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Optimal Auctions: Non-expected Utility and Constant Risk Aversion

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Publication:5051539
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DOI10.1093/restud/rdab096zbMath1505.91181OpenAlexW4205892215MaRDI QIDQ5051539

Alex Gershkov, Philipp Strack, Mengxi Zhang, Benny Moldovanu

Publication date: 23 November 2022

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/restud/rdab096


zbMATH Keywords

constant risk aversionoptimal auctionsYaari utility


Mathematics Subject Classification ID

Utility theory (91B16) Auctions, bargaining, bidding and selling, and other market models (91B26)


Related Items (1)

Optimal contests with incomplete information and convex effort costs






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