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Martin Sola

Personal Details

First Name:Martin
Middle Name:
Last Name:Sola
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RePEc Short-ID:pso207
http://www.utdt.edu/~msola

Affiliation

Departamento de Economía
Universidad Torcuato Di Tella

Buenos Aires, Argentina
http://www.utdt.edu//ver_contenido.php?id_contenido=102&id_item_menu=435

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RePEc:edi:deutdar (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Zacharias Psaradakis & Martin Sola, 2017. "Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities," Birkbeck Working Papers in Economics and Finance 1702, Birkbeck, Department of Economics, Mathematics & Statistics.
  2. Hevia, Constantino & Petrella, Ivan & Sola, Martin, 2016. "Risk Premia and Seasonality in Commodity Futures," CEPR Discussion Papers 11169, C.E.P.R. Discussion Papers.
  3. Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2016. "Maximum Likelihood Estimation in Possibly Misspecified Dynamic Models with Time-Inhomogeneous Markov Regimes," Papers 1612.04932, arXiv.org, revised May 2018.
  4. Matias Escudero & Martin Gonzalez-Rozada & Martin Sola, 2014. "Towards a “New” Inflation Targeting Framework: The Case of Uruguay," Department of Economics Working Papers wp201401, Universidad Torcuato Di Tella.
  5. Martín González-Rozada & Martín Sola, 2014. "Towards a “New” Inflation Targeting Framework: The Case of Uruguay," Research Department Publications IDB-WP-486, Inter-American Development Bank, Research Department.
  6. Matias Escudero & Martin Gonzalez-Rozada & Martin Sola, 2014. "Towards a “New” Inflation Targeting Framework: The Case of Uruguay," Department of Economics Working Papers 2014-01, Universidad Torcuato Di Tella.
  7. Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo, 2012. "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," Department of Economics Working Papers 2012-07, Universidad Torcuato Di Tella.
  8. Marzia Raybaudi & Martin Sola & Shasikanta Naindebam, 2010. "The Optimal Timing of the Introduction of New Products," Department of Economics Working Papers 2010-07, Universidad Torcuato Di Tella.
  9. Michael J. Dueker & Michael T. Owyang & Martin Sola, 2010. "A time-varying threshold STAR model of unemployment and the natural rate," Working Papers 2010-029, Federal Reserve Bank of St. Louis.
  10. Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2010. "State-Dependent Threshold STAR Models," UFAE and IAE Working Papers 818.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  11. Martín Solá & Zacharias Psaradakis & Fabio Spagnolo & Nicola Spagnolo, 2010. "Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities," Department of Economics Working Papers 2010-12, Universidad Torcuato Di Tella.
  12. John Driffill & Martin Sola & Turalay Kenc, 2009. "Real Options with Priced Regime-Switching Risk," Department of Economics Working Papers 2009-09, Universidad Torcuato Di Tella.
  13. Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2009. "Contemporaneous-Threshold Smooth Transition GARCH Models," Department of Economics Working Papers 2009-06, Universidad Torcuato Di Tella.
  14. Guido Sandleris, 2008. "Sovereign Defaults: Information, Investment and Credit," Business School Working Papers 2008-04, Universidad Torcuato Di Tella.
  15. Michael J. Dueker & Martin Sola, 2008. "Multivariate Markov switching with weighted regime determination: giving France more weight than Finland," Working Papers 2008-001, Federal Reserve Bank of St. Louis.
  16. Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2007. "Multivariate contemporaneous threshold autoregressive models," Working Papers 2007-019, Federal Reserve Bank of St. Louis.
  17. Turalay Kenc & Martin Sola & Marzia Raybaudi, 2006. "A Structural Model of Credit Risk with Counter-Cyclical Risk Premia," Computing in Economics and Finance 2006 499, Society for Computational Economics.
  18. Michael J. Dueker & Martin Sola & Fabio Spagnolo, 2006. "Contemporaneous threshold autoregressive models: estimation, testing and forecasting," Working Papers 2003-024, Federal Reserve Bank of St. Louis.
  19. John Driffill (Birkbeck College) & Martin Sola (UTDT), 2005. "Target Zones for Exchange Rates and Policy Changes," Department of Economics Working Papers 2005-03, Universidad Torcuato Di Tella.
  20. Driffill, John & Kenc, Turalay & Sola, Martin & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers 4165, C.E.P.R. Discussion Papers.
  21. Martin Sola & John Driffil & Turalay Kenc, 2003. "An Empirical Examination of Term Structure Models with Regime Shifts," Computing in Economics and Finance 2003 65, Society for Computational Economics.
  22. John hunter & Zacharias Psaradakis & Martin Sola, 2003. "AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s," Economics and Finance Discussion Papers 03-16, Economics and Finance Section, School of Social Sciences, Brunel University.
  23. marzia raybaudi & martin sola & fabio spagnolod, 2003. "Red Signals: Trade Deficits and the Current Account," Public Policy Discussion Papers 03-14, Economics and Finance Section, School of Social Sciences, Brunel University.
