NEP-UPT-2009-06-10

This file is part of IDEAS, which uses RePEc data

Report NEP-UPT-2009-06-10

This is the archive for NEP-UPT, a report on new working papers in the area of Utility Models & Prospect Theory. Alexander Harin issued this report. It is usually issued weekly.

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Other reports in NEP-UPT

The following items were anounced in this report:

Hui Chen & Nengjiu Ju & Jianjun Miao, 2008. "Dynamic Asset Allocation with Ambiguous Return Predictability," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-179, Boston University - Department of Economics, revised Feb 2009. [Downloadable!]
Hui Chen & Jianjun Miao & Neng Wang, 2009. "Entrepreneurial Finance and Non-diversifiable Risk," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-180, Boston University - Department of Economics. [Downloadable!]
Dohmen Thomas & Falk Armin & Huffman David & Sunde Uwe & Schupp Jürgen & Wagner Gert, 2009. "Individual Risk Attitudes: Measurement, Determinants and Behavioral Consequences," Research Memoranda 007, Maastricht : ROA, Research Centre for Education and the Labour Market. [Downloadable!]
Pierre-Andre Chiappori & Amit Gandhi & Bernard Salanie & Francois Salanie, 2009. "Identifying Preferences under Risk from Discrete Choices," Working Papers 09.11.287, LERNA, University of Toulouse. [Downloadable!]
François Gourio, 2008. "Time-series predictability in the disaster model," Boston University - Department of Economics - Working Papers Series wp2008-016, Boston University - Department of Economics. [Downloadable!]
Andrea Gallice, 2009. "Lowest Unique Bid Auctions with Signals," Carlo Alberto Notebooks 112, Collegio Carlo Alberto, revised Sep 2009. [Downloadable!]
Elchanan Ben-Porath & Barton L. Lipman, 2009. "Implementation and Partial Provability," Boston University - Department of Economics - Working Papers Series wp2009-002, Boston University - Department of Economics. [Downloadable!]
Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tedongap, 2009. "Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness," Working Papers 09-20, Bank of Canada. [Downloadable!]

This page was last updated on 2009-11-22.

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