Daniel A. Graham, Professor Emeritus

Daniel A. Graham conducts research exploring the general subjects of game theory, the economics of information, and microeconomic theory. His microeconomic investigations focus specifically on uncertainty, including cost/benefit analysis, insurance, and incentives. His most recent research projects involve the general multi-object auction, pure trade with private information, and information and queues. For his work, he has received funding from various grants including those awarded by the National Science Foundation for his projects, “Collusive Behavior at Auctions” and “Sellers and Heterogeneous Bidders at Auctions: Non-Cooperative and Collusive Strategic Behavior”, completed in collaboration with Robert Marshall and Jean-Francois Richard. Some titles of his published papers, completed throughout his career, include, “Liftlining” with Robert C. Marshall and Jean-Francois Richard; “Public Expenditure Under Uncertainty: The Net-Benefit Criteria;” “A Note on Decentralized Utility Regulation” with John M. Vernon; “Contingent Damages: A New Approach to Products Liability” with Ellen R. Peirce; “Cost-Benefit Analysis Under Uncertainty,” and more. Along with his independent projects, Professor Graham has also served as a visiting research fellow for the National Bureau of Economic Research.

Contact Info:

Office Location:	243 Soc Sci Bldg, Durham, NC 27708
Email Address:
Web Page:	http://www.econ.duke.edu/Econ/Faculty/Users/dgraham.html

Office Hours:

Tuesdays, Thursdays and Fridays afternoons by appointment.

Education:

Ph.D.	Duke University	1969
B.S.	West Texas A&M University	1967

Specialties:

Microeconomics
Mathematical and Quantitative Methods

Research Interests: Game Theory and Economics of Information

Daniel A. Graham conducts research exploring the general subjects of game theory, the economics of information, and microeconomic theory. His microeconomic investigations focus specifically on uncertainty, including cost/benefit analysis, insurance, and incentives. His most recent research projects involve the general multi-object auction, pure trade with private information, and information and queues. For his work, he has received funding from various grants including those awarded by the National Science Foundation for his projects, “Collusive Behavior at Auctions” and “Sellers and Heterogeneous Bidders at Auctions: Non-Cooperative and Collusive Strategic Behavior”, completed in collaboration with Robert Marshall and Jean-Francois Richard. Some titles of his published papers, completed throughout his career, include, “Liftlining” with Robert C. Marshall and Jean-Francois Richard; “Public Expenditure Under Uncertainty: The Net-Benefit Criteria;” “A Note on Decentralized Utility Regulation” with John M. Vernon; “Contingent Damages: A New Approach to Products Liability” with Ellen R. Peirce; “Cost-Benefit Analysis Under Uncertainty,” and more. Along with his independent projects, Professor Graham has also served as a visiting research fellow for the National Bureau of Economic Research.

Keywords:

Game Theory • Economics of Information

Bio

Current Ph.D. Students   (Former Students)

• Haofei Chen  
• Jiango Ju  
• Jinhan Jung  
• Liquan Wang  

Recent Publications   (More Publications)

1. Marshall, DAGWRC; Richard, J-F, Liftlining", Advances in Applied Microeconomics, vol. 6 (1996), pp. 15-40
2. GRAHAM, DA, PUBLIC-EXPENDITURE UNDER UNCERTAINTY - THE NET-BENEFIT CRITERIA, AMERICAN ECONOMIC REVIEW, vol. 82 no. 4 (September, 1992), pp. 822-846, AMER ECONOMIC ASSOC, ISSN 0002-8282 [Gateway.cgi]
3. Vernon, DAGWJM, "A Note on Decentralized Utility Regulation", Southern Economic Journal (July, 1991), pp. 273-275
4. GRAHAM, DA; MARSHALL, RC; RICHARD, JF, DIFFERENTIAL PAYMENTS WITHIN A BIDDER COALITION AND THE SHAPLEY VALUE, AMERICAN ECONOMIC REVIEW, vol. 80 no. 3 (June, 1990), pp. 493-510, AMER ECON ASSN, ISSN 0002-8282 [Gateway.cgi]
5. Graham, DA; Marshall, RC; Richard, JF, Phantom bidding against heterogeneous bidders, Economics Letters, vol. 32 no. 1 (January, 1990), pp. 13-17, Elsevier BV, ISSN 0165-1765 [doi]  [abs]