Report NEP-UPT-2015-12-12

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.

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Other reports in NEP-UPT

The following items were announced in this report:

• Johannes Emmerling, 2015. "Uncertainty and Natural Resources - Prudence Facing Doomsday," Working Papers 2015.49, Fondazione Eni Enrico Mattei.
• Dalia Ibrahim & Frédéric Abergel, 2015. "Filtering problem for general modeling of the drift and application to portfolio optimization problems," Working Papers hal-01235909, HAL.
• David Puelz & P. Richard Hahn & Carlos M. Carvalho, 2015. "Sparse Mean-Variance Portfolios: A Penalized Utility Approach," Papers 1512.02310, arXiv.org, revised Oct 2016.
• Erin Baker & Olaitan Olaleye & Lara Aleluia Reis, 2015. "Decision Frameworks and the Investment in R&D," Working Papers 2015.42, Fondazione Eni Enrico Mattei.
• Mario Sikic, 2015. "Financial market models in discrete time beyond the concave case," Papers 1512.01758, arXiv.org.
• Mihaly Ormos & Dusan Timotity, 2015. "Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling," Papers 1512.01806, arXiv.org.
• HIGASHIDA Keisaku & Nguyen Ngoc MAI, 2015. "Demand for Secondhand Goods and Consumers' Preference in Developing Countries: An analysis using the field experimental data of Vietnamese consumers," Discussion papers 15135, Research Institute of Economy, Trade and Industry (RIETI).
• Csató, László, 2015. "On the additivity of preference aggregation methods," Corvinus Economics Working Papers (CEWP) 2015/20, Corvinus University of Budapest.