Report NEP-UPT-2010-05-29This 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:
- Item repec:ner:maastr:urn:nbn:nl:ui:27-22806 is not listed on IDEAS anymore
- Item repec:hal:journl:hal-00483263_v1 is not listed on IDEAS anymore
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2010. "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance," Working Papers in Economics 10/22, University of Canterbury, Department of Economics and Finance.
- Schade, Christian & Schroeder, Andreas & Krause, Kai Oliver, 2010. "Coordination after gains and losses: Is prospect theory’s value function predictive for games?," Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers 59524, Humboldt University Berlin, Department of Agricultural Economics.
- Miguel A. Segoviano Basurto & Carlos Caceres & Vincenzo Guzzo, 2010. "Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?," IMF Working Papers 10/120, International Monetary Fund.
- Shaul Almakias & Avi Weiss, 2010. "The Ultimatum Game and Expected Utility Maximization – In View of Attachment Theory," Working Papers 2010-01, Bar-Ilan University, Department of Economics.
- Haishi Huang, 2009. "Convertible Bonds: Default Risk and Uncertain Volatility," Bonn Econ Discussion Papers bgse09_2010, University of Bonn, Germany.