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Report NEP-UPT-2015-05-22
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:
- Christoph Czichowsky & Walter Schachermayer, 2015, "Portfolio optimisation beyond semimartingales: shadow prices and fractional Brownian motion," Papers, arXiv.org, number 1505.02416, May, revised Aug 2016.
- Luo, Yulei, 2015, "Robustly Strategic Consumption-Portfolio Rules with Informational Frictions," MPRA Paper, University Library of Munich, Germany, number 64312.
- Foellmi, Reto & Legge, Stefan & Schmid, Lukas, 2015, "Do Professionals Get It Right? Limited Attention and Risk-Taking Behavior," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1511, May.
- Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2015, "What attitudes to risk underlie distortion risk measure choices?," Working Papers, Universitat de Barcelona, UB Riskcenter, number 2015-05, May.
- Zetterdahl, Emma, 2015, "Take a Risk - Social Interaction, Gender Identity, and the Role of Family Ties in Financial Decision-Making," Umeå Economic Studies, Umeå University, Department of Economics, number 908, May.