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Report NEP-UPT-2011-11-21
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:
- Kaito Sato, 2011, "Preference for Randomization and Ambiguity Aversion," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1524, Apr.
- Dominique Guegan & Wayne Tarrant, 2011, "Viewing Risk Measures as information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00639489, Aug.
- Francesco Passarelli, 2011, "Risky Political Changes: Rational Choice vs Prospect Theory," ISLA Working Papers, ISLA, Centre for research on Latin American Studies and Transition Economies, Universita' Bocconi, Milano, Italy, number 39, Nov.
- Richard M. H. Suen, 2011, "Concave Consumption Function and Precautionary Wealth Accumulation," Working papers, University of Connecticut, Department of Economics, number 2011-23, Nov.
- Vicky Henderson & Gechun Liang, 2011, "A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk," Papers, arXiv.org, number 1111.3856, Nov, revised Sep 2015.
- Tim Bollerslev & James Marrone & Lai Xu & Hao Zhou, 2011, "Stock return predictability and variance risk premia: statistical inference and international evidence," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-52.