Report NEP-UPT-2013-03-16This 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:
- AMARANTE, Massimiliano, 2013. "Conditional Expected Utility," Cahiers de recherche 2013-02, Universite de Montreal, Departement de sciences economiques.
- A. Mantovi, 2013. "Mapping completely proper rationality," Economics Department Working Papers 2013-EP01, Department of Economics, Parma University (Italy).
- Eric André, 2013. "Optimal Portfolio with Vector Expected Utility," Working Papers halshs-00796482, HAL.
- André Lapied & Thomas Rongiconi, 2013. "Ambiguity as a Source of Temptation: Modeling Unstable Beliefs," Working Papers halshs-00797631, HAL.
- Hailin Sun & Sanxi Li & Tong Wang, 2013. "Change in risk and bargaining game," University of East Anglia Applied and Financial Economics Working Paper Series 036, School of Economics, University of East Anglia, Norwich, UK..
- Eisei Ohtaki & Hiroyuki Ozaki, 2013. "Monetary Equilibria and Knightian Uncertainty," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-032, Keio/Kyoto Joint Global COE Program.
- Agostino Capponi & Jose Enrique Figueroa Lopez, 2013. "Power Utility Maximization in Hidden Regime-Switching Markets with Default Risk," Papers 1303.2950, arXiv.org, revised Oct 2013.
- Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing, 2013. "A Note on Almost Stochastic Dominance," MPRA Paper 44365, University Library of Munich, Germany.
- Michielsen, T.O., 2013. "Environmental Catastrophes Under Time-inconsistent Preferences," Discussion Paper 2013-013, Tilburg University, Center for Economic Research.
- Irem Talasli, 2013. "Systemic Risk Analysis of Turkish Financial Institutions with Systemic Expected Shortfall," Working Papers 1311, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.