Printed from https://ideas.repec.org/n/nep-upt/2012-02-15.html
Report NEP-UPT-2012-02-15
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:
- Jongwook Kim & Gabjin Oh, 2012, "Heavy-tail driven by memory," Papers, arXiv.org, number 1201.5690, Jan, revised May 2013.
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen, 2012, "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-04.
- Anita Mehta, 2012, "Predatory trading and risk minimisation: how to (b)eat the competition," Papers, arXiv.org, number 1202.1374, Feb.
- Zorana Grbac & Antonis Papapantoleon, 2012, "A tractable LIBOR model with default risk," Papers, arXiv.org, number 1202.0587, Feb, revised Oct 2012.