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Optimal auctions with ambiguity. (2004). Pape, Andreas ; Ozdenoren, Emre ; Bose, Subir.
In: Econometric Society 2004 North American Summer Meetings.
RePEc:ecm:nasm04:609.

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Cited: 17

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Cites: 20

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Cocites: 23

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Robust bilateral trade with discrete types. (2018). Pinar, Mustafa Elebi ; Bayrak, Halil Ibrahim ; Kargar, Kamyar.
    In: EURO Journal on Computational Optimization.
    RePEc:spr:eurjco:v:6:y:2018:i:4:d:10.1007_s13675-018-0106-x.

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  2. Imperfect public monitoring with a fear of signal distortion. (2018). Bhattacharya, Vivek ; Straub, Ludwig ; Manuelli, Lucas.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:175:y:2018:i:c:p:1-37.

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  3. Dynamic Consistency in Incomplete Information Games with Multiple Priors. (2018). Pahlke, Marieke.
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:599.

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  4. Condorcet meets Ellsberg. (2016). Ellis, Andrew.
    In: Theoretical Economics.
    RePEc:the:publsh:1284.

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  5. Analyzing Games with Ambiguous Player Types Using the MINthenMAX Decision Model. (2016). Nehama, Ilan.
    In: Discussion Paper Series.
    RePEc:huj:dispap:dp700.

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  6. Robust option pricing: Hannan and Blackwell meet Black and Scholes. (2016). DeMarzo, Peter ; Mansour, Yishay ; Kremer, Ilan.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:163:y:2016:i:c:p:410-434.

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  7. An externality-robust auction: theory and experimental evidence. (2015). Netzer, Nick ; Bartling, Björn.
    In: ECON - Working Papers.
    RePEc:zur:econwp:153.

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  8. Selling to the mean. (2015). Messner, Matthias ; Kos, Nenad.
    In: Working Papers.
    RePEc:igi:igierp:551.

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  9. Selling to the Mean. (2015). Messner, Matthias ; Kos, Nenad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5443.

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  10. A framework for robustness to ambiguity of higher-order beliefs. (2014). Stauber, Ronald.
    In: International Journal of Game Theory.
    RePEc:spr:jogath:v:43:y:2014:i:3:p:525-550.

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  11. The Design of Ambiguous Mechanisms. (2014). Messner, Matthias ; di Tillio, Alfredo ; Kos, Nenad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4949.

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  12. An Externality-Robust Auction: Theory and Experimental Evidence. (2014). Netzer, Nick ; Bartling, Björn.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4771.

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  13. Static vs Dynamic Auctions with Ambiguity Averse Bidders. (2012). Carvalho, M..
    In: Discussion Paper.
    RePEc:tiu:tiucen:1f078e67-88ec-46e3-ae18-14bb0bbe12c4.

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  14. The Design of Ambiguous Mechanisms. (2012). Messner, Matthias ; Di Tillio, Alfredo ; Kos, Nenad.
    In: Working Papers.
    RePEc:igi:igierp:446.

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  15. Essays in behavioral microeconomic theory. (2011). Carvalho, M..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:97fbb10e-5f12-420b-b8c4-e96a853a900c.

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  16. Ambiguity aversion solves the conflict between efficiency and incentive compatibility. (2011). de Castro, Luciano ; Yannelis, Nicholas C..
    In: The School of Economics Discussion Paper Series.
    RePEc:man:sespap:1106.

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  17. Robust Monopoly Pricing. (2007). Schlag, Karl ; Bergemann, Dirk.
    In: Levine's Bibliography.
    RePEc:cla:levrem:321307000000000983.

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References

References cited by this document

  1. [1] A. Billot, A. Chateauneuf, I. Gilboa, and J. Tallon. Sharing beliefs: Between agreeing and disaggreeing. Econometrica, 68:685--694, 2000.

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  9. [17] E. Ozdenoren. Auctions and bargaining with a set of priors. University of Michigan, mimeo, 2001.
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  10. [18] J. Riley and W. Samuelson. Optimal auctions. American Economic Review, 71:381--392, 1981.

