@booklet {siedner-opbars2019,
	title = {Optimal Pricing by a Risk-Averse Seller},
	howpublished = {Discussion Papers},
	year = {2019},
	month = {5},
	abstract = {We consider the basic setup of one seller, one buyer, and one good, where the seller is risk averse, and characterize the mechanism that maximizes the seller{\textquoteright}s expected utility. In contrast to the risk-neutral case, where a single deterministic price is optimal, we show that in the risk averse case the optimal mechanism consists of a continuum of lotteries.},
	url = {/files/dp725.pdf},
	author = {Tomer Siedner}
}
