Report NEP-UPT-2016-02-04This 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:
- Thomas Knispel & Roger J. A. Laeven & Gregor Svindland, 2016. "Robust Optimal Risk Sharing and Risk Premia in Expanding Pools," Papers 1601.06979, arXiv.org.
- Anis Matoussi & Hao Xing, 2016. "Convex duality for stochastic differential utility," Papers 1601.03562, arXiv.org.
- Imke Redeker & Ralf Wunderlich, 2016. "Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading," Papers 1602.00570, arXiv.org, revised Aug 2017.
- Jorn Sass & Dorothee Westphal & Ralf Wunderlich, 2016. "Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift," Papers 1601.08155, arXiv.org, revised Mar 2016.
- A. Mantovi, 2016. "Smooth preferences, symmetries and expansion vector fields," Economics Department Working Papers 2016-EP01, Department of Economics, Parma University (Italy).
- 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 212644, European Association of Agricultural Economists.
- Kollmann, Robert, 2015. "Risk sharing in a world economy with uncertainty shocks," Globalization and Monetary Policy Institute Working Paper 258, Federal Reserve Bank of Dallas.
- David Stifel & Tiaray Razafimanantena & Faly Rakotomanana, 2015. "Estimating utility-consistent poverty in Madagascar, 2001.10," WIDER Working Paper Series 143, World Institute for Development Economic Research (UNU-WIDER).
- Ligon, Ethan, 2016. "Some $\lambda$-separable Frisch demands with Â utility functions," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6p05c81z, Department of Agricultural & Resource Economics, UC Berkeley.
- Ligon, Ethan, 2016. "All \lambda-separable Frisch demands and corresponding utility functions," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt1w13q2f1, Department of Agricultural & Resource Economics, UC Berkeley.
- Park, Andreas & Sgroi, Daniel, 2016. "Herding and Contrarian Behavior in Financial Markets : An Experimental Analysis," CRETA Online Discussion Paper Series 17, Centre for Research in Economic Theory and its Applications CRETA.
- Michael Kirchler & Florian Lindner & Utz Weitzel, 2016. "Rankings and Risk-Taking in the Finance Industry," Working Papers 2016-02, Faculty of Economics and Statistics, University of Innsbruck, revised Mar 2018.
- Rodrigo A. Velez, 2016. "Inequity-averse preferences in general equilibrium," Working Papers 20160111-001, Texas A&M University, Department of Economics.