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Report NEP-UPT-2016-02-04
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:
- Thomas Knispel & Roger J. A. Laeven & Gregor Svindland, 2016, "Robust Optimal Risk Sharing and Risk Premia in Expanding Pools," Papers, arXiv.org, number 1601.06979, Jan.
- Anis Matoussi & Hao Xing, 2016, "Convex duality for stochastic differential utility," Papers, arXiv.org, number 1601.03562, Jan.
- Imke Redeker & Ralf Wunderlich, 2016, "Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading," Papers, arXiv.org, number 1602.00570, Feb, revised Aug 2017.
- Jorn Sass & Dorothee Westphal & Ralf Wunderlich, 2016, "Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift," Papers, arXiv.org, number 1601.08155, Jan, revised Mar 2016.
- A. Mantovi, 2016, "Smooth preferences, symmetries and expansion vector fields," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2016-EP01.
- McCormack, Michele & O’Donoghue, Cathal & Loughrey, Jason, 2015, "Behavioural Drivers of Stocking Rate Decisions in Less Favoured Areas," 150th Seminar, October 22-23, 2015, Edinburgh, Scotland, European Association of Agricultural Economists, number 212644, DOI: 10.22004/ag.econ.212644.
- Robert Kollmann, 2015, "Risk sharing in a world economy with uncertainty shocks," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 258, Nov, DOI: 10.24149/gwp258.
- Item repec:unu:wpaper:wp2015-143 is not listed on IDEAS anymore
- Ligon, Ethan, 2016, "Some $\lambda$-separable Frisch demands with utility functions," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt6p05c81z, Jan.
- Ligon, Ethan, 2016, "All \lambda-separable Frisch demands and corresponding utility functions," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt1w13q2f1, Jan.
- Park, Andreas & Sgroi, Daniel, 2016, "Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis," CRETA Online Discussion Paper Series, Centre for Research in Economic Theory and its Applications CRETA, number 17.
- Michael Kirchler & Florian Lindner & Utz Weitzel, 2016, "Rankings and Risk-Taking in the Finance Industry," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2016-02, Jan, revised Mar 2018.
- Rodrigo A. Velez, 2016, "Inequity-averse preferences in general equilibrium," Working Papers, Texas A&M University, Department of Economics, number 20160111-001, Jan.