Report NEP-UPT-2011-11-14This 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:
- Rieger, Marc Oliver & Wang, Mei & Hens, Thorsten, 2011. "Prospect Theory around the World," Discussion Papers 2011/19, Department of Business and Management Science, Norwegian School of Economics.
- Miryana Grigorova, 2011. "Stochastic dominance with respect to a capacity and risk measures," Working Papers hal-00639667, HAL.
- Blake, David & Wright, Douglas & Zhang, Yumeng, 2011. "Target-driven investing: Optimal investment strategies in defined contribution pension plans under loss aversion," MPRA Paper 34278, University Library of Munich, Germany.
- Fourel, V. & Idier, J., 2011. "Risk aversion and Uncertainty in European Sovereign Bond Markets," Working papers 349, Banque de France.
- Cipollone, Angela, 2011. "Education as a precautionary asset," MPRA Paper 34575, University Library of Munich, Germany.
- Federica Teppa, 2011. "Can the longevity risk alleviate The annuitization puzzle? Empirical evidence from Dutch data," Working Papers 223, ECINEQ, Society for the Study of Economic Inequality.
- Cathleen Johnson & Claude Montmarquette, 2011. "Loan Aversion among Canadian High School Students," CIRANO Working Papers 2011s-67, CIRANO.
- Ian Martin, 2011. "The Lucas Orchard," NBER Working Papers 17563, National Bureau of Economic Research, Inc.
- Urs Fischbacher & Verena Utikal, 2011. "Disadvantageous lies in individual decisions," TWI Research Paper Series 71, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
- Dominique Guegan & Wayne Tarrant, 2011. "Viewing risk measures as information," Documents de travail du Centre d'Economie de la Sorbonne 11054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Wang, Mei & Rieger, Marc Oliver & Hens, Thorsten, 2011. "How Time Preferences Differ: Evidence from 45 Countries," Discussion Papers 2011/18, Department of Business and Management Science, Norwegian School of Economics.
- Ke Du & Eckhard Platen, 2011. "Three-Benchmarked Risk Minimization for Jump Diffusion Markets," Research Paper Series 296, Quantitative Finance Research Centre, University of Technology, Sydney.
- Ravi Bansal & Marcelo Ochoa, 2011. "Temperature, Aggregate Risk, and Expected Returns," NBER Working Papers 17575, National Bureau of Economic Research, Inc.
- Paulo Barelli & Spyros Galanis, 2011. "Admissibility and Event-Rationality," RCER Working Papers 568, University of Rochester - Center for Economic Research (RCER).
- Parkhurst, Gregory M & Shogren, Jason F, 2011. "How Losses affect Bidding Behavior in Vickrey Auctions," MPRA Paper 34554, University Library of Munich, Germany.