NEP-UPT-2009-09-26

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Report NEP-UPT-2009-09-26

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:

Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2009. "On the Smooth Ambiguity Model: A Reply," Economics Series Working Papers 449, University of Oxford, Department of Economics. [Downloadable!]
Laetitia Andrieu & Michel De Lara & Babacar Seck, 2009. "Conditional Value-at-Risk Constraint and Loss Aversion Utility Functions," Quantitative Finance Papers 0906.3425, arXiv.org. [Downloadable!]
Gierlinger, Johannes & Gollier, Christian, 2008. "Socially Efficient Discounting under Ambiguity Aversion," IDEI Working Papers 561, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
André Lapied & Pascal Toquebeuf, 2009. "Consistent dynamic choice and non-expected utility preferences," Working Papers hal-00416214_v1, HAL. [Downloadable!]
Hill, Brian, 2009. "Confidence and ambiguity," Les Cahiers de Recherche 914, HEC Paris. [Downloadable!]
Kontek, Krzysztof, 2009. "Absolute vs. Relative Notion of Wealth Changes," MPRA Paper 17336, University Library of Munich, Germany. [Downloadable!]
Hayat Khan, 2009. "Modeling Social Preferences: A Generalized Model of Inequity Aversion," EERI Research Paper Series EERI_RP_2009_21, Economics and Econometrics Research Institute (EERI). [Downloadable!]
Alpizar, Francisco & Carlsson, Fredrik & Naranjo, Maria, 2009. "The effect of risk, ambiguity, and coordination on farmers’ adaptation to climate change: A framed field experiment," Working Papers in Economics 382, Göteborg University, Department of Economics. [Downloadable!]
A. A. Brown, 2009. "A note on heterogeneous beliefs with CRRA utilities," Quantitative Finance Papers 0907.4964, arXiv.org. [Downloadable!]
Michele Gori & Giulio Pianigiani, 2009. "On the Arrow-Hahn utility representation method," DiMaD Working Papers 2009-03, Dipartimento di Matematica per le Decisioni, Universita' degli Studi di Firenze. [Downloadable!]
Michel De Lara, 2009. "Preferences Yielding the "Precautionary Effect"," Quantitative Finance Papers 0907.4093, arXiv.org. [Downloadable!]
Chabi-Yo, Fousseni, 2009. "Pricing Kernels with Coskewness and Volatility Risk," Working Paper Series 2008-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
Francesco Bogliacino & Giorgio Rampa, 2009. "Quality Risk Aversion, Conjectures, and New Product Diffusion," EERI Research Paper Series EERI_RP_2009_27, Economics and Econometrics Research Institute (EERI). [Downloadable!]
André De Palma & Karim Kilani, 2009. "Transition choice probabilities and welfare in ARUM's," Working Papers hal-00417493_v1, HAL. [Downloadable!]
Constant Tra, 2009. "Nonlinear Income Effects in Random Utility Models: Revisiting the Accuracy of the Representative Consumer Approximation," Working Papers 0924, University of Nevada, Las Vegas , Department of Economics. [Downloadable!]
Jaume Masoliver & Josep Perello, 2009. "First-passage and risk evaluation under stochastic volatility," Quantitative Finance Papers 0902.2735, arXiv.org. [Downloadable!]
Itzhak Gilboa, 2009. "Questions in Decision Theory," Levine's Working Paper Archive 814577000000000335, David K. Levine. [Downloadable!]
Peter Klibano & Massimo Marinacci & Sujoy Mukerji, 2009. "On the Smooth Ambiguity Model: A Reply," Levine's Working Paper Archive 814577000000000344, David K. Levine. [Downloadable!]
Eddie Dekel & Barton L. Lipman, 2009. "How (Not) to Do Decision Theory," Levine's Working Paper Archive 814577000000000339, David K. Levine. [Downloadable!]
Jose E. Figueroa-Lopez & Jin Ma, 2009. "State-dependent utility maximization in L\'evy markets," Quantitative Finance Papers 0901.2070, arXiv.org. [Downloadable!]
Xuehong Wang & John Rolfe, 2009. "Incorporating issues of risk and uncertainty into Choice Modelling experiments," Environmental Economics Research Hub Research Reports 0912, Environmental Economics Research Hub, Crawford School, Australian National University. [Downloadable!]
Finkelstein, Amy N. & Luttmer, Erzo F. P. & Notowidigdo, Matthew J., 2009. "Approaches to Estimating the Health State Dependence of the Utility Function," Working Paper Series rwp09-002, Harvard University, John F. Kennedy School of Government. [Downloadable!]
Adam Clements & Annastiina Silvennoinen, 2009. "On the economic benefit of utility based estimation of a volatility model," NCER Working Paper Series 44, National Centre for Econometric Research. [Downloadable!]

This page was last updated on 2009-11-29.

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