Printed from https://ideas.repec.org/n/nep-upt/2013-01-26.html
Report NEP-UPT-2013-01-26
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:
- Thomas Breuer & Imre Csiszar, 2013, "Measuring Model Risk," Papers, arXiv.org, number 1301.4832, Jan.
- Larry G. Epstein & Shaolin Ji, 2013, "Ambiguous volatility and asset pricing in continuous time," Papers, arXiv.org, number 1301.4614, Jan.
- Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013, "Two-moment decision model for location-scale family with background asset," MPRA Paper, University Library of Munich, Germany, number 43864, Jan.
- Item repec:rza:wpaper:322 is not listed on IDEAS anymore
- Kosse, Fabian & Pfeiffer, Friedhelm, 2013, "Quasi-hyperbolic time preferences and their intergenerational transmission," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 13-002.
- Item repec:rza:wpaper:323 is not listed on IDEAS anymore
- Dorje C. Brody & Lane P. Hughston, 2013, "L\'evy Information and the Aggregation of Risk Aversion," Papers, arXiv.org, number 1301.2964, Jan, revised Mar 2013.
- Nathalie Picard & André de Palma & Ignacio A. Inoa, 2013, "Discrete Choice Decision-Making with Multiple Decision Makers within the Household," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2013-03.
- Dilip Madan & Martijn Pistorius & Mitja Stadje, 2013, "On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation," Papers, arXiv.org, number 1301.3531, Jan, revised Apr 2017.