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.

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Other reports in NEP-UPT

The following items were announced in this report:

• André de Palma & Nathalie Picard & Jean-Luc Prigent, 2010. "Eliciting Utility for (Non)Expected Utility Preferences Using Invariance Transformations," Working Papers hal-00517726, HAL.
• Massimo Guidolin & Francesca Rinaldi, 2010. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers 2010-028, Federal Reserve Bank of St. Louis.
• Pivato, Marcus, 2010. "Risky social choice with approximate interpersonal comparisons of well-being," MPRA Paper 25222, University Library of Munich, Germany.
• Klaus Nowotny, 2010. "Risk Aversion, Time Preference and Cross-border Commuting and Migration Intentions," WIFO Working Papers 379, WIFO.
• Bonroy, O. & Lemarié, S. & Tropéano, J.P., 2010. "Credence goods, experts and risk aversion," Working Papers 201005, Grenoble Applied Economics Laboratory (GAEL).
• Kontek, Krzysztof, 2010. "Two Kinds of Adaptation, Two Kinds of Relativity," MPRA Paper 25169, University Library of Munich, Germany.
• Fabian Herweg, 2010. "Uncertain Demand, Consumer Loss Aversion, and Flat-Rate Tariffs," Bonn Econ Discussion Papers bgse14_2010, University of Bonn, Germany.
• 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 2010-14, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
• Peter Moffatt, 2010. "A Class of Indirect Utility Functions Predicting Giffen Behaviour," University of East Anglia Applied and Financial Economics Working Paper Series 013, School of Economics, University of East Anglia, Norwich, UK..
• Peter Ove Christensen & Kasper Larsen, 2010. "Incomplete Continuous-time Securities Markets with Stochastic Income Volatility," Papers 1009.3479, arXiv.org, revised Jan 2012.