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Report NEP-UPT-2011-06-18
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:
- Simon Grant & Ben Polak, 2011, "Mean-Dispersion Preferences and Constant Absolute Uncertainty Aversion," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1805, Jun.
- Santiago Moreno-Bromberg & Traian Pirvu & Anthony R'eveillac, 2011, "CRRA Utility Maximization under Risk Constraints," Papers, arXiv.org, number 1106.1702, Jun, revised Mar 2012.
- Helga Habis & P. Jean-Jacques Herings, 2011, "Transferable Utility Games with Uncertainty," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1120, May.
- Jochen Zahn, 2011, "Utility based pricing and hedging of jump diffusion processes with a view to applications," Papers, arXiv.org, number 1106.1395, Jun, revised Dec 2012.
- Charles Engel, 2011, "The Real Exchange Rate, Real Interest Rates, and the Risk Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 17116, Jun.