Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
From MaRDI portal
Publication:3753750
DOI10.2307/1913603zbMath0612.90018OpenAlexW2133255961MaRDI QIDQ3753750
Publication date: 1987
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913603
Related Items (48)
On disclosure policies in all-pay auctions with stochastic entry ⋮ Random-player games ⋮ Auctions with uncertain numbers of bidders ⋮ Auctioning risk: the all-pay auction under mean-variance preferences ⋮ Auctions with entry and resale ⋮ Optimal bidding in auctions from a game theory perspective ⋮ Equilibria in open common value auctions ⋮ IPV model with Cobb-Douglas and reference-dependent utility functions ⋮ All-pay auctions with risk-averse players ⋮ A speedy auction using approximated bidders' preferences ⋮ Competing first-price and second-price auctions ⋮ Equilibrium bid functions for auctions with an uncertain number of bidders ⋮ Auctions with loss‐averse bidders ⋮ Post-auction investment by financially constrained bidders ⋮ Unraveling in first-price auction. ⋮ Wars of attrition and all-pay auctions with stochastic competition ⋮ Efficient ex post implementable auctions and English auctions for bidders with non-quasilinear preferences ⋮ On-Demand or Spot? Selling the Cloud to Risk-Averse Customers ⋮ Information aggregation in auctions with an unknown number of bidders ⋮ How bidder's number affects optimal reserve price in first-price auctions under risk aversion ⋮ The buy price in auctions with discrete type distributions ⋮ Optimal contests with incomplete information and convex effort costs ⋮ On dynamic games with randomly arriving players ⋮ Selling goods of unknown quality: forward versus spot auctions ⋮ Premium auctions and risk preferences ⋮ Piecewise pseudo-maximum likelihood estimation for risk aversion case in first-price sealed-bid auction ⋮ Inference of bidders' risk attitudes in ascending auctions with endogenous entry ⋮ Simultaneous vs. sequential auctions with risk averse bidders ⋮ Credit auctions and bid caps ⋮ A first-price sealed-bid asymmetric auction when two bidders have respective CRRA and general utility functions ⋮ Auctions ⋮ Nonparametric estimation of utility function in first-price sealed-bid auctions ⋮ Revenue equivalence revisited ⋮ Entry and R{\&}D in procurement contracting ⋮ Large auctions with risk-averse bidders ⋮ Risk aversion and optimal reserve prices in first- and second-price auctions ⋮ Multidimensional private value auctions ⋮ Reserve price signaling in first-price auctions with an uncertain number of bidders ⋮ Auctions with a stochastic number of bidders ⋮ First- and second-price sealed-bid auctions applied to push and pull supply contracts ⋮ Auctions with a buy price ⋮ Disclosure policies in all-pay auctions with bid caps and stochastic entry ⋮ The Discrete Moment Problem with Nonconvex Shape Constraints ⋮ Disclosure policies in research contests with stochastic entry ⋮ Revenue comparison in common-value auctions: two examples ⋮ Auctions with an Invitation Cost ⋮ Large common value auctions with risk averse bidders ⋮ Payoff equivalence in sealed bid auctions and the dual theory of choice under risk
This page was built for publication: Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View