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Report NEP-UPT-2012-07-14
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:
- Paolo Crosetto & Antonio Filippin, 2012, "The "Bomb" Risk Elicitation Task," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2012-035, Jul.
- Jonathan Benchimol, 2012, "Risk Aversion in the Euro area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-00713669, Jun.
- Alexander Ludwig & Alexander Zimper, 2012, "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Working Papers, University of Pretoria, Department of Economics, number 201223, Jun.
- Van Nieuwerburgh, Stijn & Lustig, Hanno & Koijen, Ralph, 2012, "The Cross-Section and Time-Series of Stock and Bond Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 9024, Jul.
- Taras Bodnar & Nestor Parolya & Wolfgang Schmid, 2012, "On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory," Papers, arXiv.org, number 1207.1029, Jul, revised Apr 2013.
- Yuriy Kitsul & Jonathan H. Wright, 2012, "The Economics of Options-Implied Inflation Probability Density Functions," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 600, Jul.
- Item repec:ner:maastr:urn:nbn:nl:ui:27-29508 is not listed on IDEAS anymore
- Taras Bodnar & Nestor Parolya & Wolfgang Schmid, 2012, "On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability," Papers, arXiv.org, number 1207.1037, Jul.