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Worst-case equilibria in first-price auctions

Gretschko, Vitali; Mass, Helene - In: Theoretical economics : TE ; an open access journal in … 19 (2024) 1, pp. 61-93

The usual analysis of bidding in first-price auctions assumes that bidders know the distribution of valuations. We analyze first-price auctions in which bidders do not know the precise distribution of their competitors' valuations, but only the mean of the distribution. We propose a novel...

Persistent link: https://www.econbiz.de/10014468062

Risk, risk aversion, and a finance-augmented neoclassical economic model of production

Jin, Yi; Zeng, Zhixiong - In: International journal of production economics 176 (2016), pp. 82-91

Persistent link: https://www.econbiz.de/10011491709

Risk aversion and the Nash solution in stochastic bargaining experiments

Harrison, Glenn W. - 1986

Persistent link: https://www.econbiz.de/10003571879

Embedded Nash bargaining : risk aversion and impatience

Lippman, Steven A.; McCardle, Kevin F. - In: Decision analysis : a journal of the Institute for … 9 (2012) 1, pp. 31-40

Persistent link: https://www.econbiz.de/10009522438

Risk aversion in the Nash bargaining problem with uncertainty

Li, Sanxi; Sun, Hailin; Yan, Jianye; Yin, Xundong - In: Journal of economics 115 (2015) 3, pp. 257-274

Persistent link: https://www.econbiz.de/10011286045

Nash equilibria in optimal reinsurance bargaining

Anthropelos, Michail; Boonen, Tim J. - In: Insurance / Mathematics & economics 93 (2020), pp. 196-205

Persistent link: https://www.econbiz.de/10012294124

Conjectures between two cournot firms with symmetric information and their risk-taking behaviours

Ryu, Suyeol; Kim, Iltae - In: Malaysian journal of economic studies 54 (2017) 2, pp. 223-234

Persistent link: https://www.econbiz.de/10011825806

Capacity investment in supply chain with risk averse supplier under risk diversification contract

Juan, He; Ma, Chao; Pan, Kai - In: Transportation research / E : an international journal 106 (2017), pp. 255-275

Persistent link: https://www.econbiz.de/10011761001

Nash bargaining and risk aversion

Rausser, Gordon C.; Simon, Leo K. - In: Games and economic behavior 95 (2016), pp. 1-9

Persistent link: https://www.econbiz.de/10011780168

Risk Aversion in the Nash Bargaining Problem with ISHARA Utility Functions

Li, Sanxi; Yan, Jianye; Sun, Hailin - 2012

We apply the aggregation property of Identical Shape Harmonic Absolute Risk Aversion (ISHARA) utility functions to … analyze the comparative statics properties of a bargaining model with uncertainty. We identify sufficient and necessary … conditions under which an increase in one's degree of risk aversion bene fits/hurts one's opponent …

Persistent link: https://www.econbiz.de/10014170653

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