Report NEP-UPT-2007-12-01This 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:
- Alpanda, Sami & Woglom, Geoffrey, 2007. "The Case Against Power Utility and a Suggested Alternative: Resurrecting Exponential Utility," MPRA Paper 5897, University Library of Munich, Germany.
- Hill, Brian, 2007. "Living without state-independence of utilities," Les Cahiers de Recherche 874, HEC Paris.
- Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers 28/2007, NIPE - Universidade do Minho.
- Amine Jalal, 2007. "Dynamic Option-Based Strategies under Downside Loss Averse Preferences," Swiss Finance Institute Research Paper Series 07-34, Swiss Finance Institute.
- Dominique, C-Rene, 2007. "Should The Utility Function Be Ditched?," MPRA Paper 5987, University Library of Munich, Germany.
- Marc Oliver Rieger, 2007. "Co-monotonicity of optimal investments and the design of structured financial products," Swiss Finance Institute Research Paper Series 07-29, Swiss Finance Institute.
- Tengstam, Sven, 2007. "Disability and Marginal Utility of Income," Working Papers in Economics 276, University of Gothenburg, Department of Economics, revised 20 Jan 2012.
- Gallice, Andrea, 2007. "Some Social Welfare Implications of Behavioural Preferences," CEPR Discussion Papers 6572, C.E.P.R. Discussion Papers.
- Marc Oliver Rieger & Mei Wang, 2007. "Prospect Theory for Continuous Distributions Games and Prospects," Swiss Finance Institute Research Paper Series 07-30, Swiss Finance Institute.
- Hill, Brian, 2007. "Three analyses of sour grapes," Les Cahiers de Recherche 873, HEC Paris.