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Report NEP-UPT-2011-04-09
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:
- kevin dowd & john cotter, 2011, "Spectral Risk Measures and the Choice of Risk Aversion Function," Papers, arXiv.org, number 1103.5668, Mar.
- John Cotter & Jim Hanly, 2011, "Time Varying Risk Aversion: An Application to Energy Hedging," Papers, arXiv.org, number 1103.5968, Mar.
- Emmanuelle Gabillon, 2011, "A Theory of Regret and Information," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2011-15.
- John Cotter & Jim Hanly, 2011, "A Utility Based Approach to Energy Hedging," Papers, arXiv.org, number 1103.5973, Mar.
- Item repec:dgr:kubcen:2011018 is not listed on IDEAS anymore
- Eike B. Kroll & Judith N. Trarbach & Bodo Vogt, 2011, "Determining risk preferences for pain," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 110006, Mar.
- Item repec:dgr:kubcen:2011031 is not listed on IDEAS anymore
- Kevin Dowd & John Cotter & Ghulam Sorwar, 2011, "Spectral Risk Measures: Properties and Limitations," Papers, arXiv.org, number 1103.5674, Mar.
- Kevin Dowd & John Cotter, 2011, "Exponential Spectral Risk Measures," Papers, arXiv.org, number 1103.5409, Mar.
- James C. Cox & Vjollca Sadiraj & Ulrich Schmidt, 2011, "Paradoxes and Mechanisms for Choice under Risk," Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, number 2011-07, Apr, revised Mar 2014.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011, "Ambiguity and Robust Statistics," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 382.
- Flåm, Sjur Didrik, 2011, "Pooling, Pricing and Trading of Risks," Working Papers in Economics, University of Bergen, Department of Economics, number 09/06, Apr.
- Carolin E. Pflueger & Luis M. Viceira, 2011, "Inflation-Indexed Bonds and the Expectations Hypothesis," NBER Working Papers, National Bureau of Economic Research, Inc, number 16903, Mar.
- Johannes Temme, 2011, "Power Utility Maximization in Discrete-Time and Continuous-Time Exponential Levy Models," Papers, arXiv.org, number 1103.5575, Mar, revised Apr 2012.
- John Cotter & Kevin Dowd, 2011, "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," Papers, arXiv.org, number 1103.5653, Mar.
- Gabrielle Demange, 2011, "Majority relation and median representative ordering," PSE Working Papers, HAL, number halshs-00581310, Mar.
- Item repec:hal:wpaper:hal-00580624 is not listed on IDEAS anymore
- Matthias Uhl, 2011, "Challenging the Intrapersonal Empathy Gap An Experiment with Self-Commitment Power," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2011-019, Apr.
- John Cotter & Kevin Dowd, 2011, "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Papers, arXiv.org, number 1103.5408, Mar.
- Kevin Dowd & John Cotter, 2011, "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," Papers, arXiv.org, number 1103.5665, Mar.
- John Cotter & Kevin Dowd & Wyn Morgan, 2011, "Extreme Measures of Agricultural Financial Risk," Papers, arXiv.org, number 1103.5962, Mar.