Report NEP-UPT-2011-12-19

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.

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Other reports in NEP-UPT

The following items were announced in this report:

• Emmanuelle GABILLON, 2011, "One Theory For Two Risk Premia," Cahiers du GREThA (2007-2019), Groupe de Recherche en Economie Théorique et Appliquée (GREThA), number 2011-39.
• Item repec:rwi:repape:0289 is not listed on IDEAS anymore

• Item repec:lan:wpaper:2217 is not listed on IDEAS anymore

• Item repec:rwi:repape:0287 is not listed on IDEAS anymore

• Item repec:pra:mprapa:34920 is not listed on IDEAS anymore

• Item repec:rcr:wpaper:08_11 is not listed on IDEAS anymore

• Takanori Adachi & Takao Asano, 2011, "Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints," KIER Working Papers, Kyoto University, Institute of Economic Research, number 803, Dec.
• He, Yuqing, 2011, "Psychophysical interpretation for utility measures," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-50.
• Manuel Lukas, 2011, "Return Predictability, Model Uncertainty, and Robust Investment," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-42, Nov.
• Item repec:rcr:wpaper:05_11 is not listed on IDEAS anymore

• Dmitry B. Rokhlin, 2011, "On the game interpretation of a shadow price process in utility maximization problems under transaction costs," Papers, arXiv.org, number 1112.2406, Dec, revised Dec 2011.
• Xiang Yu, 2011, "Utility maximization with addictive consumption habit formation in incomplete semimartingale markets," Papers, arXiv.org, number 1112.2940, Dec, revised May 2015.
• Juan M. Londono, 2011, "The variance risk premium around the world," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1035.