  11. [19] A. Salo and M. Weber. Ambiguity aversion in Þrst-price sealed-bid auctions. Journal of Risk and Uncertainty, 11:123--137, 1995.
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  12. [2] C. Camerer and M. Weber. Recent developments in modelling preference: Uncertainty and ambiguity. Journal of Risk and Uncertainty, 5:325--370, 1992.
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  13. [20] W. Vickrey. Counterspeculation, auctions and competitive sealed tender. Journal of Finance, 16:8--37, 1961.
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  14. [21] O. Volij. Payoff equivalence in sealed bid auctions and the dual theory of choice under risk. Economics Letters, 76:231--237, 2002.

  15. [4] L. Epstein and T. Wang. Intertemporal asset pricing under knightian uncertainty. Econometrica, 62:283--322, 1994.

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  19. [8] E. Karni. On the equivalence between descending bid auctions and Þrst price sealed bid auctions. Theory and Decision, 25:211--217, 1988.
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  20. [9] E. Karni and Z. Safra. Vickrey auctions in the theory of expected utility with rank dependent probabilities. Economics Letters, 20:15--18, 1986.

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    In: Center for Mathematical Economics Working Papers.
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  2. Monetary equilibria and Knightian uncertainty. (2015). Ohtaki, Eisei ; Ozaki, Hiroyuki.
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    RePEc:spr:joecth:v:59:y:2015:i:3:p:435-459.

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  3. Flexible contracts. (2015). Gottardi, Piero ; Ghirardato, Paolo ; Tallon, Jean-Marc.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  4. Sharing ambiguous risks. (2015). Kelsey, David ; Chakravarty, Surajeet.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:56:y:2015:i:c:p:1-8.

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  5. Pareto optima and equilibria when preferences are incompletely known. (2014). Carlier, G. ; R.-A. Dana, .
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  6. Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty. (2014). Riedel, Frank ; Beißner, Patrick.
    In: Papers.
    RePEc:arx:papers:1409.6940.

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  7. Pareto optima and equilibria when preferences are incompletely known. (2013). Dana, R.-A., ; Carlier, G..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:148:y:2013:i:4:p:1606-1623.

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  8. Sharing risk and ambiguity. (2012). Rigotti, Luca ; Shannon, Chris .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:147:y:2012:i:5:p:2028-2039.

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  9. Efficient Allocations under Ambiguity. (2011). Werner, Jan ; Strzalecki, Tomasz.
    In: Scholarly Articles.
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  10. Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling. (2010). LE VAN, CUONG ; Dana, R. A..
    In: Journal of Economic Theory.
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  11. No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity. (2009). le Van, Cuong ; Dana, Rose-Anne .
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  12. Uncertainty, Learning and Ambiguity in Economic Models on Climate Policy: Some Classical Results and New Directions. (2007). TREICH, Nicolas ; Lange, Andreas.
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  13. Interim Efficient Allocations under Uncertainty. (2007). Ui, Takashi ; Kajii, Atsushi.
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  14. Dynamic Choice Under Ambiguity. (2006). Siniscalchi, Marciano.
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  15. Optimal auctions with ambiguity. (2004). Pape, Andreas ; Ozdenoren, Emre ; Bose, Subir.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:609.

    Full description at Econpapers || Download paper

  16. Climate Change and the Irreversibility Effect – Combining Expected Utility and MaxiMin. (2003). Lange, Andreas.
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  18. Adequate Moods for non-eu Decision Making in a Sequential Framework. (2002). ETCHART-VINCENT, Nathalie.
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  20. Optimal risk-sharing rules and equilibria with Choquet-expected-utility. (2000). Tallon, Jean-Marc ; Dana, Rose-Anne ; Chateauneuf, Alain.
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    In: Economics Papers from University Paris Dauphine.
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  22. Dynamic Choice and Timing-Independence: an experimental investigation. (1999). Hey, John ; Paradiso, Massimo.
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  23. Extensive Form Games with Uncertainty Averse Players. (1995). Lo, Kin Chung.
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