Printed from https://ideas.repec.org/n/nep-upt/2010-09-25.html
Report NEP-UPT-2010-09-25
This is the archive for NEP-UPT, a report on new working papers in the area of Utility Models and Prospect Theory. Alexander Harin issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-UPT
The following items were announced in this report:
- Item repec:hal:wpaper:hal-00517726_v1 is not listed on IDEAS anymore
- Massimo Guidolin & Francesca Rinaldi, 2010, "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers, Federal Reserve Bank of St. Louis, number 2010-028, DOI: 10.20955/wp.2010.028.
- Pivato, Marcus, 2010, "Risky social choice with approximate interpersonal comparisons of well-being," MPRA Paper, University Library of Munich, Germany, number 25222, Sep.
- Klaus Nowotny, 2010, "Risk Aversion, Time Preference and Cross-border Commuting and Migration Intentions," WIFO Working Papers, WIFO, number 379, Sep.
- Bonroy, O. & Lemarié, S. & Tropéano, J.P., 2010, "Credence goods, experts and risk aversion," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 201005.
- Kontek, Krzysztof, 2010, "Two Kinds of Adaptation, Two Kinds of Relativity," MPRA Paper, University Library of Munich, Germany, number 25169, Sep.
- Item repec:bon:bonedp:bgse14_2010 is not listed on IDEAS anymore
- Steffen Andersen & John Fountain & Glenn W. Harrison & Arne Risa Hole & E. Elisabet Rutström, 2010, "Inferring Beliefs as Subjectively Uncertain Probabilities," Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, number 2010-14, Sep.
- Peter Moffatt, 2010, "A Class of Indirect Utility Functions Predicting Giffen Behaviour," University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 013, Sep.
- Peter Ove Christensen & Kasper Larsen, 2010, "Incomplete Continuous-time Securities Markets with Stochastic Income Volatility," Papers, arXiv.org, number 1009.3479, Sep, revised Jan 2012.