  24. Psaradakis, Zacharias & Ravn, Morten O & Sola, Martin, 2003. "Markov Switching Causality and the Money-Output Relationship," CEPR Discussion Papers 3803, C.E.P.R. Discussion Papers.
  25. fabio spagnolod & Zacharias Psaradakis & Martin Sola, 2003. "Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables," Public Policy Discussion Papers 03-15, Economics and Finance Section, School of Social Sciences, Brunel University.
  26. Martin Sola & Fabio Spagnolo & Nicola Spagnolo, 2002. "A Test for Volatility Spillovers," Economics and Finance Discussion Papers 02-04, Economics and Finance Section, School of Social Sciences, Brunel University.
  27. Oreste Napolitano* & martin sola & fabio spagnolod, 2002. "The Euro exchange rate efficiency and risk premium:an ecm model," Public Policy Discussion Papers 02-14, Economics and Finance Section, School of Social Sciences, Brunel University.
  28. Martin Sola & Zacharias Psaradakis, 2002. "On Detrending and Cyclical Asymmetry," Department of Economics Working Papers 020, Universidad Torcuato Di Tella.
  29. John Driffill & Turalay Kenc & Martin Sola, 2002. "Merton-style option pricing under regime switching," Computing in Economics and Finance 2002 304, Society for Computational Economics.
  30. Martin Sola & Marzia Raybaudi & Shasikanta Nandeibam, 2002. "On The Optimal Timing of Introduction of New Products," Department of Economics Working Papers 023, Universidad Torcuato Di Tella.
  31. Martin Sola & M Karansos & Zacharias Psaradakis, 2002. "On the autocorrelation properties of Long Memory Garch Processes," Department of Economics Working Papers 025, Universidad Torcuato Di Tella.
  32. Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2002. "Residual-based tests for cointegration and multiple regime shifts," NIPE Working Papers 7/2002, NIPE - Universidade do Minho.
  33. Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2001. "A simple method for testing cointegration subject to regime changes," NIPE Working Papers 15/2001, NIPE - Universidade do Minho.
  34. Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin, 1998. "An Empirical Reassessment of Target-zone Nonlinearities," Cambridge Working Papers in Economics 9825, Faculty of Economics, University of Cambridge.
  35. Morten O. Ravn & Martín Solà, 1997. "Asymmetric effects of monetary policy in the US: Positive vs. negative or big vs. small?," Economics Working Papers 247, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 1997.
  36. Morten Ravn & Martin Sola, 1996. "A Reconsideration of the Empirical Evidence on the Asymmetric Effects of Money-supply shocks: Positive vs. Negative or Big vs. Small," Archive Discussion Papers 9606, Birkbeck, Department of Economics, Mathematics & Statistics.
  37. Z. Psaradakis & M. Solá, 1993. "On the power of tests for superexogeneity and structural invariance," Documentos de Trabajo (working papers) 0993, Department of Economics - dECON.
  38. S. Hall & M. Solá, 1993. "Structural breaks and GARCH modelling," Documentos de Trabajo (working papers) 0793, Department of Economics - dECON.
  39. M. Funke & S. Hall & M. Solá, 1993. "Rational bubbles during Polland’s hiperinflation: implications and empirical evidence," Documentos de Trabajo (working papers) 1193, Department of Economics - dECON.
  40. Blackburn, K. & Sola, M., 1992. "Market fundamentals versus speculative bubbles. A new test applied to the German hyperinflation," Discussion Paper Series In Economics And Econometrics 9208, Economics Division, School of Social Sciences, University of Southampton.
  41. Driffill, J. & Sola, M., 1992. "Testing the present value hypothesis from a vector autoregression with stochastic regime switching," Discussion Paper Series In Economics And Econometrics 9216, Economics Division, School of Social Sciences, University of Southampton.
  42. Blackburn, K. & Orduna, F. & Sola, M., 1992. "Exponential smoothing and spurious correlation: a note," Discussion Paper Series In Economics And Econometrics 9205, Economics Division, School of Social Sciences, University of Southampton.
  43. Blackburn, K. & Sola, M., 1992. "Speculative currency attacks and balance of payments crises: a survey," Discussion Paper Series In Economics And Econometrics 9204, Economics Division, School of Social Sciences, University of Southampton.
  44. Sola, M. & Driffill, J., 1992. "Testing the term structure of interest rates from a stationary switching Regime VAR," Discussion Paper Series In Economics And Econometrics 9202, Economics Division, School of Social Sciences, University of Southampton.
  45. Blackburn, K. & Mongiardino, A. & Sola, M., 1992. "Was there an "EMS Effect" in the European disinflation?," Discussion Paper Series In Economics And Econometrics 9201, Economics Division, School of Social Sciences, University of Southampton.
  46. Sola, M. & Ravn, M.O., 1992. "The use of recursive variance plots: a note," Discussion Paper Series In Economics And Econometrics 9217, Economics Division, School of Social Sciences, University of Southampton.
  47. Menelaos Karanasos & Zacharias Psaradakis & Martin Sola, "undated". "Cross-Sectional Aggregation and Persistence in Conditional Variance," Discussion Papers 00/09, Department of Economics, University of York.

