多属性采购拍卖中风险厌恶投标者投标策略研究
摘要
在第三方评价条件下,文章研究了带有风险厌恶投标者的多属性采购拍卖模型。在一定条件下,给出了风险厌恶投标者的均衡投标策略的解析解,分析了投标者的风险厌恶程度以及参与投标的人数对于投标策略的影响。结果发现:当投标者的风险厌恶程度或者投标者人数分别增大时,投标者的投标价格会降低;而对多属性第二评分采购拍卖则不会带来影响。
引文
[1]Che Y K.Design Competition Through Multidimensional Auctions[J].Rand Journal of Economics,1993,(24).
[2]Branco F.The Design of Multidimensional Auctions[J].Rand Journal of Economics,1997,(28).
[3]Asker J,Cantillon E.Properties of Scoring Auctions[J].Rand Journal of Economics,2008,(39).
[4]Pratt J W.Risk Aversion in the Small and in the Large[J].Econometrica,1964,(32).
[5]Maskin E,Riley J.Optimal Auctions With Risk Averse Buyers[J].Econometrica,1984,(52).
[6]Hu A,Matthews S A,Zou L.Risk Aversion and Optimal Reserve Prices in First-and Second-price Auctions[J].Journal of Economic Theory,2010,(145).
[7]Liu S,Li J,Liu D.Multi-attribute Procurement Auctions With Risk Averse Suppliers[J].Economic letters,2012,(115).
[8]Mas-Colell A,Whinston M,Green J.Microeconomic Theory[M].Oxford:Oxford University Press,1994.
[9]Riley J G,Samuelson W P.Optimal Auctions[J].American Economic Review,1981,(71).
(1)假设1是为保证质量排序的单调性。
(2)假设2保证合同会给所有成本类型的投标者。
[2]Branco F.The Design of Multidimensional Auctions[J].Rand Journal of Economics,1997,(28).
[3]Asker J,Cantillon E.Properties of Scoring Auctions[J].Rand Journal of Economics,2008,(39).
[4]Pratt J W.Risk Aversion in the Small and in the Large[J].Econometrica,1964,(32).
[5]Maskin E,Riley J.Optimal Auctions With Risk Averse Buyers[J].Econometrica,1984,(52).
[6]Hu A,Matthews S A,Zou L.Risk Aversion and Optimal Reserve Prices in First-and Second-price Auctions[J].Journal of Economic Theory,2010,(145).
[7]Liu S,Li J,Liu D.Multi-attribute Procurement Auctions With Risk Averse Suppliers[J].Economic letters,2012,(115).
[8]Mas-Colell A,Whinston M,Green J.Microeconomic Theory[M].Oxford:Oxford University Press,1994.
[9]Riley J G,Samuelson W P.Optimal Auctions[J].American Economic Review,1981,(71).
(1)假设1是为保证质量排序的单调性。
(2)假设2保证合同会给所有成本类型的投标者。