Report NEP-UPT-2010-09-18This 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:
- Rose-Anne Dana & Frank Riedel, 2010. "Intertemporal Equilibria with Knightian Uncertainty," Working Papers 440, Bielefeld University, Center for Mathematical Economics.
- Rydqvist, Kristian, 2010. "Tax Arbitrage with Risk and Effort Aversion - Swedish Lottery Bonds 1970-1990," SIFR Research Report Series, Institute for Financial Research 70, Institute for Financial Research.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-220, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Dreber, Anna & Rand, David G. & Garcia, Justin R. & Wernerfelt, Nils & Lum, J. Koji & Zeckhauser, Richard, 2010. "Dopamine and Risk Preferences in Different Domains," SIFR Research Report Series, Institute for Financial Research 71, Institute for Financial Research.
- Suen, Richard M. H., 2010. "Concave Consumption Function under Borrowing Constraints," MPRA Paper 24927, University Library of Munich, Germany.
- Item repec:ner:dauphi:urn:hdl:123456789/2318 is not listed on IDEAS anymore
- Maria Grith & Volker Krätschmer, 2010. "Parametric estimation of risk neutral density functions," SFB 649 Discussion Papers SFB649DP2010-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.