Articles

  1. Constantino Hevia & Martin Gonzalez‐Rozada & Martin Sola & Fabio Spagnolo, 2015. "Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 987-1009, September.
  2. Martín Gonzalez-Rozada & Matías Escudero & Martín Solá, 2014. "Toward a “New” Inflation-Targeting Framework: The Case of Uruguay," ECONOMIA JOURNAL, THE LATIN AMERICAN AND CARIBBEAN ECONOMIC ASSOCIATION - LACEA, vol. 0(Fall 2014), pages 89-131, June.
  3. Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2013. "State-Dependent Threshold Smooth Transition Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 835-854, December.
  4. John Driffill & Turalay Kenc & Martin Sola, 2013. "Real Options With Priced Regime-Switching Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(05), pages 1-30.
  5. Dueker, Michael J. & Psaradakis, Zacharias & Sola, Martin & Spagnolo, Fabio, 2011. "Multivariate contemporaneous-threshold autoregressive models," Journal of Econometrics, Elsevier, vol. 160(2), pages 311-325, February.
  6. Dueker Michael J. & Psaradakis Zacharias & Sola Martin & Spagnolo Fabio, 2011. "Contemporaneous-Threshold Smooth Transition GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-25, March.
  7. Zacharias Psaradakis & Martin Sola & Fabio Spagnolo & Nicola Spagnolo, 2009. "Selecting nonlinear time series models using information criteria," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(4), pages 369-394, July.
  8. Driffill John & Kenc Turalay & Sola Martin & Spagnolo Fabio, 2009. "The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-24, March.
  9. Sola, Martin & Spagnolo, Fabio & Spagnolo, Nicola, 2007. "Predicting Markov volatility switches using monetary policy variables," Economics Letters, Elsevier, vol. 95(1), pages 110-116, April.
  10. Dueker, Michael J. & Sola, Martin & Spagnolo, Fabio, 2007. "Contemporaneous threshold autoregressive models: Estimation, testing and forecasting," Journal of Econometrics, Elsevier, vol. 141(2), pages 517-547, December.
  11. Psaradakis Zacharias & Sola Martin & Spagnolo Fabio, 2006. "Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(2), pages 1-31, May.
  12. Driffill, John & Sola, Martin, 2006. "Target zones for exchange rates and policy changes," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 912-931, October.
  13. Martin Sola & Zacharias Psaradakis & Fabio Spagnolo, 2005. "Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 423-437.
  14. Morten O. Ravn & Zacharias Psaradakis & Martin Sola, 2005. "Markov switching causality and the money-output relationship," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 665-683.
  15. Morten O. Ravn & Martin Sola, 2004. "Asymmetric effects of monetary policy in the United States," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 41-60.
  16. Menelaos Karanasos & Zacharias Psaradakis & Martin Sola, 2004. "On the Autocorrelation Properties of Long-Memory GARCH Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(2), pages 265-282, March.
  17. Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2004. "On Markov error-correction models, with an application to stock prices and dividends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 69-88.
  18. Raybaudi, Marzia & Sola, Martin & Spagnolo, Fabio, 2004. "Red signals: current account deficits and sustainability," Economics Letters, Elsevier, vol. 84(2), pages 217-223, August.
  19. Tronzano, Marco & Psaradakis, Zacharias & Sola, Martin, 2003. "Target zone credibility and economic fundamentals," Economic Modelling, Elsevier, vol. 20(4), pages 791-807, July.
  20. Driffill John & Raybaudi Marzia & Sola Martin, 2003. "Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(1), pages 1-40, April.
  21. Zacharias Psaradakis & Martin Sola, 2003. "On detrending and cyclical asymmetry," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 271-289.
