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Report NEP-UPT-2011-02-19
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:
- David Dillenberger & Kareen Rozen, 2011, "History-Dependent Risk Attitude," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 11-004, Feb.
- Colombo, Sergio & Hanley, Nicholas & Tinch, Dugald, 2010, "Differences between Decision and Experienced Utility: An Investigation using the Choice Experiment method," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-13, Nov.
- Penelope Hernandez & Coralio Ballester, 2011, "Bounded Rationality," Discussion Papers in Economic Behaviour, University of Valencia, ERI-CES, number 0111, Jan.
- Michael D. Bauer, 2011, "Restrictions on Risk Prices in Dynamic Term Structure Models," Working Paper Series, Federal Reserve Bank of San Francisco, number 2011-03.
- Hanley, Nicholas & Riera, Antoni & Torres, Cati, 2010, "How wrong can you be? Implications of incorrect utility function specification for welfare measurement in choice experiments," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2010-12, Nov.
- I. Duarte & D. Pinheiro & A. A. Pinto & S. R. Pliska, 2011, "Optimal Life Insurance Purchase, Consumption and Investment on a financial market with multi-dimensional diffusive terms," Papers, arXiv.org, number 1102.2263, Feb.
- Francq, Christian & Roy, Roch & Saidi, Abdessamad, 2011, "Asymptotic properties of weighted least squares estimation in weak parma models," MPRA Paper, University Library of Munich, Germany, number 28721, Feb.
- Jean-Louis Arcand & Marcel Dagenais, 2011, "Errors in Variables and the Empirics of Economic Growth," Working Papers, HAL, number halshs-00564683, Feb.