网上拍卖与无形资产定价研究(I)

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1、西安电子科技大学博士学位论文网上拍卖与无形资产定价研究姓名：杜黎申请学位级别：博士专业：应用数学指导教师：胡奇英20040401AbstractElectronicmarketsbasedontheIntemet—inparticular,onlineauctions—havebecomepopularvenuesforconductingbusinesstransactions．Themaincontributionofthedissertationincludesthefollowingthreeaspects，First，ba

2、sedoneBay．corn，thedissertationstudies。theoptimalstrategiesoftheauctioneers’andbidders’inanonlineEnglishauction，andanalyzestheimpactsofsomebidconstraintsonthebiddingbehavior,e．g．，proxybidding，bidincrement，theclosingrule．Weshowthatinindependent·private·valueenvironment，b

3、iddingearlyandreportingtheirtruevaluationsastheirbidsisthedominantstrategiesofbidders，andfindthattheoptimalstartingbidwithoutreservepricewillleadtothesameexpectedrevenueasthattheoptimalreservepricedoes．Second，thedissertationmodelsanonlinesequentialauctionbyusingMarkovd

4、ecisionprocesses，anddiscussestheoptimalallocationstrategiesandshowsitspropertiesthatthemorecapacityis，orthelesstimeremains，themoreitemswillbeallocated．Moreover’wecomparethissequentialonlineauctionwithothermechanisms，suchasposted—price，dynamicposted—priceandsequentialau

5、ctionswithdynamicreserveprices，andfindthattheexpectedrevenueobtainedbythesequentialauctionswithoptimaldynamicreservepricesisthehighestone，andthatbythepost—pricemechanismistherelativelylowestone．Third，byintroducingacooperativeconditiontOthedoubleauctionmodel，thedisserta

6、tionproposesamechanismforthetransactionandthecooperationofintangibleassets，obtainstheequilibriumstrategiesofparticipantsonthepricingofintangibleassets，andexaminestheimpactofsomefactorsontheirequilibriumbiddingstrategies．Finally,someconclusionsandlimitationsofthedissert

7、ationandfurl：herresearchesbasedonthedissertationarediscussed．Keyword：Onlineauctions，sequentialauctions，biddingbehavior,reserveprice，pricingofintangibleassets独创性(或创新性)声明y69516G本人声明所呈交的论文是我个人在导师指导下进行的研究工作及取得的研究成果。尽我所知，除了文中特别加以标注和致谢中所罗列的内容以外，论文中不包含其他人已经发表或撰写过的研究成果；也不包含为获得

8、西安电子科技大学或其它教育机构的学位或证书而使用过的材料。与我一同工作的同志对本研究所做的任何贡献均已在论文中作了明确的说明并表示了谢意。申请学位论文与资料若有不实之处，本人承担一切相关责任。本人签名：挺整日期：2立鳢生g且5旦关于论