Printed from https://ideas.repec.org/n/nep-upt/2015-09-05.html
Report NEP-UPT-2015-09-05
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:
- Emanuele Borgonovo & Veronica Cappelli & Fabio Maccheroni & Massimo Marinacci, 2015, "Risk Analysis and Decision Theory: Foundations," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 556.
- Glötzl, Erhard, 2015, "Why and How to overcome General Equilibrium Theory," MPRA Paper, University Library of Munich, Germany, number 66265, Mar.
- Bernt {O}ksendal & Elin R{o}se, 2015, "A white noise approach to insider trading," Papers, arXiv.org, number 1508.06376, Aug.
- Carla Mereu & Robert Stelzer, 2015, "A BSDE arising in an exponential utility maximization problem in a pure jump market model," Papers, arXiv.org, number 1508.07561, Aug, revised Jan 2016.
- Antonin Pottier, 2015, "Time-Stochastic Dominance and iso-elastic discounted utility functions," Working Papers, HAL, number hal-01185848, Jan.
- L. A. Bordag & I. P. Yamshchikov & D. Zhelezov, 2015, "Portfolio optimization in the case of an asset with a given liquidation time distribution," Post-Print, HAL, number hal-01186961, Apr.
- Lin Zhao & Sweder van Wijnbergen, 2015, "Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-104/VI/DSF95, Aug.
- Acharya, Avidit & Blackwell, Matthew & Sen, Maya, 2015, "Explaining Attitudes from Behavior: A Cognitive Dissonance Approach," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp15-026, Jun.
- Wendy Janssens & Berber Kramer & Lisette Swart, 2015, "Be patient when measuring Hyperbolic Discounting: Stationarity, Time Consistency and Time Invariance in a Field Experiment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-097/V, Aug, revised 14 Apr 2016.
- Item repec:iwh:dispap:10-15 is not listed on IDEAS anymore
- Noé Biheng & Jean-Marc Bonnisseau, 2015, "Regular economies with ambiguity aversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01185486, DOI: 10.1016/j.jmateco.2015.04.004.
- Xing, Hao, 2017, "Stability of the exponential utility maximization problem with respect to preferences," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57213, Jan.
- Miklos Rasonyi, 2015, "Maximizing expected utility in the Arbitrage Pricing Model," Papers, arXiv.org, number 1508.07761, Aug, revised Mar 2017.
- Francesco Bogliacino & Pietro Ortoleva, 2015, "The Behavior of Other as a Reference Point," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 13611, Aug.