Report NEP-UPT-2010-03-28This 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:
- Ding, Xiaohao & Hartog, Joop & Sun, Yuze, 2010. "Can We Measure Individual Risk Attitudes in a Survey?," IZA Discussion Papers 4807, Institute of Labor Economics (IZA).
- BOMMIER, Antoine & ZUBER, Stéphane, 2009. "The Pareto principle of optimal inequality," LIDAM Discussion Papers CORE 2009009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Marcel Nutz, 2010. "Risk Aversion Asymptotics for Power Utility Maximization," Papers 1003.3582, arXiv.org.
- Kaizoji, Taisei, 2010. "Carry Trade, Forward Premium Puzzle and Currency Crisis," MPRA Paper 21432, University Library of Munich, Germany.
- DENUIT, Michel M. & EECKHOUDT, Louis & MENEGATTI, Mario, 2009. "Correlated risks, bivariate utility and optimal choices," LIDAM Discussion Papers CORE 2009007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
- Dobbelaere, Sabien & Luttens, Roland Iwan & Peters, Bettina, 2009. "Starting an R&D project under uncertainty," LIDAM Discussion Papers CORE 2009036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Adam Clements & Annastiina Silvennoinen, 2010. "Portfolio allocation: Getting the most out of realised volatility," NCER Working Paper Series 54, National Centre for Econometric Research, revised 06 May 2010.
- Bellemare, Charles & Sebald, Alexander & Strobel, Martin, 2010. "Measuring the Willingness to Pay to Avoid Guilt: Estimation Using Equilibrium and Stated Belief Models," IZA Discussion Papers 4803, Institute of Labor Economics (IZA).