  22. Sola, Martin & Spagnolo, Fabio & Spagnolo, Nicola, 2002. "A test for volatility spillovers," Economics Letters, Elsevier, vol. 76(1), pages 77-84, June.
  23. Gabriel, Vasco J. & Psaradakis, Zacharias & Sola, Martin, 2002. "A simple method of testing for cointegration subject to multiple regime changes," Economics Letters, Elsevier, vol. 76(2), pages 213-221, July.
  24. Psaradakis, Zacharias & Sola, Martin & Spagnolo, Fabio, 2001. "A simple procedure for detecting periodically collapsing rational bubbles," Economics Letters, Elsevier, vol. 72(3), pages 317-323, September.
  25. Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin, 2001. "An empirical reassessment of target-zone nonlinearities," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 533-548, August.
  26. Tronzano, Marco & Psaradakis, Zacharias & Sola, Martin, 2000. "Assessing the Credibility of a Target Zone: Evidence from EMS Countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(2), pages 107-120, April.
  27. Ron Smith & Martin Sola & Fabio Spagnolo, 2000. "The Prisoner's Dilemma and Regime-Switching in the Greek-Turkish Arms Race," Journal of Peace Research, Peace Research Institute Oslo, vol. 37(6), pages 737-750, November.
  28. Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin, 1999. "Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 143-154, March-Apr.
  29. Driffill, John & Sola, Martin, 1998. "Intrinsic bubbles and regime-switching," Journal of Monetary Economics, Elsevier, vol. 42(2), pages 357-373, July.
  30. Driffill, John & Psaradakis, Zacharias & Sola, Martin, 1998. "Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(4), pages 321-325, October.
  31. Psaradakis, Zacharias & Sola, Martin, 1998. "Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching," Journal of Econometrics, Elsevier, vol. 86(2), pages 369-386, June.
  32. Driffill, John & Psaradakis, Zacharias & Sola, Martin, 1997. "A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 29-42, February.
  33. Funke, Michael & Hall, Stephen & Sola, Martin, 1997. "Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(1), pages 29-37, January.
  34. Hall, Stephen & Psaradakis, Zacharias & Sola, Martin, 1997. "Switching error-correction models of house prices in the United Kingdom," Economic Modelling, Elsevier, vol. 14(4), pages 517-527, October.
  35. Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin, 1997. "Cointegration and Changes in Regime: The Japanese Consumption Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 151-168, March-Apr.
  36. Psaradakis, Zacharias & Sola, Martin, 1996. "On the power of tests for superexogeneity and structural invariance," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 151-175.
  37. Blackburn, Keith & Sola, Martin, 1996. "Market Fundamentals versus Speculative Bubbles: A New Test Applied to the German Hyperinflation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 1(4), pages 303-317, October.
  38. Ravn, Morten O. & Sola, Martin, 1995. "Stylized facts and regime changes: Are prices procyclical?," Journal of Monetary Economics, Elsevier, vol. 36(3), pages 497-526, December.
  39. Keith Blackburn & Felipe Orduna & Martin Sola, 1995. "Exponential smoothing and spurious correlation: a note," Applied Economics Letters, Taylor & Francis Journals, vol. 2(3), pages 76-79.
  40. Funke, Michael & Hall, Stephen & Sola, Martin, 1994. "Rational bubbles during Poland's hyperinflation: Implications and empirical evidence," European Economic Review, Elsevier, vol. 38(6), pages 1257-1276, June.
  41. Sola, Martin & Driffill, John, 1994. "Testing the term structure of interest rates using a stationary vector autoregression with regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 18(3-4), pages 601-628.
  42. Blackburn, Keith & Sola, Martin, 1993. " Speculative Currency Attacks and Balance of Payments Crises," Journal of Economic Surveys, Wiley Blackwell, vol. 7(2), pages 119-144, June.

