Premium auctions and risk preferences
From MaRDI portal
Publication:654516
DOI10.1016/j.jet.2011.10.005zbMath1229.91145OpenAlexW3122053822MaRDI QIDQ654516
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
Auctions, bargaining, bidding and selling, and other market models (91B26) Individual preferences (91B08)
Related Items
Auctioning risk: the all-pay auction under mean-variance preferences ⋮ Premium auctions in the field ⋮ Premium auctions and risk preferences: an experimental study ⋮ Revenue-superior variants of the second-price auction
Cites Work
- Unnamed Item
- Unnamed Item
- Auction market theory of heterogeneous bidders
- Auctions with entry
- Risk aversion and optimal reserve prices in first- and second-price auctions
- Selling to risk averse buyers with unobservable tastes
- Uniqueness of equilibrium in sealed high-bid auctions.
- Ranking auctions with risk adverse bidders
- Uniqueness and existence of equilibrium in auctions with a reserve price
- Is Subsidizing Inefficient Bidders Actually Costly?
- Allocation Mechanisms and the Design of Auctions
- Optimal Auctions with Risk Averse Buyers
- Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
- Rational Expectations, Information Acquisition, and Competitive Bidding
- A Theory of Auctions and Competitive Bidding
- Optimal Auction Design
- Monotone Comparative Statics
- Single Crossing Properties and the Existence of Pure Strategy Equilibria in Games of Incomplete Information
- Precautionary Bidding in Auctions
- Notes and Comments the Amsterdam Auction
- Optimal auctions revisited