Report NEP-UPT-2011-03-26This 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:
- Grzegorz Andruszkiewicz & Dorje C. Brody, 2011. "Noise, risk premium, and bubble," Science & Finance (CFM) working paper archive 1103.3206, Science & Finance, Capital Fund Management.
- Gaudecker, Hans-Martin von & van Soest, Arthur & Wengström, Erik, 2011. "Experts in Experiments: How Selection Matters for Estimated Distributions of Risk Preferences," IZA Discussion Papers 5575, Institute for the Study of Labor (IZA).
- David Dillenberger & Kareen Rozen, 2011. "History-Dependent Risk Attitude," Levine's Working Paper Archive 786969000000000066, David K. Levine.
- Stephen Bazen & Patrick Moyes, 2011. "Elitism and Stochastic Dominance," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers) halshs-00576585, HAL.
- Andreasen, Martin, 2011. "How non-Gaussian shocks affect risk premia in non-linear DSGE models," Bank of England working papers 417, Bank of England.
- Joseph G. Haubrich & George Pennacchi & Peter Ritchken, 2011. "Inflation expectations, real rates, and risk premia: evidence from inflation swaps," Working Paper 1107, Federal Reserve Bank of Cleveland.