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Report NEP-UPT-2014-01-17
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:
- Luo, Yulei & Young, Eric, 2013, "Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention," MPRA Paper, University Library of Munich, Germany, number 52904, Jul.
- Kraft, Holger & Seifried, Frank Thomas, 2013, "Stochastic differential utility as the continuous-time limit of recursive utility," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 17, DOI: 10.2139/ssrn.2264293.
- Donkers, A.C.D. & Lourenço, C.J.S. & Dellaert, B.G.C. & Goldstein, D.G., 2013, "Using Preferred Outcome Distributions to Estimate Value and Probability Weighting Functions in Decisions under Risk," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-005-MKT, May.
- Beißner, Patrick, 2016, "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 493, Mar.
- Noé Biheng & Jean-Marc Bonnisseau, 2013, "Regular economies with ambiguity aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00922782, Dec.
- Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2013, "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2013-27, Aug.
- Michael FinusAlistair Ulph & Alistair Ulph, 2013, "International Environmental Agreements with Uncertainty, Learning and Risk Aversion," Economics Discussion Paper Series, Economics, The University of Manchester, number 1329.
- Ascheberg, Marius & Branger, Nicole & Kraft, Holger, 2013, "When do jumps matter for portfolio optimization?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 16, DOI: 10.2139/ssrn.2259630.
- Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2014, "Liquidity Preference And Knightian Uncertainty," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-337, Jan.
- Sujoy Mukerji & Robin Cubitt & Gijs van de Kuilen, 2014, "Discriminating between Models of Ambiguity Attitude: A Qualitative Test," Economics Series Working Papers, University of Oxford, Department of Economics, number 692, Jan.
- Lin, Qian & Riedel, Frank, 2014, "Optimal consumption and portfolio choice with ambiguity," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 497, May.
- Kiss, Hubert Janos & Rodriguez-Lara, Ismael & Rosa-García, Alfonso, 2014, "Do Women Panic More Than Men? An Experimental Study on Financial Decision," MPRA Paper, University Library of Munich, Germany, number 52912, Jan.
- Elisa Pagani, 2013, "Tricks for maximizing collective utility functions," Working Papers, University of Verona, Department of Economics, number 02/2013, Jan.
- Branger, Nicole & Grüning, Patrick & Kraft, Holger & Meinerding, Christoph, 2013, "Asset pricing under uncertainty about shock propagation," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 34, DOI: 10.2139/ssrn.2360455.
- Camille Cornand & Frank Heinemann, 2014, "Measuring Agents' Reaction to Private and Public Information in Games with Strategic Complementarities," Working Papers, HAL, number halshs-00925018, Jan.
- Kraft, Holger & Munk, Claus & Seifried, Frank Thomas & Wagner, Sebastian, 2013, "Consumption habits and humps," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 15, DOI: 10.2139/ssrn.2259613.
- Item repec:imf:imfwpa:13/249 is not listed on IDEAS anymore
- Ketter, W. & Collins, J. & Reddy, P. & de Weerdt, M.M., 2013, "The 2013 Power Trading Agent Competition," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2013-006-LIS, May.
- John Karl Scholz & Ananth Seshadri, 2013, "Health Insurance and Retirement Decisions," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp292, Sep.
- Hottenrott, Hanna & Lawson, Cornelia, 2013, "Fishing for complementarities: Competitive research funding and research productivity," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 129.
- Blum, Matthias & Hanley, Nicholas & McLaughlin, Eoin, 2013, "Genuine savings and future well-being in Germany, 1850-2000," Stirling Economics Discussion Papers, University of Stirling, Division of Economics, number 2013-13, Dec.