Report NEP-UPT-2009-08-30This 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.
The following items were announced in this report:
- Maria Grith & Wolfgang Härdle & Juhyun Park, 2009. "Shape invariant modelling pricing kernels and risk aversion," SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Fioretti, Guido, 2009. "Utility, games, and narratives," MPRA Paper 16976, University Library of Munich, Germany.
- André Lapied & Robert Kast, 2009. "Updating Choquet valuation and discounting information arrivals," Working Papers halshs-00410532, HAL.
- Foreman-Peck, James & Moore, Simon, 2009. "Gratuitous Violence and the Rational Offender Model," Cardiff Economics Working Papers E2009/12, Cardiff University, Cardiff Business School, Economics Section.
- Thomas S. Lontzek & Daiju Narita, 2009. "The effect of uncertainty on decision making about climate change mitigation. A numerical approach of stochastic control," Kiel Working Papers 1539, Kiel Institute for the World Economy.
- Charles FIGUIERES & Marc WILLINGER & David MASCLET, 2009. "Weak moral motivation leads to the decline of voluntary contributions," Working Papers 09-09, LAMETA, Universtiy of Montpellier, revised Aug 2009.
- René Aïd, 2008. "Long-term risk management for utility companies: the next challenges," Working Papers hal-00409030, HAL.
- John M. Fry, 2009. "Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion," EERI Research Paper Series EERI_RP_2009_10, Economics and Econometrics Research Institute (EERI), Brussels.
- Jim Engle-Warnick & Julie Héroux & Claude Montmarquette, 2009. "Willingness to Pay to Reduce Future Risk," CIRANO Working Papers 2009s-37, CIRANO.
- Bargagliotti, Anna E. & Li, Lingfang (Ivy), 2009. "Decision Making Using Rating Systems: When Scale Meets Binary," MPRA Paper 16947, University Library of Munich, Germany.
- Peter Christoffersen & Kris Jacobs & Chayawat Ornthanalai, 2009. "Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options," CIRANO Working Papers 2009s-34, CIRANO.
- Costa, Carlos Eugênio da & Issler, João Victor & Matos, Paulo F., 2009. "The Forward- and the Equity-Premium Puzzles: Two Symptoms of the Same Illness?," Economics Working Papers (Ensaios Economicos da EPGE) 697, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Bo-Young Chang & Peter Christoffersen & Kris Jacobs & Gregory Vainberg, 2009. "Option-Implied Measures of Equity Risk," CIRANO Working Papers 2009s-33, CIRANO.