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Risk Aversion, Heterogeneity and Contests

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Author Info
Cornes, Richard
Hartley, Roger

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Abstract

We introduce a novel method of modelling contests that avoids the complexities encountered by the "best response function" approach. We analyse contests in which (i) there are many risk averse players, (ii) attitudes to risk may differ across individuals, and (iii) the technology that transforms rent-seeking effort into probability of winning may also differ across individuals. We establish that, if every player has a constant degree of absolute risk aversion, a unique equilibrium exists. We also establish comparative static results and examine how the level of rent dissipation is affected by the heterogeneity of attitudes towards risk and the precise nature of the technology. Copyright 2003 by Kluwer Academic Publishers

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Publisher Info
Article provided by Springer in its journal Public Choice.

Volume (Year): 117 (2003)
Issue (Month): 1-2 (October)
Pages: 1-25
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:pubcho:v:117:y:2003:i:1-2:p:1-25

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Web page: http://www.springerlink.com/link.asp?id=100332

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  1. Richard Cornes & Roger Hartley, 2003. "Loss Aversion and the Tullock Paradox," Keele Economics Research Papers KERP 2003/06, Centre for Economic Research, Keele University. [Downloadable!]
  2. Alex Dickson & Roger Hartley, 2004. "Partial Equilibrium Analysis in a Market Game:the Strategic Marshallian Cross," Keele Economics Research Papers KERP 2004/07, Centre for Economic Research, Keele University. [Downloadable!]
  3. James W. Bono, 2008. "Sales contests, promotion decisions and heterogeneous risk," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 29(4), pages 371-382. [Downloadable!]
  4. Richard Cornes & Roger Hartley, 2008. "Risk aversion in symmetric and asymmetric contests," The School of Economics Discussion Paper Series 0806, Economics, The University of Manchester. [Downloadable!]
  5. Richard Cornes & Roger Hartley, 2009. "Fully Aggregative Games," ANUCBE School of Economics Working Papers 2009-505, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]
  6. R Cornes & R Hartley, 2005. "The Geometry of Aggregative Games," The School of Economics Discussion Paper Series 0514, Economics, The University of Manchester. [Downloadable!]
  7. A. Dickson & R. Hartley, 2005. "The strategic Marshallian cross and bilateral oligopoly," The School of Economics Discussion Paper Series 0523, Economics, The University of Manchester. [Downloadable!]
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This page was last updated on 2009-11-25.


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