Report NEP-UPT-2011-06-18This 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:
- Simon Grant & Ben Polak, 2011. "Mean-Dispersion Preferences and Constant Absolute Uncertainty Aversion," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1805, Cowles Foundation for Research in Economics, Yale University.
- Santiago Moreno-Bromberg & Traian Pirvu & Anthony R\'eveillac, 2011. "CRRA Utility Maximization under Risk Constraints," Papers 1106.1702, arXiv.org, revised Mar 2012.
- Helga Habis & P. Jean-Jacques Herings, 2011. "Transferable Utility Games with Uncertainty," IEHAS Discussion Papers 1120, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
- Jochen Zahn, 2011. "Utility based pricing and hedging of jump diffusion processes with a view to applications," Papers 1106.1395, arXiv.org, revised Dec 2012.
- Charles Engel, 2011. "The Real Exchange Rate, Real Interest Rates, and the Risk Premium," NBER Working Papers 17116, National Bureau of Economic Research, Inc.