Report NEP-UPT-2013-01-07This 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:
- Gwenola Trotin, 2012. "Solving the Yitzhaki Paradox," AMSE Working Papers 1238, Aix-Marseille School of Economics, Marseille, France.
- Ani Guerdjikova & Jürgen Eichberger, 2012. "Ambiguity, Data and Preferences for Information - A Case-Based Approach," THEMA Working Papers 2012-45 Classification-Je, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Martina Nardon & Paolo Pianca, 2012. "Prospect theory: An application to European option pricing," Working Papers 2012:34, Department of Economics, University of Venice "Ca' Foscari".
- Lahno, Amrei M. & Serra-Garcia, Marta, 2012. "Peer Effects in Risk Taking," Discussion Papers in Economics 14309, University of Munich, Department of Economics.
- Paolo Crosetto & Antonio Filippin, 2012. "The "Bomb" Risk Elicitation Task," SOEPpapers on Multidisciplinary Panel Data Research 517, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges, 2012. "No good deals—no bad models," Staff Reports 589, Federal Reserve Bank of New York.
- Xiaohong Chen & Jack Fuvilukis & Sydney Ludvigson, 2012. "An Estimation of Economic Models with Recursive Preferences," Cowles Foundation Discussion Papers 1883, Cowles Foundation for Research in Economics, Yale University.
- Fabrizio Zilibotti & Matthias Doepke, 2012. "Intergenerational Transmission of Risk Preferences, Entrepreneurship, and Growth," 2012 Meeting Papers 246, Society for Economic Dynamics.
- Sara Biagini & Jocelyne Bion-Nadal, 2012. "Dynamic quasi-concave performance measures," Papers 1212.3958, arXiv.org.
- Jonathan Wright & Yuriy Kitsul, 2012. "The Economics of Options-Implied Inflation Probability Density Functions," 2012 Meeting Papers 174, Society for Economic Dynamics.
- Roger Myerson, 2012. "Moral hazard credit cycles with risk-averse agents," 2012 Meeting Papers 182, Society for Economic Dynamics.
- Fabrice Tricou, 2012. "Les extensions contextuelles et structurelles du choix économique rationnel," EconomiX Working Papers 2012-50, University of Paris West - Nanterre la Défense, EconomiX.
- A. Craig Burnside & Jeremy J. Graveline, 2012. "Exchange Rate Determination, Risk Sharing and the Asset Market View," NBER Working Papers 18646, National Bureau of Economic Research, Inc.
- Nolan Miller & Alexander F. Wagner & Richard J. Zeckhauser, 2012. "Solomonic Separation: Risk Decisions as Productivity Indicators," NBER Working Papers 18634, National Bureau of Economic Research, Inc.
- Baojun Bian & Harry Zheng, 2012. "Smooth Value Function with Applications in Wealth-CVaR Efficient Portfolio and Turnpike Property," Papers 1212.3137, arXiv.org.
- Eizo Akiyama & Nobuyuki Hanaki & Ryuchiro Ishikawa, 2012. "Effect of uncertainty about others’ rationality in experimental asset markets," AMSE Working Papers 1234, Aix-Marseille School of Economics, Marseille, France.