Simultaneous vs. sequential auctions with risk averse bidders
type: Item
instance of: scholarly article
title: Simultaneous vs. sequential auctions with risk averse bidders
zbMATH Open document ID: 1419.91316
author: I. Chakraborty
published in: Games and Economic Behavior
publication date: 2019-03-29T00:00:00Z
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 7044672
zbMATH Keywords: multi-unit auction
zbMATH Keywords: risk aversion
zbMATH Keywords: sequential auction
zbMATH Keywords: optimal reserve
MaRDI profile type: Publication
full work available at URL: j.geb.2018.09.014
OpenAlex ID: W2894498110
cites work: Vickrey auctions with reserve pricing
cites work: Multiple-object auctions with budget constrained bidders
cites work: Reserve prices without commitment
cites work: Equilibrium reserve prices in sequential ascending auctions
cites work: Multi-unit auctions with uniform prices
cites work: Sequential auctions of endogenously valued objects
cites work: Multi-Object Auctions: Sequential vs. Simultaneous Sales
cites work: Risk aversion and optimal reserve prices in first- and second-price auctions
cites work: Optimal Auctions with Risk Averse Buyers
cites work: Comparing Auctions for Risk Averse Buyers: A Buyer's Point of View
cites work: The declining price anomaly
cites work: A Theory of Auctions and Competitive Bidding
cites work: Q4403557
cites work: Optimal Auction Design
cites work: Budget-constrained sequential auctions with incomplete information
Wikidata QID: Q129180341
DOI: 10.1016/J.GEB.2018.09.014
description: scientific article; zbMATH DE number 7044672