Simultaneous vs. sequential auctions with risk averse bidders
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Cites work
- scientific article; zbMATH DE number 3436435 (Why is no real title available?)
- A Theory of Auctions and Competitive Bidding
- Budget-constrained sequential auctions with incomplete information
- Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
- Equilibrium reserve prices in sequential ascending auctions
- Multi-Object Auctions: Sequential vs. Simultaneous Sales
- Multi-unit auctions with uniform prices
- Multiple-object auctions with budget constrained bidders
- Optimal Auction Design
- Optimal Auctions with Risk Averse Buyers
- Reserve prices without commitment
- Risk aversion and optimal reserve prices in first- and second-price auctions
- Sequential auctions of endogenously valued objects
- The declining price anomaly
- Vickrey auctions with reserve pricing
Cited in
(13)- Ordering sellers in sequential auctions
- Vertically differentiated simultaneous Vickrey auctions: theory and experimental evidence
- Multi-Object Auctions: Sequential vs. Simultaneous Sales
- Large auctions with risk-averse bidders
- A parametric family of two ranked objects auctions: equilibria and associated risk
- Two ways to auction off an uncertain good
- A note on sequential auctions with multi-unit demand
- A comparative analysis of multi-unit sequential auction under optimal reserve
- Sequential procurement auctions with risk-averse suppliers
- Sequential auctions, price trends, and risk preferences
- Loss aversion in sequential auctions
- Designing bidding strategies in sequential auctions for risk averse agents
- Herding and the winner's curse in markets with sequential bids
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