Report NEP-UPT-2011-06-25This 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:
- Ian Jewitt & Sujoy Mukerji, 2011. "Ordering Ambiguous Acts," Economics Series Working Papers 553, University of Oxford, Department of Economics.
- Brahim Brahimi & Djamel Meraghni & Abdelhakim Necir, 2011. "Distortion risk measures for sums of dependent losses," Papers 1106.2791, arXiv.org, revised Jun 2011.
- Jose-Luis Pinto-Prades & Jose-Maria Abellan-Perpiñan, 2011. "When normative and descriptive diverge: how to bridge the difference," Working Papers 11.06, Universidad Pablo de Olavide, Department of Economics.
- Xu, Yongsheng & Yoshihara, Naoki, 2011. "Rationality and Solutions to Nonconvex Bargaining Problems: Rationalizable, Asymmetric and Nash Solutions," Discussion Paper Series 551, Institute of Economic Research, Hitotsubashi University.
- Xiaohong Chen & Jack Favilukis & Sydney C. Ludvigson, 2011. "An Estimation of Economic Models with Recursive Preferences," NBER Working Papers 17130, National Bureau of Economic Research, Inc.
- Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio, 2011. "Why do variance swaps exist?," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 2011-06, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
- Ben-Tal, A. & Hertog, D. den & De Waegenaere, A.M.B. & Melenberg, B. & Rennen, G., 2011. "Robust Solutions of Optimization Problems Affected by Uncertain Probabilities," Discussion Paper 2011-061, Tilburg University, Center for Economic Research.