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875
Priorindependent Auctions for Riskaverse Agents
, 2013
"... We study simple and approximately optimal auctions for agents with a particular form of riskaverse preferences. We show that, for symmetric agents, the optimal revenue (given a prior distribution over the agent preferences) can be approximated by the firstprice auction (which is prior independent) ..."
Abstract

Cited by 8 (2 self)
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We study simple and approximately optimal auctions for agents with a particular form of riskaverse preferences. We show that, for symmetric agents, the optimal revenue (given a prior distribution over the agent preferences) can be approximated by the firstprice auction (which is prior independent
State space search for riskaverse agents
 In Twentieth International Joint Conference on Artificial Intelligence
, 2007
"... We investigate search problems under risk in statespace graphs, with the aim of finding optimal paths for riskaverse agents. We consider problems where uncertainty is due to the existence of different scenarios of known probabilities, with different impacts on costs of solutionpaths. We consider v ..."
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Cited by 7 (3 self)
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We investigate search problems under risk in statespace graphs, with the aim of finding optimal paths for riskaverse agents. We consider problems where uncertainty is due to the existence of different scenarios of known probabilities, with different impacts on costs of solutionpaths. We consider
Pessimistic Optimal Choice for Riskaverse Agents
 Discussion paper, CASMEF Discussion Paper
, 2013
"... We extend Hansen and Sargent’s (Hansen and Sargent, 1994, 1995, 2013) analysis of dynamic optimization with riskaverse agents in two directions. Firstly, following Whittle (Whittle, 1990), we show that the optimal riskaverse policy is identified via a pessimistic choice mechanism and described by ..."
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Cited by 2 (2 self)
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We extend Hansen and Sargent’s (Hansen and Sargent, 1994, 1995, 2013) analysis of dynamic optimization with riskaverse agents in two directions. Firstly, following Whittle (Whittle, 1990), we show that the optimal riskaverse policy is identified via a pessimistic choice mechanism and described
COORDINATION OF SUPPLY CHAINS WITH DOWNSIDERISKAVERSE AGENTS
"... Coordinating supply chains has been a major issue in supply chain management research. This paper focuses on the coordination of supply chains with downsideriskaverse agents. Motivating by the revenue sharing contract, we developed the sufficient conditions for the coordination of the supply chain ..."
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Coordinating supply chains has been a major issue in supply chain management research. This paper focuses on the coordination of supply chains with downsideriskaverse agents. Motivating by the revenue sharing contract, we developed the sufficient conditions for the coordination of the supply
Screening RiskAverse Agents Under Moral Hazard
 SingleCrossing and the CARA Case, Economic Theory
, 2007
"... Abstract Principalagent models of moral hazard have been developed under the assumption that the principal knows the agent's riskaversion. This paper extends the moral hazard model to the case when the agent's riskaversion is his private information, so that the model also exhibits adv ..."
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Cited by 29 (2 self)
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Abstract Principalagent models of moral hazard have been developed under the assumption that the principal knows the agent's riskaversion. This paper extends the moral hazard model to the case when the agent's riskaversion is his private information, so that the model also exhibits
Moralhazard credit cycles with riskaverse agents
, 2013
"... We consider a simple overlappinggenerations model with riskaverse financial agents subject to moral hazard. Efficient contracts for such financial intermediaries involve backloaded latecareer rewards. Compared to the analogous model with riskneutral agents, risk aversion tends to reduce the gro ..."
Abstract

Cited by 2 (1 self)
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We consider a simple overlappinggenerations model with riskaverse financial agents subject to moral hazard. Efficient contracts for such financial intermediaries involve backloaded latecareer rewards. Compared to the analogous model with riskneutral agents, risk aversion tends to reduce
Proceedings Article PriorIndependent Auctions for RiskAverse Agents
"... We study simple and approximately optimal auctions for agents with a particular form of riskaverse preferences. We show that, for symmetric agents, the optimal revenue (given a prior distribution over the agent preferences) can be approximated by the firstprice auction (which is prior independent) ..."
Abstract
 Add to MetaCart
We study simple and approximately optimal auctions for agents with a particular form of riskaverse preferences. We show that, for symmetric agents, the optimal revenue (given a prior distribution over the agent preferences) can be approximated by the firstprice auction (which is prior independent
An approximate condition for supply chain coordination with riskaverse agents
, 2007
"... Abstract. Numerous scholars investigate the supply chain coordination, but most of them assume the agents are riskneutral. We apply utility function to character riskaverse agents, give a definition of coordination, then show an approximate condition of coordination with this definition. After tha ..."
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Abstract. Numerous scholars investigate the supply chain coordination, but most of them assume the agents are riskneutral. We apply utility function to character riskaverse agents, give a definition of coordination, then show an approximate condition of coordination with this definition. After
Results 1  10
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875