Report NEP-UPT-2012-12-06This 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:
- Andrea Repetto, 2012. "Dynamic Contracts Under Loss Aversion," Working Papers wp_024, Adolfo Ibáñez University, School of Government.
- Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2012. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 42676, University Library of Munich, Germany.
- Bettina Klose & Paul Schweinzer, 2012. "Auctioning risk: The all-pay auction under mean-variance preferences," ECON - Working Papers 097, Department of Economics - University of Zurich.
- Edoardo Gaffeo & Ivan Petrella & Damjan Pfajfar & Emiliano Santoro, 2012. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," Discussion Papers 12-21, University of Copenhagen. Department of Economics.
- Tahir Choulli & Jun Deng & Junfeng Ma, 2012. "The Fundamental Theorem of Utility Maximization and Num\'eraire Portfolio," Papers 1211.4598, arXiv.org, revised Nov 2012.
- Cary Frydman & Nicholas Barberis & Colin Camerer & Peter Bossaerts & Antonio Rangel, 2012. "Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility," NBER Working Papers 18562, National Bureau of Economic Research, Inc.
- William Coleman, 2012. "The Inadequacy of Friedman and Savage’s Critique of Diminishing Marginal Utility," CEPR Discussion Papers 676, Centre for Economic Policy Research, Research School of Economics, Australian National University.