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 31 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (13) 2000-03-13 2003-07-16 2003-10-05 2003-10-28 2004-07-17 2007-06-23 2008-01-26 2009-09-26 2009-09-26 2010-05-02 2010-05-02 2018-01-08 2018-01-22. Author is listed
  2. NEP-ETS: Econometric Time Series (13) 2000-03-13 2003-10-05 2004-02-29 2004-07-11 2004-08-09 2007-06-23 2009-09-26 2009-09-26 2010-05-02 2010-05-02 2010-10-16 2018-01-08 2018-01-22. Author is listed
  3. NEP-MAC: Macroeconomics (8) 2003-07-17 2004-02-29 2007-06-23 2008-01-26 2014-02-02 2014-07-21 2014-09-08 2015-07-25. Author is listed
  4. NEP-LAM: Central & South America (5) 2004-07-11 2004-07-11 2004-07-18 2014-09-08 2015-07-25. Author is listed
  5. NEP-MON: Monetary Economics (4) 2003-07-13 2014-02-02 2014-09-08 2015-07-25
  6. NEP-CBA: Central Banking (3) 2007-06-23 2014-09-08 2015-07-25
  7. NEP-CFN: Corporate Finance (3) 2003-06-16 2003-10-20 2009-09-26
  8. NEP-DGE: Dynamic General Equilibrium (3) 2014-02-02 2014-09-08 2015-07-25
  9. NEP-FOR: Forecasting (3) 2009-09-26 2012-10-13 2014-07-21
  10. NEP-IFN: International Finance (3) 2004-07-11 2004-07-11 2004-07-18
  11. NEP-ORE: Operations Research (3) 2014-07-21 2018-01-08 2018-01-22
  12. NEP-FIN: Finance (2) 2000-03-13 2003-10-20
  13. NEP-FMK: Financial Markets (2) 2000-03-13 2003-10-20
  14. NEP-AGR: Agricultural Economics (1) 2016-04-04
  15. NEP-COM: Industrial Competition (1) 2010-07-24
  16. NEP-INO: Innovation (1) 2010-07-24
  17. NEP-LAB: Labour Economics (1) 2010-10-16
  18. NEP-PKE: Post Keynesian Economics (1) 1998-09-14
  19. NEP-PPM: Project, Program & Portfolio Management (1) 2010-07-24
  20. NEP-REG: Regulation (1) 2004-07-11
  21. NEP-RMG: Risk Management (1) 2004-02-29
  22. NEP-TID: Technology & Industrial Dynamics (1) 2010-07-24
  23. NEP-UPT: Utility Models & Prospect Theory (1) 2018-03-19

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