Report NEP-UPT-2012-07-14This 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:
- Paolo Crosetto & Antonio Filippin, 2012. "The "Bomb" Risk Elicitation Task," Jena Economic Research Papers, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics 2012-035, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
- Jonathan Benchimol, 2012. "Risk Aversion in the Euro area," UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers), HAL hal-00713669, HAL.
- Alexander Ludwig & Alexander Zimper, 2012. "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Working Papers, University of Pretoria, Department of Economics 201223, University of Pretoria, Department of Economics.
- Koijen, Ralph & Lustig, Hanno & van Nieuwerburgh, Stijn, 2012. "The Cross-Section and Time-Series of Stock and Bond Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9024, C.E.P.R. Discussion Papers.
- Taras Bodnar & Nestor Parolya & Wolfgang Schmid, 2012. "On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory," Papers, arXiv.org 1207.1029, arXiv.org, revised Apr 2013.
- Yuriy Kitsul & Jonathan H. Wright, 2012. "The Economics of Options-Implied Inflation Probability Density Functions," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 600, The Johns Hopkins University,Department of Economics.
- Item repec:ner:maastr:urn:nbn:nl:ui:27-29508 is not listed on IDEAS anymore
- Taras Bodnar & Nestor Parolya & Wolfgang Schmid, 2012. "On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability," Papers, arXiv.org 1207.1037, arXiv.org.