.2010.02.006zbMATH Open1245.91038OpenAlexW3124649661MaRDI QIDQ972879FDOQ972879
Authors: Audrey Hu, Steven A. Matthews, Liang Zou 
Publication date: 21 May 2010
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://economics.sas.upenn.edu/sites/default/files/filevault/working-papers/09-016.pdf
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- Optimal Auctions with Risk Averse Buyers
Cites Work
- Title not available (Why is that?)
- A Theory of Auctions and Competitive Bidding
- Auctions with entry
- Risk Aversion in the Small and in the Large
- Optimal Auctions with Risk Averse Buyers
- Optimal Auction Design
- Selling to risk averse buyers with unobservable tastes
- 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
- Precautionary Bidding in Auctions
- Auction market theory of heterogeneous bidders
- Optimal auctions revisited
- Ranking auctions with risk adverse bidders
Cited In (42)
- Estimation and inference of seller's expected revenue in first-price auctions
- Nonparametric estimation of first-price auctions with risk-averse bidders
- Efficiency in asymmetric auctions with endogenous reserve prices
- How bidder's number affects optimal reserve price in first-price auctions under risk aversion
- Effects of risk aversion on all-pay auction with reimbursement
- Optimal auctions: non-expected utility and constant risk aversion
- On-demand or spot? Selling the cloud to risk-averse customers
- Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
- Testing for risk aversion in first-price sealed-bid auctions
- Nonparametric estimation of utility function in first-price sealed-bid auctions
- 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
- Price of Anarchy for Mechanisms with Risk-Averse Agents
- Ranking auctions with risk adverse bidders
- A first-price sealed-bid asymmetric auction when two bidders have respective CRRA and general utility functions
- Reserve prices in auctions with entry when the seller is risk-averse
- Auctions with resale and risk aversion
- Auctions with anticipated emotions: overbidding, underbidding, and optimal reserve prices
- Large common value auctions with risk averse bidders
- Procurements with Bidder Asymmetry in Cost and Risk-Aversion
- Multi-attribute procurement auctions with risk averse suppliers
- Do auctioneers pick optimal reserve prices?
- A note on pricing with risk aversion
- First-price sealed-bid auctions when bidders exhibit different attitudes toward risk
- Precautionary Bidding in Auctions
- Full surplus extraction by a risk averse seller in correlated environments
- Revenue in first-price auctions with a buy-out price and risk-averse bidders
- Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
- Characterization of Vickrey auction with reserve price for multiple objects
- Competing auctions with non-identical objects
- Auction choice for ambiguity-averse sellers facing strategic uncertainty
- Auction design with a risk averse seller
- Premium auctions and risk preferences: an experimental study
- Selling to the highest valuation bidder under risk aversion and asymmetry
- Premium auctions and risk preferences
- Sequential auctions, price trends, and risk preferences
- Risk aversion in first price auctions with common values
- Learning to set the reserve price optimally in laboratory first price auctions
- Optimal Auctions with Risk Averse Buyers
- Rejection prices and an auctioneer with non-monotonic utility
- Properties of bid and ask reservation prices in the rank-dependent expected utility model
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