Printed from https://ideas.repec.org/n/nep-upt/2014-05-09.html
Report NEP-UPT-2014-05-09
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:
- Chenghu Ma & Wing-Keung Wong, 2013, "Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VaR and C-VaR," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Item repec:wyi:journl:002086 is not listed on IDEAS anymore
- Éric André, 2014, "Crisp Fair Gambles," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1410, Mar, revised 15 Mar 2014.
- Chenghu Ma & Jiankang Zhang, 2013, "Aggregation in Incomplete Market with General Utility Functions," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Ole Peters & Murray Gell-Mann, 2014, "Evaluating gambles using dynamics," Papers, arXiv.org, number 1405.0585, May, revised Jun 2015.
- Qian Han, 2013, "A Linear Relationship between Market Prices of Risks and Risk Aversion in Complete Stochastic Volatility Models," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Zuo Quan Xu & Fahuai Yi, 2014, "An Optimal Consumption-Investment Model with Constraint on Consumption," Papers, arXiv.org, number 1404.7698, Apr.
- Chenghu Ma, 2013, "MPS Risk Aversion and MV Analysis in Continuous Time with Lévy Jumps," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Chenghu Ma, 2013, "Uncertainty Aversion and A Theory of Incomplete Contract," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Chenghu Ma, 2013, "Preferences, Levy Jumps and Option Pricing," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.
- Phelim P. Boyle & Chenghu Ma, 2013, "Mean-Preserving-Spread Risk Aversion and The CAPM," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2013-10-14, Oct.