Report NEP-UPT-2014-10-13This is the archive for NEP-UPT, a report on new working papers in the area of Utility Models & Prospect Theory. Alexander Harin issued this report. It is usually issued weekly.
The following items were announced in this report:
- Luis A.G. Coelho, 2014. "Portfolio Selection Optimization under Cumulative Prospect Theory – a parameter sensibility analysis," CEFAGE-UE Working Papers 2014_06, University of Evora, CEFAGE-UE (Portugal).
- K.W. Clements & W. Yang & S.W. Zheng, 1997. "Is utility additive? The case of alcohol," Economics Discussion / Working Papers 97-02, The University of Western Australia, Department of Economics.
- Peter BENCZUR, "undated". "Real Effects of Nominal Shocks: a 2-Sector Dynamic Model with Slow Capital Adjustment and Money-in-the-Utility," EcoMod2004 330600021, EcoMod.
- Massimiliano Caporin & Luca Corazzini & Michele Costola, 2014. "Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500," CREATES Research Papers 2014-33, Department of Economics and Business Economics, Aarhus University.
- Luca Rigamonti & Pirani Alberto & Anna Gaviglio & Rigamonti Luca & Martina Licitra Pedol, "undated". "Partial Utility of the Biofuels Use in the Public Transport," Energy and Environmental Modeling 2007 24000053, EcoMod.
- David Hobson & Yeqi Zhu, 2014. "Multi-asset consumption-investment problems with infinite transaction costs," Papers 1409.8037, arXiv.org.
- Sandro Shelegia & Chris M. Wilson, 2014. "A Utility-Based Model of Sales with Informative Advertising," Vienna Economics Papers 1406, University of Vienna, Department of Economics.